Create multiple EA transactions based on the transaction module
J519LEE 2021-08-09 18:59:09

brief introduction

MetaTrader 5 The technical capability of the client and its strategy test program determine the work and test of the multi currency trading system . by MetaTrader 4 The reason why developing such systems is complex , First, because it is subject to MetaTrader 4 The fact that multiple trading tools cannot be tested synchronously one by one according to the order number . Besides , Whereas MQL4 Language limited language resources , It also does not allow the organization of complex data structures and effective data management .

With MQL5 Release , The situation has changed . Since then, ,MQL5  To support Object oriented methods 、 Based on auxiliary function development mechanism , Even have a set Standard library The base class is used to facilitate users to complete daily tasks - Working interface from data organization to standard system functions , have everything that one expects to find .

Although the policy tester and the client's technical specifications allow the use of multiple currencies EA transaction , But they don't have built-in methods to parallelize individual processes EA The operation of trading on multiple instruments or schedules at the same time . Same as before , of EA The simplest case of a transaction is , You need to make... In the window of transaction varieties EA transaction , And the transaction type determines the name of the trading instrument and its schedule . In this way , from MetaTrader 4 The working methods accepted by the times cannot make full use of strategy testing procedures and MetaTrader 5 client .

This situation is complicated by the following facts : Only one cumulative position per instrument is allowed equal to the total amount of transactions on the instrument , without doubt , The conversion to net position is both correct and timely . Net positions almost perfectly represent the interests of traders in a particular market .

However , Such a transaction organization mode does not realize the simplification and visualization of the transaction process . before , Give Way EA The transaction selects its open order ( for example , The order can be identified using magic numbers ) And implement the required actions is enough . And now , Even the lack of net positions in trading instruments does not mean that there is no EA Specific instances of transactions !

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