Now let us solve the specific task: create an expert that could work only with its "own" positions without paying attention to positions opened manually or by other experts. Let us first write a simple expert, for which the signal to open a position will be when the MACD indicator meets zero line. The expert will look like this:. Everything is ok, but there is one problem here. If we open a position during the expert's operation, it will consider this position as its "own" and act accordingly.

This is not what we want. Now, when the expert is working, the user can open positions manually. The expert will not touch them. There are cases where the same EA must trade on the charts of the same symbol, but with different timeframes, for instance. If we try to attach our expert to the chart EURUSD, H1, and to the EURUSD, M30, simultaneously, they will interfere each other: each will "consider" the open position to be "its" position and modify it at its discretion.

But this is not very convenient. If there are many experts used, one can just get entangled among their IDs. We can meet this problem using the chart period as MagicNumber. How shall we do it? Similarly, using the above code, the user can improve his or her EAs and "teach" them to distinguish "their" positions from the "foreign" ones. Translated from Russian by MetaQuotes Software Corp. Andrey have you considered having the EA generate its own ID at start up and have the ability to not only see its own orders but to be able to track each of its orders even if it has orders open.

It would have to have the ability to recover its ID or restates as well. With that you can create a function to be called in the int function at start up. Example: there are two open orders with magic numbers "1" and "3", so the minimal available is "2".

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value :"" ; if document. MetaTrader 5 Examples Indicators Experts Tester Trading Trading systems Integration Indicators Expert Advisors Machine learning Statistics and analysis Interviews MetaTrader 4 Examples Indicators Experts Tester Trading Trading systems Integration Indicators Expert Advisors Statistics and analysis.

Do you like the article? Share it with others — post a link to it! Use new possibilities of MetaTrader 5. Similar articles How to conduct a qualitative analysis of trading signals and select the best of them Angles in Trading.

Further Study Required How to build and test a Binary Options strategy with the MetaTrader 4 Strategy Tester Portfolio trading in MetaTrader 4 How to create an indicator of non-standard charts for MetaTrader Market. Русский 中文 Español Deutsch 日本語 Português. to pocket. MetaTrader 4 — Examples. Andrey Khatimlianskii. Preamble In МТ3, management of open positions was rather time-taking. What Is MagicNumber? Warning: All rights to these materials are reserved by MetaQuotes Ltd.

Copying or reprinting of these materials in whole or in part is prohibited. Other articles by this author How to Order an Expert Advisor and Obtain the Desired Result Equivolume Charting Revisited Testing Visualization: Account State Charts An Expert Advisor Made to Order.

Manual for a Trader Testing Visualization: Trade History Sound Alerts in Indicators Filtering by History. Last comments Go to discussion 4. If there were changes, the system will launch a second cycle, and continue to repeat until the history of tickets is uploaded without any errors and do not forget to put ";" at the end :.

Further in the cycle for , the calculation of virtual positions takes place. If the transaction has successfully passed a series of filters the time of the transaction and the transaction Magic number , then its volume increases that portion of the virtual position, the type of which the transaction belongs to.

I want to note that I record the calculations of the virtual positions only from the launch of the Expert Advisor, although other options are possible. Here it should be noted how exactly the position is calculated. By the record book, which we all have been using from immemorial time and to this day, we have expenditure and profit, and the counting of the balance is kept as the difference between these values, the same scheme applies to the calculation of a position: if you open lots, 0.

Time of opening and the difference in levels are categories of profit, but the position you will be holding is 0. This is why we simply summarize all transactions, made by the Expert Advisor on Buy and separately, on Sell, then we compare them and get the general position actually, this is what the rest of the examined function is engaged with.

The output of value of the function: if the volume of position is 0, then it is false, otherwise, if the position exists, then it is true:. Now, having the function of the virtual position, we can easily draw up the code of the Expert Advisor, which will not conflict with its "neighbors". To save up space, I will provide certain parts of the code, which were not laid out above, rather than the entire code itself. Run the Expert Advisor three times on a single instrument, but with different timeframes, as well as assign different magic numbers each time:.

Figure 3. Let's assign different magic numbers to two identical Expert Advisors, one instrument, different timeframes launch of the first Expert Advisor.

