forex-scalping.com

Code: Select all

ENUM_ORDER_TYPE_FILLING GetOptimalFillingMode(const string symbol) 
{
    long fillModes = SymbolInfoInteger(symbol, SYMBOL_FILLING_MODE);
    
    // 1. Prioritize IOC for high-volume sweeping (Partials allowed, remainder killed)
    if ((fillModes & SYMBOL_FILLING_IOC) != 0) 
    {
        return ORDER_FILLING_IOC;
    }
    
    // 2. Fallback to FOK (No partials, entire order must fill instantly or be killed)
    if ((fillModes & SYMBOL_FILLING_FOK) != 0) 
    {
        return ORDER_FILLING_FOK;
    }
    
    // 3. Last resort: RETURN (Standard for Market Maker/B-Book accounts)
    // Warning: This leaves unfilled remainder as a resting limit order.
    return ORDER_FILLING_RETURN; 
}

Code: Select all

void DispatchInitialEntry(double targetVolume, ENUM_ORDER_TYPE direction) 
{
    MqlTradeRequest request = {};
    MqlTradeResult  result  = {};
    
    request.action       = TRADE_ACTION_DEAL;
    request.symbol       = _Symbol;
    request.volume       = targetVolume;
    request.deviation    = 20; // Acceptable slippage in points
    request.magic        = 123456;
    
    // Dynamically apply the safest supported execution policy
    request.type_filling = GetOptimalFillingMode(_Symbol);
    
    if (direction == ORDER_TYPE_BUY) 
    {
        request.type  = ORDER_TYPE_BUY;
        request.price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
    }
    else 
    {
        request.type  = ORDER_TYPE_SELL;
        request.price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
    }

    // Since this is an ECN environment, DO NOT attach SL/TP on entry
    request.sl = 0.0;
    request.tp = 0.0;

    if (!OrderSendAsync(request, result)) 
    {
        PrintFormat("Entry Dispatch Failed! Error: %d", GetLastError());
    }
    else 
    {
        PrintFormat("Async Entry Dispatched. Request ID: %u | Policy: %s", 
                    result.request_id, EnumToString(request.type_filling));
        
        // Initialize your state tracker here
        // ActiveTrades[index].state = STATE_ENTRY_PENDING;
        // ...
    }
}