I tried your code, the Trailing part, and unfortunately it had the same problem. The Stop moves up and down with the changing price.
I can't work out why.
Hopefully someone else has a solution.
--- In MetaTrader_Experts_and_Indicators@yahoogroups.com, Ron Thompson <ron@...> wrote:
>
>
> Here's a copy of code I'm currently working on that hides almost all of
> the order process.
>
> It has a structure for order management, and procedures you can call to
> replace the standard order functions.
>
> It is _*NOT*_ complete, as I still have to write the load, save and sync
> functions. I really hate not having structures, which would make the
> process so simple.
>
> Ron(ForexMT4)
>
>
> bluey39to wrote:
> >
> > Thanks for reply Robert.
> > I'm talking about a hidden trailing stop that doesn't use the
> > "ModifyOrder" function. I'm not worried about a disconnect, as I can
> > easily place a firm stop when I open the trade.
> > This is a hidden stop, that if price moves below (on a buy), it will
> > trigger a sell. Obviously that part is easy to be hidden, but to have
> > it trail up, I can't seem to solve.
> >
> > Here's a snippit of code:
> >
> > //---set up---------------------
> > int HiddenTrailingStopPips = 5;
> > double HiddenTrailingStopPrice = 0;
> >
> > //--after finding any open Buy orders
> >
> > if ((Bid-OrderOpenPrice() > 0) && // If price has moved up from when
> > order was opened, and
> > (HiddenTrailingStopPrice < Bid - Point*HiddenTrailingStopPips)) // If
> > our Hidden Stop Value is lower than it should be?
> > {
> > HiddenTrailingStopPrice = Bid - Point*HiddenTrailingStopPips; // Set
> > new value for Hidden Stop Value
> > }
> >
> > // closing if stop hit--------------------
> >
> > if (Bid <= HiddenTrailingStopPrice) // Price has moved below our
> > HiddenStopLine
> > {
> > OrderClose(OrderTicket(),OrderLots(),Bid,9,Violet); // Close BUY order
> > }
> >
> >
> > The above doesn't work. The HiddenTrailingStopPrice, moves up and
> > down, and not just up as it should. Any ideas appreciated.
> >
> > --- In MetaTrader_Experts_and_Indicators@yahoogroups.com
> > <mailto:MetaTrader_Experts_and_Indicators%40yahoogroups.com>, Robert
> > Hill <robydoby314@> wrote:
> > >
> > > bluey39to,
> > > What type of trailing stop are you using?
> > >
> > > It would be easy to modify the existing TraingStop EA to use hidden
> > trailing but if there is a disconnect then the broker might not have
> > any stoploss set.
> > >
> > > An alternative is to have the broker sent the hidden value plus or
> > minus a set number of pips for protection.
> > >
> > > For example if the stop should be 1.4780 on a buy the broker might
> > get 1.4760.
> > > The EA would close the trade at 1.4780 if no further movement
> > positive movement.
> > >
> > > Otherwise you could send me your code privately and I will see what
> > I can do.
> > >
> > >
> > > Robert
> > >
> > > --- On Sat, 3/14/09, bluey39to <dbyrt@> wrote:
> > >
> > > From: bluey39to <dbyrt@>
> > > Subject: [MT_E and I] Hidden Trailing Stop
> > > To: MetaTrader_Experts_and_Indicators@yahoogroups.com
> > <mailto:MetaTrader_Experts_and_Indicators%40yahoogroups.com>
> > > Date: Saturday, March 14, 2009, 12:45 PM
> > >
> > >
> > >
> > >
> > >
> > > After many searches and trying to build this myself, I've not
> > managed to find a hidden trailing stop. Plenty of hidden TP and hidden
> > Stops, but the hidden trailing seems a bit elusive. Has anyone created
> > a bit of code to do this?
> > > My attempts; the hidden stop value moves up with each new high, but
> > when the price moves back down, so does my stop. All kinds of 'if'
> > statements tried, but can't get it to work.
> > >
> > > Any thoughts?
