Expert Advisor Programming by Andrew R. Young

EXPERT ADVISOR PROGRAMMING
else if(LotSize > MarketInfo(Symbol(),MODE_MAXLOT))
{
LotSize = MarketInfo(Symbol(),MODE_MAXLOT);
}
We simply compare the value of LotSize, our calculated or fixed lot size from above, to the minimum
and maximum lot size. If LotSize is less than the minimum lot size, or greater than the maximum lot
size, it will be assigned the appropriate minimum or maximum value.
Next, we need to compare our lot size to the step value. The step value indicates whether the broker
allows micro lots (0.01) or mini lots (0.1). If you attempt to use a micro lot size on a broker that only
allows mini lots, you will get an error and the trade will not be placed. Here's the code to check the
step value:
if(MarketInfo(Symbol(),MODE_LOTSTEP) == 0.1)
{
LotSize = NormalizeDouble(LotSize,1);
}
else LotSize = NormalizeDouble(LotSize,2);
The NormalizeDouble() function rounds the value of LotSize to the number of digits specified in
the second argument. In the first line, if the step size is 0.1, indicating the the broker only uses mini
lots, LotSize will be rounded to one decimal place. Otherwise, LotSize will be rounded to 2 decimal
places.
If in the future you happen to come across a broker that allows lot sizes up to three decimal places,
then you could easily modify the above code to check that as well. But at moment, virtually every
MetaTrader broker uses either one or two decimal places for lot sizing.
Other Considerations
Trade Context
MetaTrader has a single trade execution thread for expert advisors. This means that only one expert
advisor can trade at any one time, regardless of how many expert advisors are running in the
terminal. Before commencing with any trade operations, we must check to see whether the trade
execution thread is currently being used.
The function IsTradeContextBusy() will return true if the trade execution thread is occupied,
otherwise false. We will call this function just before calling any trading functions, including
OrderSend(), OrderClose(), OrderDelete() or OrderModify().
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