Figure 4. Let's assign different magic numbers to two identical Expert Advisors one instrument, different timeframes launch of the second Expert Advisor. Figure 5. The result is a conflict-free work of Expert Advisors on a single instrument, with various magic numbers. The trial run has been passed successfully, the Expert Advisors obligingly yield way to each other, and no conflicting matters seem to be present. The first point of the Technical Specifications has been implemented, but there is more to come.

To do this, repeat the terms of coding so to speak, the technical specifications for development :. To begin with, let's select the name for the new class, - let it be magic a generic name , assign our enumeration , to make the code more visually comprehendable. Enumeration works simply: you describe the names, separated by commas, and the compiler assigns them numbers by the sequence.

As with the creation of a structure or a class, I chose a simple name for the enumeration. I simply added E to the generally selected name, and obtained Emagic , respectively, the corresponding structure will be Smagic , and the class Cmagic.

Again, pay attention that this matter is not mandatory, and you can call the enumeration Enumerator, the structure Structurer, and the class Classifier.

But this will not provide a commonality in names, and reading this type of code will be uncomfortable. After this, declare the Cmagic class, in which we register all of the methods of encoding and decoding the Magic, including the methods from the previous Expert Advisor simply declare them in the current class and rewrite the headers. This method receives two values: a digital name of the Expert Advisor and the code of interaction.

But there are no reprisals against the user's actions, even in case of an error, it meekly continues to work. Next comes the assignment into the structure of the input data, which the user specifies, however the instrument symbol is not specified, and is obtained from the private method:. I will not provide its code, because it is very long and is given in the attached file. Let me just say that this method is basically just a table, which assigns every symbol from the "market view" window a corresponding number: for EURUSD, for example, it's 1, etc.

You can certainly obtain this data dynamically, by writing a code for a survey of what currencies are present in the "market view" window, but the solution must correspond to the complexity of the problem, and it makes no sense to deal with calling up the windows, thus we will do it the simple way, - comprise a list of currencies and assign each one of them an index. assembled from the disparate parts of the whole Magic. This is the Magic that will be assigned to the order of our Expert Advisor.

Actually, this method serves as a shell, distributing through the structure the results of three calls of a single private-method. The declaration under such specifier is good in the fact that they are not shown in the pop-up prompt message, when you call up a class variable, creating the impression that all the work was done by a public-function. Visually, this method can be represented as a reading of a three-digit number from the specified field, for example, if we have a Magic , we can represent it as if the specified field is 1 , then the result will be since the fields are numbered from right to left.

Thus, after using all three fields in the called method, we distribute to the structure of all the acquired data. This is done through a procedure of bringing the Magic to a minuscule type string :. Next follow two similar functions, which are in their essence switches switch , and differ only in the type of the output values:.

Functions return the portion of the Magic, which specifies the parameter of type Emagic, with the first one giving the result in the form of ulong , which is used in calculations, and the second one giving the results of type string , which can be used for visualization. Each branch case calls up a table function, which transfers the value of the structure into a visual form. Thus, if the value mag.

If it is easier to write a table of states, then there is no need to complicate matters. But if the writing of the table will take up a lot of time, then, obviously, the preference should be given to the procedural methods. I am not providing the tables in order to save up space they can be found in the attached files. Basically this is it, our class is developed, however, there are still the four remaining functions that we used in the development of the previous Expert Advisor.

I simply redeclared them in a new class, especially considering that they needed to be slightly modified. not only is declared as a method of class Cmagic but also has a different set of parameters. Instead of the Magic, it now gets the identification by the field of the Magic, which the position was calculated.

Besides, even though the symbol was present in the last option, it was only used for obtaining information about the step of the lot by the symbol. And now it is prescribed in the filter, and can participate, on an equal with others basis, in the filtration of position counting.

What does this give us? Now we can simultaneously filter the transactions, which were open on a different instrument, but by the same Expert Advisor. In doing so they will not be confused with other, similar Expert Advisors, running on a different instrument. To be honest, it is very difficult to describe all of the different ways of using this new system of calculations. And the reader can personally decide what he needs such a complicated system for.