> > >
> > > Regards
> > > bluey39to
> > >
> >
> >
>
> //+--------------+
> //|VirtualShell |
> //+--------------+
> #property copyright "Ron Thompson"
> #property link "http://www.ForexMT4.com/"
>
> // This EA is NEVER to be SOLD individually
> // This EA is NEVER to be INCLUDED as part of a collection that is SOLD
>
>
> // EA SPECIFIC
>
>
> // user input
> extern double Lots = 0.5 ;
> extern double ProfitMade = 0 ;
> extern double LossLimit = 0 ;
> extern double BreakEven = 7 ;
> extern double TrailStop = 15 ;
>
> double myPoint; // support for 3/5 decimal places
> bool TradeAllowed=false; // used to manage trades
> int loopcount; // count of order attempts
> int maxloop=5; // maximum number of attempts to handle errors
> int LL2SL=10; // LossLimit to StopLoss server spread
> int MagicNumber = 200903141510; // allows multiple experts to trade on same account
> string TradeComment = "VS.txt"; // where to log information
>
> // Bar handling
> datetime bartime=0; // used to determine when a bar has moved
> datetime vopsavetime=0; // used to determine when a bar has moved
> datetime vopsynctime=0; // used to determine when a bar has moved
>
>
> // Virtual Order Processor
>
> #define vopct 100 // maximum numbers of orders to handle
>
> int vopPTR; // pointer for ticket
> int vopOrderTicket[vopct]; // ticket number
> string vopOrderSymbol[vopct]; // which symbol
> string vopOrderType[vopct]; // buy or sell order
> double vopOrderLots[vopct]; // lot size
> double vopOrderOpenPrice[vopct]; // Order Open Price
> double vopOrderTakeProfit[vopct]; // take profit
> double vopOrderStopLoss[vopct]; // stop loss
> int vopOrderMagicNumber[vopct]; // MagicNumber
>
>
> // used for verbose error logging
> #include <stdlib.mqh>
>
>
> //+-------------+
> //| Custom init |
> //|-------------+
> // Called ONCE when EA is added to chart or recompiled
>
> int init()
> {
> // get normalized Point based on Broker decimal places
> myPoint = SetPoint();
>
> //re-load the array, and sync it to real orders
> vopLoad();
> vopSync();
>
> logwrite(TradeComment,"Init Complete");
> Comment(" ");
>
>
>
> }
>
> //+----------------+
> //| Custom DE-init |
> //+----------------+
> // Called ONCE when EA is removed from chart
>
> int deinit()
> {
> // program is closing, save the array
> vopSave();
>
> logwrite(TradeComment,"DE-Init Complete");
> Comment(" ");
> }
>
>
> //+-----------+
> //| Main |
> //+-----------+
> // Called EACH TICK and each Bar[]
>
> int start()
> {
>
> int cnt=0;
> int gle=0;
> int ticket=0;
> int OrdersPerSymbol=0;
>
> // stoploss and takeprofit and close control
> double SL=0;
> double TP=0;
>
> double CurrentProfit=0;
> double CurrentBasket=0;
>
> // direction control
> bool BUYme=false;
> bool SELLme=false;
>
> //safety counter
> int loopcount=0;
>
> //volume
> double v1, v2, v3;
> double v12p, v23p;
>
>
> //Save the array once a minute in case of crash
> if(vopsavetime!=iTime(Symbol(), 1, 0) )
> {
> vopsavetime=iTime(Symbol(), 1, 0) ;
> vopSave();
> }
>
> //It is *possible* (but unlikely) for the array to
> //get out of sync, so re-sync once every 15 minutes
> if(vopsynctime!=iTime(Symbol(), 15, 0) )
> {
> vopsynctime=iTime(Symbol(), 15, 0) ;
> vopSync();
> }
>
>
> // bar counting
> if(bartime!=iTime(Symbol(), 0, 0) )
> {
> bartime=iTime(Symbol(), 0, 0) ;
>
>
> //+-----------------------------+
> //| Code here will execute once |
> //| at the OPEN of a NEW BAR |
> //+-----------------------------+
>
> v1=iVolume(Symbol(),0,1);
> v2=iVolume(Symbol(),0,2);
> v3=iVolume(Symbol(),0,3);
>
