A recap: the Virtual Order Manager I am developing enables MT4-like trades to be submitted to MT5 by maintaining a record of virtual trades at the MT5 client PC, while the broker server maintains single positions per symbol. This has advantages of
- Enabling what many in the Metatrader community refer to as "hedge trading" or, more accurately, trades in the opposite direction against a single symbol. This can often occur with EAs that trade on different timeframe charts. There are also some EAs often referred to as "Hedge EAs" and grid traders which can issue two or more trades in opposite directions within the one strategy.
- Stops and pending orders tighter than the minimum stoplevel - SymbolInfoInteger(Symbol(),SYMBOL_TRADE_STOPS_LEVEL).
- Stealth stops and pending orders, ie those which the broker cannot see
I have made one big change since the first release which has grealy stabilised the behaviour. Instead of each VOM instance trying to maintain a full list of all virtual orders for all EAs, I now have a separate file for each EA. This approach has been running very well for several weeks, including the stress test. This will also make a virtual order listing indicator EA that I plan to write a bit more complex, since it wil have to read mulitple open order files. But better to have complexity there than in the VOM itself.
So... here's a zipped package of the Virtual Order Manager V0.4 files. Unzip to Experts\Virtual Order Manager. The help file written with Doxygen is in the zip or can be downloaded here. In some Windows versions this file will need to be unblocked after saving, see Windows 7 example below
So... here's a zipped package of the Virtual Order Manager V0.4 files. Unzip to Experts\Virtual Order Manager. The help file written with Doxygen is in the zip or can be downloaded here. In some Windows versions this file will need to be unblocked after saving, see Windows 7 example below
This is a wonderful website!! ありがとう。 Thank you!!
ReplyDeleteI'd be pleased if you exchange reciprocal link with me.
お互い頑張りましょう。
Easy investment
http://easy-happy-invest.blogspot.com/
この記事の中でリンクしています。(2010/02/20)
http://easy-happy-invest.blogspot.com/2010/02/metatrader4-mt4.html
よかったらご覧になってください。
Sure - I've just added you on my URL list
ReplyDeleteIs there any Virtual Order Manager for MT4? Please tell me if you know.
ReplyDeleteThanks,
-kar
The Virtual Order Manager for MT5 is designed to handle multiple virtual orders within a single position. There is no need for a similar approach in MT4 because it already handles orders natively.
ReplyDeleteAn incidental feature of the VOM is 'stealth', 'virtual' or 'client-based' stops. If you search for these keywords in the MT4 forum I'm sure you'll see a number of examples.