I only strongly advise you not to complicate instances, where you can write simply, and not to fear such complications when there is an obvious need for it. Well, since the class has been designed, it is time to test it on a new Expert Advisor:. As mentioned earlier, this Expert Advisor is extremely simple and was created only to demonstrate the different capabilities, run it three times on a single instrument:.

Figure 6. Installation of three Expert Advisors, with different magics on different graphs. Figure 7. The result is conflict-free trading of three Expert Advisors with different magics.

As can be seen from the printouts of the Expert Advisors' messages, all three participants were launched successfully and demonstrated no conflicts. By providing the opportunity to assign magical orders to trading operations, the creators of MQL5, have greatly facilitated the life of Expert Advisor writers.

But developers can only provide you with instruments - you need to be the one to actually obtain the diamonds. Translated from Russian by MetaQuotes Software Corp. I have to try something similar to your code here to discriminate operations and positions of different EAs. I have several doubts. Is this code optimized? I think this code could really slow down the computer if you have a long history of trades and several eas running this code -alghough I haven't yet proved it, that's only what I think.

Wouldn't it be better for performance if we stored only the last DEAL IN not yet filled by a DEAL OUT? Maybe I haven't understood really what the code does. If the volume of the SELLs is higher than the volume of BUYs, then we have a general SELL position, and a BUY position if the volume of the BUYs is higher than that of the SELLs.

You agree to website policy and terms of use. Articles Sections Forum Market Signals Freelance Quotes WebTerminal Calendar VPS Articles CodeBase Documentation About Log in Create an account. English Русский 中文 Español Português 日本語 Deutsch 한국어 Français Italiano Türkçe. value :"" ; if document. MetaTrader 5 Examples Indicators Experts Tester Trading Trading systems Integration Indicators Expert Advisors Machine learning Statistics and analysis Interviews MetaTrader 4 Examples Indicators Experts Tester Trading Trading systems Integration Indicators Expert Advisors Statistics and analysis.

Do you like the article? Share it with others — post a link to it! Use new possibilities of MetaTrader 5. Similar articles DoEasy. Controls Part 8 : Base WinForms objects by categories, GroupBox and CheckBox controls Complex indicators made easy using objects Developing a trading Expert Advisor from scratch Part 17 : Accessing data on the web III DoEasy. Controls Part 7 : Text label control DoEasy. Controls Part 6 : Panel control, auto resizing the container to fit inner content. Русский 中文 Español Deutsch 日本語 Português 한국어 Français Italiano Türkçe.

to pocket. MetaTrader 5 — Examples. Nikolay Demko. Introduction In MQL5 we have a capability to assign a magic number to each pending order, in order to use this information to identify the order. Properties of data types long and ulong but the type ulong outdid him by combining the positive and negative mantissa. What does Wikipidia say about the word code : The Code - rule algorithm , the comparison for each individual message of a strictly particular combination of symbols characters or signals.

The possibility of two or more Expert Advisors to work on a single instrument and not interfere. The possibility of two or more Expert Advisors to work on different instruments and complement each other. The ability to identify the order by the instrument, working with the Expert Advisor. Attached files Download ZIP. mq5 8. mq5 Warning: All rights to these materials are reserved by MetaQuotes Ltd. Copying or reprinting of these materials in whole or in part is prohibited.

Last comments Go to discussion 1. Joaquin Poudereux. Processing of trade events in Expert Advisor using the OnTrade function MQL5 gave a mass of innovations, including work with events of various types timer events, trade events, custom events, etc.

Ability to handle events allows you to create completely new type of programs for automatic and semi-automatic trading. In this article we will consider trade events and write some code for the OnTrade function, that will process the Trade event. A Library for Constructing a Chart via Google Chart API The construction of various types of diagrams is an essential part of the analyses of the market situation and the testing of a trading system.

In MQL5 we have a capability to assign a magic number to each pending order, in order to use this information to identify the order. This opens up the vast possibilities of interaction between different Expert Advisors, and the development of even more complex systems.

In this article, I would like to inform the public about the undervalued opportunities of the Magic number. But before we proceed to the essence of this article's subject, we need to gain a better understanding of what constitutes the Magic number. What could be magical in a number, which determines which Expert Advisor set it?

