D'accord, voici l'affaire. J'ai un bloc de commandes que j'aimerais clôturer en une seule fois en utilisant une clôture générale afin de respecter le FIFO.
Vous trouverez ci-dessous deux scénarios qui, je le sais, fermeront un bloc de commandes une fois, mais est-ce que quelqu'un sait si l'un ou l'autre les fermera selon FIFO ou non ?
PHP Code: <code><span style=”color: #000000”> <span style=”color: #0000BB”></span><span style=”color: #007700”>for(</span><span style=”color: #0000BB”>inti</span><span style=”color: #007700”>=</span><span style=”color: #0000BB”>OrdersTotal</span><span style=”color: #007700”>()-</span><span style=”color: #0000BB”>1</span><span style=”color: #007700”>;</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”>gt;=</span><span style=”color: #0000BB”>0</span><span style=”color: #007700”>;</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”>--)
{
</span><span style=”color: #0000BB”>OrderSelect</span><span style=”color: #007700”>(</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>SELECT_BY_POS</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>MODE_TRADES</span><span style=”color: #007700”>);
if(</span><span style=”color: #0000BB”>OrderSymbol</span><span style=”color: #007700”>()!=</span><span style=”color: #0000BB”>Symbol</span><span style=”color: #007700”>()||</span><span style=”color: #0000BB”>OrderMagicNumber</span><span style=”color: #007700”>()!=</span><span style=”color: #0000BB”>magic</span><span style=”color: #007700”>||</span><span style=”color: #0000BB”>cmd</span><span style=”color: #007700”>()gt;</span><span style=”color: #0000BB”>1</span><span style=”color: #007700”>)continue;
</span><span style=”color: #0000BB”>OrderClose</span><span style=”color: #007700”>(</span><span style=”color: #0000BB”>OrderTicket</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>OrderLots</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>OrderClosePrice</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>3</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>CLR_NONE</span><span style=”color: #007700”>);
}
</span><span style=”color: #0000BB”></span> </span> </code> PHP Code: <code><span style=”color: #000000”> <span style=”color: #0000BB”></span><span style=”color: #007700”>for(</span><span style=”color: #0000BB”>inti</span><span style=”color: #007700”>=</span><span style=”color: #0000BB”>0</span><span style=”color: #007700”>;</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”>lt;=</span><span style=”color: #0000BB”>OrdersTotal</span><span style=”color: #007700”>();</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”> )
{
</span><span style=”color: #0000BB”>OrderSelect</span><span style=”color: #007700”>(</span><span style=”color: #0000BB”>i</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>SELECT_BY_POS</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>MODE_TRADES</span><span style=”color: #007700”>);
if(</span><span style=”color: #0000BB”>OrderSymbol</span><span style=”color: #007700”>()!=</span><span style=”color: #0000BB”>Symbol</span><span style=”color: #007700”>()||</span><span style=”color: #0000BB”>OrderMagicNumber</span><span style=”color: #007700”>()!=</span><span style=”color: #0000BB”>magic</span><span style=”color: #007700”>||</span><span style=”color: #0000BB”>cmd</span><span style=”color: #007700”>()gt;</span><span style=”color: #0000BB”>1</span><span style=”color: #007700”>)continue;
</span><span style=”color: #0000BB”>OrderClose</span><span style=”color: #007700”>(</span><span style=”color: #0000BB”>OrderTicket</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>OrderLots</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>OrderClosePrice</span><span style=”color: #007700”>(),</span><span style=”color: #0000BB”>3</span><span style=”color: #007700”>,</span><span style=”color: #0000BB”>CLR_NONE</span><span style=”color: #007700”>);
}
</span><span style=”color: #0000BB”></span> </span> </code> Currently I'm using the first scenario for closing out the orders, however, when I check the results tab while backtesting, it shows the last orders are being closing first so, I guess this won't work the way it is. I haven't checked the second scenario yet, so I don't know? Nor do I normally use it this way (mostly for sorting and tagging).
Quoi qu'il en soit, j'ai besoin de savoir quelle est la meilleure solution (ou réalisable) pour faire cela?
Des idées?
Merci!