Gamestudio Links
Zorro Links
Newest Posts
optimize global parameters SOLVED
by dBc. 09/27/25 17:07
ZorroGPT
by TipmyPip. 09/27/25 10:05
Release 2.68 replacement of the .par format
by Martin_HH. 09/23/25 20:48
assetHistory one candle shift
by jcl. 09/21/25 11:36
Plugins update
by Grant. 09/17/25 16:28
AUM Magazine
Latest Screens
Rocker`s Revenge
Stug 3 Stormartillery
Iljuschin 2
Galactic Strike X
Who's Online Now
1 registered members (TipmyPip), 17,150 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
krishna, DrissB, James168, Ed_Love, xtns
19168 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Partial fills with MT4 in live trading? #473528
07/19/18 17:06
07/19/18 17:06
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Quote:
In live trading, order filling depends on the broker API. By default, the behavior is the same as in the backtest ("fill-or-kill", i.e. no partial fills). This can be changed with the SET_ORDERTYPE command. Partial fills are allowed for IOC ("immediate-or-cancel") or GTC ("good-till-cancelled") orders.

As far as I can see SET_ORDERTYPE is not supported by the MT4 bridge, does it mean partial fills aren't possible through it?

Re: Partial fills with MT4 in live trading? [Re: Sphin] #473534
07/20/18 13:14
07/20/18 13:14
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,022
Frankfurt
That depends not on commands, but on the broker. According to experience, MT4 brokers normally do not fill orders partially.

Re: Partial fills with MT4 in live trading? [Re: jcl] #473543
07/20/18 17:46
07/20/18 17:46
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Does it mean that if the broker supports partial fills trades will be filled partially automatically? I saw there is just a new variable OrderDuration. What is its default? If 0 does it mean the trade is cancled after the first fill? Are the filled lots available through TradeLots?

Re: Partial fills with MT4 in live trading? [Re: Sphin] #473672
08/03/18 14:49
08/03/18 14:49
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,022
Frankfurt
OrderDuration is only for APIs with limit orders, not for MT4. By default it's 0. I have not heard of partial fills with MT4, so I don't know if they can really happen or not. If they happen, then the fill is available through TradeLots.


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1