> logwrite(TradeComment,"New Bar v1="+v1+" v2="+v2+" v3="+v3);
>
> if(TradeAllowed) CloseEverything();
> if(TradeAllowed && v1>v2 && v2>v3) { OpenBuy(); OpenSell(); }
>
> // prevents 1st order when EA put on chart
> TradeAllowed=true;
>
> //+------------+
> //| End Insert |
> //+------------+
>
> }
>
>
>
>
> //+-----------------------------+
> //| Insert your indicator here |
> //| And set either BUYme or |
> //| SELLme true to place orders |
> //+-----------------------------+
>
>
> //+------------+
> //| End Insert |
> //+------------+
>
>
>
> //
> // Order Management
> //
>
> for(cnt=OrdersTotal();cnt>=0;cnt--)
> {
> OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
> if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
> {
>
> vopPTR=vopSelect(OrderTicket());
>
> if(vopOrderType[vopPTR]=="BUY")
> {
> CurrentProfit=(Bid-vopOrderOpenPrice[vopPTR]) ;
>
> // Modify for break even
> //=======================
> if(BreakEven>0 && vopOrderStopLoss[vopPTR]==0 && CurrentProfit >= (BreakEven*myPoint) )
> {
> vopOrderStopLoss[vopPTR]=vopOrderOpenPrice[vopPTR]+(Ask-Bid);
> logwrite(TradeComment,"BREAKEVEN BUY Ticket="+vopOrderTicket[vopPTR]+" SL="+vopOrderStopLoss[vopPTR]+" CurrentProfit="+CurrentProfit+" Bid="+Bid+" Ask="+Ask);
> }
>
> // check for trailing stop
> //=========================
> if( TrailStop>0)
> {
> // This starts trailing after 'TrailStop' pips of profit
> if(Close[0]>=vopOrderOpenPrice[vopPTR]+(TrailStop*myPoint) )
> {
> // if you're here, then you're at least TrailStop pips in profit
> if( Bid-(TrailStop*myPoint) > vopOrderStopLoss[vopPTR] )
> {
> vopOrderStopLoss[vopPTR]=Bid-(TrailStop*myPoint);
> logwrite(TradeComment,"TRAILSTOP BUY Ticket="+vopOrderTicket[vopPTR]+" SL="+vopOrderStopLoss[vopPTR]+" Bid="+Bid);
> }
> }
> }
>
> if(ProfitMade>0 && CurrentProfit>=(ProfitMade*myPoint)) CloseBuy("PROFIT");
> if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*myPoint)) CloseBuy("LOSS");
> if(vopOrderStopLoss[vopPTR]>0 && Close[0]<=vopOrderStopLoss[vopPTR] ) CloseBuy("STOPLOSS");
>
> } //BUY
>
>
>
>
> if(vopOrderType[vopPTR]=="SELL")
> {
> CurrentProfit=(vopOrderOpenPrice[vopPTR]-Ask);
>
> // Modify for break even
> //=======================
> if(BreakEven>0 && vopOrderStopLoss[vopPTR]==0 && CurrentProfit >= (BreakEven*myPoint) )
> {
> vopOrderStopLoss[vopPTR]=vopOrderOpenPrice[vopPTR]-(Ask-Bid);
> logwrite(TradeComment,"BREAKEVEN SELL Ticket="+vopOrderTicket[vopPTR]+" SL="+vopOrderStopLoss[vopPTR]+" CurrentProfit="+CurrentProfit+" Ask="+Ask+" Bid="+Bid);
> }
>
> // check for trailing stop
> //=========================
> if( TrailStop>0)
> {
> // This starts trailing after 'TrailStop' pips of profit
> if(Close[0]<=vopOrderOpenPrice[vopPTR]-(TrailStop*myPoint) )
> {
> if( Ask+(TrailStop*myPoint) < vopOrderStopLoss[vopPTR] )
> {
> vopOrderStopLoss[vopPTR]=Ask+(TrailStop*myPoint);
> logwrite(TradeComment,"TRAILSTOP SELL Ticket="+vopOrderTicket[vopPTR]+" SL="+vopOrderStopLoss[vopPTR]+" Ask="+Ask);
> }
> }
> }
>
> if(ProfitMade>0 && CurrentProfit>=(ProfitMade*myPoint) ) CloseSell("PROFIT");
> if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*myPoint) ) CloseSell("LOSS");
> if(vopOrderStopLoss[vopPTR]>0 && Close[0]>=vopOrderStopLoss[vopPTR] ) CloseSell("STOPLOSS");
>
>
> } //sell
>
> } //OrderSymbol
>
> } // for
>
> } // start()
>
>
> //+-----------------+
> //| CloseEverything |
> //+-----------------+
> // Closes all OPEN and PENDING orders
>
> int CloseEverything()
> {
> int i;
>
> for(i=OrdersTotal();i>=0;i--)
> {
>
> OrderSelect(i, SELECT_BY_POS);
