在python中获得retcode=10021与MT5

Question

我试图创建一个交易机器人，使订单而不是手动从MetaTrader5应用程序，我使下面的功能

注:BoS:买入或卖出| sl:止损| tp:获利|手:成交量

def MetaTrader_Order(symbol, BoS, price, sl, tp, lot):
# connect to MetaTrader 5
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()

# prepare the buy request structure
symbol_info = mt5.symbol_info(symbol)
if symbol_info is None:
print(symbol, " not found, can not call order_check()")

# if the symbol is unavailable in MarketWatch, add it
if not symbol_info.visible:
print(symbol, " is not visible, trying to switch on")
if not mt5.symbol_select(symbol,True):
print("symbol_select({}) failed, exit",symbol)


deviation = 20

if BoS == "SELL":    
request = {
"action": mt5.TRADE_ACTION_DEAL,
"symbol": symbol,
"volume": lot,
"type": mt5.ORDER_TYPE_SELL,
"price": price,
"sl": sl,
"tp": tp,
"deviation": deviation,
"magic": 234000,
"comment": "python script open",
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_RETURN,
}   
elif BoS == "BUY":
request = {
"action": mt5.TRADE_ACTION_DEAL,
"symbol": symbol,
"volume": lot,
"type": mt5.ORDER_TYPE_BUY,
"price": price,
"sl": sl,
"tp": tp,
"deviation": deviation,
"magic": 234000,
"comment": "python script open",
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_RETURN,
} 

else:
request = None

# send a trading request
result = mt5.order_send(request)

# check the execution result
print("1. order_send(): {} {} at price {}, with lot {}, with deviation {}".format(BoS, symbol, price, lot, deviation))
if result.retcode != mt5.TRADE_RETCODE_DONE:
print("2. order_send failed, retcode={}".format(result.retcode))
# request the result as a dictionary and display it element by element
result_dict=result._asdict()
for field in result_dict.keys():
print("   {}={}".format(field,result_dict[field]))
# if this is a trading request structure, display it element by element as well
if field=="request":
traderequest_dict=result_dict[field]._asdict()
for tradereq_filed in traderequest_dict:
print("       traderequest: {}={}".format(tradereq_filed,traderequest_dict[tradereq_filed]))

else: 
print("2. order_send done, ", result)

当我试图传递参数给函数时:

MetaTrader_Order("GBPUSD", "SELL", 1.40001, 1.5, 1.3, 0.1)

它给了我一个这样的输出:

1. order_send(): SELL GBPUSD at price 1.40001, with lot 0.01, with deviation 20
2. order_send failed, retcode=10021
retcode=10021
deal=0
order=0
volume=0.0
price=0.0
bid=0.0
ask=0.0
comment=No prices
request_id=0
retcode_external=0
request=TradeRequest(action=1, magic=234000, order=0, symbol='GBPUSD', volume=0.01, price=1.40001, stoplimit=0.0, sl=1.5, tp=1.3, deviation=20, type=1, type_filling=2, type_time=0, expiration=0, comment='python script open', position=0, position_by=0)
traderequest: action=1
traderequest: magic=234000
traderequest: order=0
traderequest: symbol=GBPUSD
traderequest: volume=0.01
traderequest: price=1.40001
traderequest: stoplimit=0.0
traderequest: sl=1.5
traderequest: tp=1.3
traderequest: deviation=20
traderequest: type=1
traderequest: type_filling=2
traderequest: type_time=0
traderequest: expiration=0
traderequest: comment=python script open
traderequest: position=0
traderequest: position_by=0 

如果我尝试像这样自动设置价格:price = mt5.symbol_info_tick(symbol).ask它工作并将订单发送到MetaTrader5，没有任何问题

但是我真的不想发送一个我输入的特定价格的订单，而不是市场价格

。
。
。
MT5文档:https://www.mql5.com/en/docs/integration/python_metatrader5MT5
order_send: https://www.mql5.com/en/docs/integration/python_metatrader5/mt5ordersend_py
MT5返回码:https://www.mql5.com/en/docs/constants/errorswarnings/enum_trade_return_codes

也见TRADE_ACTION_PENDING在本页:https://www.mql5.com/en/docs/constants/structures/mqltraderequest(它是另一种语言)

Answer 1

我通过这样写这部分代码来解决这个问题:

if BoS == "SELL": 
if price < mt5.symbol_info_tick(symbol).bid:
price = mt5.symbol_info_tick(symbol).bid
request = {
"action": mt5.TRADE_ACTION_PENDING,
"symbol": symbol,
"volume": lot,
"type": mt5.ORDER_TYPE_SELL_LIMIT,
"price": price,
"sl": sl,
"tp": tp,
"deviation": deviation,
"magic": 234000,
"comment": "python script open",
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_RETURN,
}   
elif BoS == "BUY":
if price > mt5.symbol_info_tick(symbol).ask:
price = mt5.symbol_info_tick(symbol).ask
request = {
"action": mt5.TRADE_ACTION_PENDING,
"symbol": symbol,
"volume": lot,
"type": mt5.ORDER_TYPE_BUY_LIMIT,
"price": price,
"sl": sl,
"tp": tp,
"deviation": deviation,
"magic": 234000,
"comment": "python script open",    ## may delete some items
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_RETURN,
} 

注意:"action": mt5.TRADE_ACTION_PENDING,
和:"type": mt5.ORDER_TYPE_SELL_LIMIT,