The "miracles" begin with the opportunities, which developers set lay down into the type ulong , which is declared by the Magic number. Type ulong is the longest. If we observe in detail the integer type long , we see that the maximum value of this type is simply phenomenal:. Table 1. Properties of data types long and ulong.

but the type ulong outdid him by combining the positive and negative mantissa. So, the specified length is huge, but how was it used before? In my experience of working in mql 4, I often noticed the senselessness of coding the Magic number by many developers.

The Magic number was used sensibly, but its coding seemed quiet silly. What can be said about the individuality of the Magic number , such Magic is uses by almost half of the developing fraternity.

The second half uses the Magic number , and , and this is pretty much the complete set. I want to draw the reader's attention to the fact that it is unlikely that his computer has more than 1, Expert Advisors, so the number will be sufficient to encode the individual name of all your Expert Advisors. The answer is simple: encode them. What does Wikipidia say about the word code :.

The Code - rule algorithm , the comparison for each individual message of a strictly particular combination of symbols characters or signals. Therefore, we will make the rules. I propose to prescribe in the code of the Magic number, not only the ID of the Expert Advisor, but also the instrument, on which it is running. The fact that the Expert Advisor is running, for example, on EURUSD, does not mean that the Expert Advisor will display an order only on that instrument.

I think this will be enough to create a very complex system. And so let us sum up what we have: what opportunities are we laying down into the system:.

And so, the task is set, let us now begin its implementation. Draft the code of the simple Expert Advisor- for example, hold the position in the direction of the Moving. I think that the reader, who decided to parse the Magic number, has already read the article Step-By-Step Guide to Writing an Expert Advisor in MQL5 for Beginners , if not, I highly recommend to do so, since I will not go into details into the creation of the Expert Advisor.

Basically, the Expert Advisor will be opening the position one time, and turn it for all other times. Therefore, we will need the function for opening the position, i. for placing the trading request trading order. Create an auxiliary class, which will calculate the parameters for us for filling the fields of the trading request structure. Run it and make sure that the Expert Advisor does not differ in profitability, but trades exactly in accordance to the specified logic, which is precisely what we need from it.

Figure 1. The work of one Expert Advisor on a single instrument. Now we will try to run this EA, but on different time frames of one instrument for the experiments we have chosen a random instrument, which is EURUSD: o. Figure 2. The conflict of two Expert Advisors on the same instrument on different timeframes.

Since both Expert Advisors are running on a single instrument, and the code doesn't specify the sharing of positions, then both of the Expert Advisors are trying to correct the trading position, depending on the readings of their indicators, and as a consequence of this, - a conflict arises. The Expert Advisor which is running on M1, is trying to turn the position in the Cell, while its rival seeks to stop it.

It is obvious that we need a separate calculation of positions, which is what we will now do. Since in MetaTrader 5 developers have shifted from orders to the consideration of positions, it makes sense to consider in more detail the functions associated with recording positions. Identifiers of the enumerations for the functions of obtaining request of the compliant position properties PositionGetDouble , PositionGetInteger , and PositionGetString which are given in Tables Table 2.

Identification of the position - this is a unique number that is assigned to each re-opened position and which does not change throughout its life cycle. The turnover of a position does not change its ID.

Table 3. Table 4. Identifying an order, transaction, or position can be done without a problem, but it is impossible to lead out a position by a particular Magic number. Now we will try to eliminate this shortcoming. Let's create analogues of built-in functions, but with identification by the Magic number. Declare a class for working with a virtual position on the Magic number. Since we have the opportunity to work with the OOP, let's also declare our own structure gaining additional practice of writing objectively.

In the text above where the code of the CProvision class is given , it was not explained where everything come from and where it further goes, since the development of the Expert Advisor is not the topic of this article. But we will consider in details the class CPositionVirtualMagic. which is used for accepting the calculations results, such a global declaration within the class, thanks to pvm variable of the structure , this structure will be available everywhere, in any method of the class.

These methods are declared as public, and therefore, they will be available through the called class variable, at any place in the program, and are designed for output of the structure values in the requested location. This is also the section where the following method is declared:. This is the main function of the class, and we shall further focus on its detailed analyses, and in the meantime, I will run ahead of myself and describe the function under the specifier of private access:.