> if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
> {
> vopPTR=vopSelect(OrderTicket());
>
> if(OrderType()==OP_BUY) CloseBuy ("CLOSEEVERYTHING");
> if(OrderType()==OP_SELL) CloseSell("CLOSEEVERYTHING");
> if(OrderType()==OP_BUYLIMIT) OrderDelete( vopOrderTicket[vopPTR] );
> if(OrderType()==OP_SELLLIMIT) OrderDelete( vopOrderTicket[vopPTR] );
> if(OrderType()==OP_BUYSTOP) OrderDelete( vopOrderTicket[vopPTR] );
> if(OrderType()==OP_SELLSTOP) OrderDelete( vopOrderTicket[vopPTR] );
> }
>
> Sleep(1000);
>
> } //for
>
> } // closeeverything
>
>
>
> // log data to a file name passed in
> // print everything regardless of log setting
> void logwrite (string filename, string mydata)
> {
> int myhandle;
> string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS);
>
> Print(mydata+" "+gregorian);
>
> // don't log anything if testing
> if(IsTesting()) return(0);
>
> myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";");
> if(myhandle>0)
> {
> FileSeek(myhandle,0,SEEK_END);
> FileWrite(myhandle, mydata+" "+gregorian);
> FileClose(myhandle);
> }
> }
>
>
>
> //ENTRY LONG (buy, Ask)
> void OpenBuy()
> {
> int gle=0;
> int ticket=0;
>
> int loopcount=0;
>
> while(true)
> {
> // place order - NO TP OR SL
> ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,0,0,0,TradeComment,MagicNumber,White);
> gle=GetLastError();
> if(gle==0)
> {
> logwrite(TradeComment,"BUY PLACED Ticket="+ticket+" Ask="+Ask+" Bid="+Bid+" Lots="+Lots);
> vopOrderOpen(ticket, "BUY", Symbol(), Lots, Ask, ProfitMade, LossLimit, MagicNumber);
> //TradeAllowed=false;
> break;
> }
> else
> {
> logwrite(TradeComment,"-----ERROR----- Placing BUY order: Lots="+Lots+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle));
> Sleep(500);
> RefreshRates();
>
> // give up after loopcount tries
> loopcount++;
> if(loopcount>maxloop)
> {
> logwrite(TradeComment,"-----ERROR----- Giving up on placing BUY order");
> return(gle);
> }
>
> }
>
> }//while - place order
>
> }//BUYme
>
>
>
> //ENTRY SHORT (sell, Bid)
> void OpenSell()
> {
> int gle=0;
> int ticket=0;
>
> double SL=0;
> double TP=0;
> int loopcount=0;
>
> while(true)
> {
> ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,0,0,0,TradeComment,MagicNumber,Red);
> gle=GetLastError();
> if(gle==0)
> {
> logwrite(TradeComment,"SELL PLACED Ticket="+ticket+" Bid="+Bid+" Ask="+Ask+" Lots="+Lots);
> vopOrderOpen(ticket, "SELL", Symbol(), Lots, Bid, ProfitMade, LossLimit, MagicNumber);
> //TradeAllowed=false;
> break;
> }
> else
> {
> logwrite(TradeComment,"-----ERROR----- placing SELL order: Lots="+Lots+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle));
> Sleep(500);
> RefreshRates();
>
> loopcount++;
> if(loopcount>maxloop)
> {
> logwrite(TradeComment,"-----ERROR----- Giving up on placing SELL order");
> return(gle);
> }
>
> }
>
> }//while - place order
>
> }//SELLme
>
>
>
> void CloseBuy (string myInfo)
> {
> int gle;
> int cnt;
>
> int loopcount=0;
>
> string bBD=" Bid="+Bid;
> string bAS=" Ask="+Ask;
> string bTK=" Ticket="+vopOrderTicket[vopPTR];
> string bSL=" SL="+vopOrderStopLoss[vopPTR];
> string bTP=" TP="+vopOrderTakeProfit[vopPTR];
> string bPM;
> string bLL;
> string bER;
>
> bPM=" PM="+ProfitMade;
> bLL=" LL="+LossLimit;
>
> while(true)
> {
> OrderClose(vopOrderTicket[vopPTR],vopOrderLots[vopPTR],Bid,0,White);
> gle=GetLastError();
> if(gle==0)
> {
> vopOrderClose(vopOrderTicket[vopPTR], myInfo);
> logwrite(TradeComment,"CLOSE BUY "+myInfo+ bBD+ bAS+ bTK+ bSL+ bTP+ bPM+ bLL);
> break;
> }
> else
> {
> bER=" error="+gle+" "+ErrorDescription(gle);