This method produces a ticket record of transactions into the array, which is basically a cycle, and could be described in the called function, but I wanted to reduce the size in order to increase the readability of the code of the function PositionVirtualMagic , and so I moved this cycle beyond the function's limits, and demonstrated how to use the specifier of the private access.

So let's go back to the PositionVirtualMagic. This function, at its very beginning, has a one-line calculation of accuracy, to which you need to round the double-value of the volume of the calculated position. This is needed for making the operation of comparison to zero, otherwise some balance in the 8th digits after the decimal point, will prevent us from equating the value to zero, and will cause an execution error.

The position volume is rounded to the minimum step. And if the minimum step is greater than 1, then the rounding is done by the integral part. Next is the cycle while , but it is used in a new way different from the one in mql4 , since the verification of the truthful expression is done at the end of the cycle, rather then at the beginning:. Such approach is used because the expression of truthfulness is computed within the cycle, and at its launch, it is not yet prepared for this verification.

The cycle contains the Uploading of the history , I want to draw the attention of the reader to the fact that this is a required condition in order to make ensure the work of the built-in functions of working with the history. I think that I should explain my system of choosing the variable names. The attentive reader should have noticed that the names of the classes are defined by the initial letter "C", this is not required by the syntax and any name can be given, but such a way makes the reading much easier.

If the letter "C" appears before the name, we know right away that this is the name of the class, and if the letter is "S" - then it is a structure. If the variable takes the value of some built-in function, then I simply change the components of the function's name and obtain the variable name, for example like this:. Simple and readable, we can immediately see what the variable contains.

Especially since MetaEditor contains the function for dragging a particular piece of code into a specified location. Reviewing the code further, we see that after the uploading of the history, follows the call to the function:.

with the storage of the number of transactions into the variable. By the same condition, we will be implementing the verification for exiting the cycle. What do we need this verification for? And why can't we simply upload the history and then retrieve the transactions from it? The issue lays in the fact that during the the work of the Expert Advisors, the history will be requested separately by each EA, and thus if the Expert Advisors are running at different times, then the depth of the history will be different.

And this means that when one Expert Advisor enters the cycle and uploads the history for its period, then before reaching the end of the cycle, it may discover that this history has already been uploaded by the request of another Expert Advisor, and so a verification for authenticity needs to be made.

Incidentally, it may not be the best type of verification, but it works. And so, let's continue. In the cycle we call up the class method, which inputs the ticket values of the transactions into a specially prepared buffer. If there were changes, the system will launch a second cycle, and continue to repeat until the history of tickets is uploaded without any errors and do not forget to put ";" at the end :.

Further in the cycle for , the calculation of virtual positions takes place. If the transaction has successfully passed a series of filters the time of the transaction and the transaction Magic number , then its volume increases that portion of the virtual position, the type of which the transaction belongs to.

I want to note that I record the calculations of the virtual positions only from the launch of the Expert Advisor, although other options are possible. Here it should be noted how exactly the position is calculated. By the record book, which we all have been using from immemorial time and to this day, we have expenditure and profit, and the counting of the balance is kept as the difference between these values, the same scheme applies to the calculation of a position: if you open lots, 0.

Time of opening and the difference in levels are categories of profit, but the position you will be holding is 0. This is why we simply summarize all transactions, made by the Expert Advisor on Buy and separately, on Sell, then we compare them and get the general position actually, this is what the rest of the examined function is engaged with. The output of value of the function: if the volume of position is 0, then it is false, otherwise, if the position exists, then it is true:.

Now, having the function of the virtual position, we can easily draw up the code of the Expert Advisor, which will not conflict with its "neighbors".

To save up space, I will provide certain parts of the code, which were not laid out above, rather than the entire code itself. Run the Expert Advisor three times on a single instrument, but with different timeframes, as well as assign different magic numbers each time:.

Figure 3. Let's assign different magic numbers to two identical Expert Advisors, one instrument, different timeframes launch of the first Expert Advisor. Figure 4.

The order must be previously selected by the OrderSelect function. Thus, if the value mag. When you automate your trading through MQL4, using a magic number is necessary to select which orders to work with. Registration Log in. You can easily test by placing an order manually then get your EA to list the magic numbers of opened trades in your init function. I think this code could really slow down the computer if you have a long history of trades and several eas running this code -alghough I haven't yet proved it, that's only what I think.

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