> logwrite(TradeComment,"-----ERROR----- CLOSE BUY "+myInfo+ bER +" Bid="+Bid+ bTK + bSL + bTP + bPM + bLL);
> Sleep(500);
> RefreshRates();
> }
>
>
> loopcount++;
> if(loopcount>maxloop)
> {
> logwrite(TradeComment,"-----ERROR----- Giving up on closing SELL order");
> return(gle);
> }
>
> }//while
>
> }
>
>
> void CloseSell (string myInfo)
> {
> int gle;
> int cnt;
>
> int loopcount=0;
>
> string sBD=" Bid="+Bid;
> string sAS=" Ask="+Ask;
> string sTK=" Ticket="+vopOrderTicket[vopPTR];
> string sSL=" SL="+vopOrderStopLoss[vopPTR];
> string sTP=" TP="+vopOrderTakeProfit[vopPTR];
> string sPM;
> string sLL;
> string sER;
>
> sPM=" PM="+ProfitMade;
> sLL=" LL="+LossLimit;
>
> while(true)
> {
> OrderClose(vopOrderTicket[vopPTR],vopOrderLots[vopPTR],Ask,0,Red);
> gle=GetLastError();
> sER=" error="+gle+" "+ErrorDescription(gle);
>
> if(gle==0)
> {
> vopOrderClose(vopOrderTicket[vopPTR], myInfo);
> logwrite(TradeComment,"CLOSE SELL "+myInfo+ sAS+ sBD+ sTK+ sSL+ sTP+ sPM+ sLL);
> break;
> }
> else
> {
> logwrite(TradeComment,"-----ERROR----- CLOSE SELL "+myInfo+ sER +" Ask="+Ask+ sTK + sSL + sTP + sPM + sLL);
> RefreshRates();
> Sleep(500);
> }
>
> loopcount++;
> if(loopcount>maxloop)
> {
> logwrite(TradeComment,"-----ERROR----- Giving up on closing SELL order");
> return(gle);
> }
>
> }//while
> }
>
>
> // Function to correct the value of Point
> // for brokers that add an extra digit to price
> // Courtesy of Robert Hill
>
> double SetPoint()
> {
> double mPoint;
>
> if (Digits < 4)
> mPoint = 0.01;
> else
> mPoint = 0.0001;
>
> return(mPoint);
> }
>
>
> // Virtual Order Processor - open order
> void vopOrderOpen (int vTKT, string vTYP, string vSYM, double vLOTS, double vOOP, double vTP, double vSL, int vMAG)
> {
> int i;
> logwrite(TradeComment,Symbol()+" vopOPEN: "+vTYP+" symbol="+vSYM+" ticket "+vTKT+" OpenPrice="+vOOP+" Lots="+vLOTS+" StopLoss="+vSL+" TakeProfit="+vTP+" MagicNumber"+vMAG );
>
> // find next available ticket slot
> for(i=0; i<=99; i++)
> {
> if(vopOrderTicket[i]==0) break;
> }
> vopOrderTicket[i]=vTKT;
> vopOrderType[i]=vTYP;
> vopOrderSymbol[i]=vSYM;
> vopOrderLots[i]=vLOTS;
> vopOrderOpenPrice[i]=vOOP;
> vopOrderTakeProfit[i]=vTP;
> vopOrderStopLoss[i]=vSL;
> vopOrderMagicNumber[i]=vMAG;
> }
>
>
> // Virtual Order Processor - close order
> void vopOrderClose (int vTKT, string vINFO)
> {
> int i;
>
> // find next available ticket slot
> for(i=0; i<=99; i++)
> {
> if(vopOrderTicket[i]==vTKT) break;
> }
> logwrite(TradeComment,Symbol()+" vopCLOSE "+vINFO+": "+vopOrderType[i]+" symbol="+vopOrderSymbol[i]+" ticket "+vopOrderTicket[i]+" OpenPrice="+vopOrderOpenPrice[i]+" Lots="+vopOrderLots[i]+" StopLoss="+vopOrderStopLoss[i]+" TakeProfit="+vopOrderTakeProfit[i] );
>
> vopOrderTicket[i]=0;
> vopOrderType[i]=" ";
> vopOrderSymbol[i]=" ";
> vopOrderLots[i]=0;
> vopOrderOpenPrice[i]=0;
> vopOrderTakeProfit[i]=0;
> vopOrderStopLoss[i]=0;
> vopOrderMagicNumber[i]=0;
> }
>
>
> // Virtual Order Processor - find order by ticket
> int vopSelect (int vTKT)
> {
> int i;
>
> // find next available ticket slot
> for(i=0; i<=99; i++)
> {
> if(vopOrderTicket[i]==vTKT) break;
> }
> return(i);
> }
>
>
>
>
> // VOP save routine once a minute
> void vopSave ()
> {
>
> //SAVE routine goes here
>
> }
>
>
>
> // VOP load routine
> void vopLoad ()
> {
>
> //LOAD routine goes here
>
> }
>
>
>
> // VOP sync routine used after restore
> void vopSync ()
> {
>
> //SYNC routine goes here
>
> }
>
------------------------------------
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