Martingale EA - Page 124

ElectricSavant · #**1231** (**permalink**) 03-04-2008, 01:16 AM

That I cannot help...

Quote:

Originally Posted by wolfe

What does that tell you when Ralph says that would be serious coding?

wolfe · #**1232** (**permalink**) 03-04-2008, 01:20 AM

Quote:

Originally Posted by ElectricSavant

The bugs I posted caused me to close it (it stoped executing orders)...I am trying the EUR/USD now as it has a smaller spread ...

ES

Maybe we should have an option to select how many pips for the next trade, in case EVERY pip is too much. It adds too many orders I'm afraid.

ElectricSavant · #**1233** (**permalink**) 03-04-2008, 01:21 AM

That is PipSpace™ that i posted earlier...

Quote:

Originally Posted by wolfe

Maybe we should have an option to select how many pips for the next trade, in case EVERY pip is too much. It adds too many orders I'm afraid.

wolfe · #**1234** (**permalink**) 03-04-2008, 01:25 AM

Quote:

Originally Posted by ElectricSavant

That is PipSpace™ that i posted earlier...

Sorry. I need to read more thoroughly.

ralph.ronnquist · #**1235** (**permalink**) 03-04-2008, 02:40 AM

I've attached a code snippet below, which pairs up buys and sells and close them against each other. The point is that it really doesn't matter which ones you pair up, especially if they are all of the same lot size.

Ideally though, you should first compute the right amount of excess trades to close at current price, because the pairing up and closing takes some time, and the price might be moving while that happens; you would want to close the excess first, and thereafter the paired up ones.

One alternative could be to pair up and close the pairs earlier, at anytime after a positive state is achieved. Though then you will have to account for the balance change induced by the pairwise closing in the remaining cycle life until TS fires; the EA would have to pretend that the pairwise closing hasn't happened yet for the TS calculations and in trade counts etc. That is, if you want to actually close early, but mimic the behaviour as if not having closed.

PHP Code:


			
int buys[10000];

int sells[10000];



void ClosePairwise(int magic)

{

    bool both = true;

    while ( both ) {

        int sp = 0;

        int bp = 0;

        both = false;

        for ( int i = OrdersTotal() - 1; i >= 0; i-- ) {

            if ( ! OrderSelect( i, SELECT_BY_POS ) )

                continue;

            if ( OrderMagicNumber() != magic )

                continue;

            if ( OrderType() == OP_BUY ) {

                if ( sp < 1 ) {

                    buys[ bp ] = OrderTicket();

                    bp += 1;

                    continue;

                }

                both = true;

                sp -= 1;

                OrderCloseBy( sells[ sp ], OrderTicket(), Yellow );

            } else if ( OrderType() == OP_SELL ) {

                if ( bp < 1 ) {

                    sells[ sp ] = OrderTicket();

                    sp += 1;

                    continue;

                }

                both = true;

                bp -= 1;

                OrderCloseBy( buys[ bp ], OrderTicket(), Yellow );

            }

        }

    }

}

ElectricSavant · #**1236** (**permalink**) 03-04-2008, 02:45 AM

Just fricken genius...

Ralph...I would hate to think if you were a trader and treated Forex other than a hobby...

Excuse me for drooling over your code...

ES

wolfe · #**1237** (**permalink**) 03-04-2008, 02:53 AM

Quote:

Originally Posted by ralph.ronnquist

I've attached a code snippet below, which pairs up buys and sells and close them against each other. The point is that it really doesn't matter which ones you pair up, especially if they are all of the same lot size.

Ideally though, you should first compute the right amount of excess trades to close at current price, because the pairing up and closing takes some time, and the price might be moving while that happens; you would want to close the excess first, and thereafter the paired up ones.

One alternative could be to pair up and close the pairs earlier, at anytime after a positive state is achieved. Though then you will have to account for the balance change induced by the pairwise closing in the remaining cycle life until TS fires; the EA would have to pretend that the pairwise closing hasn't happened yet for the TS calculations and in trade counts etc. That is, if you want to actually close early, but mimic the behaviour as if not having closed.

PHP Code:


			
int buys[10000];

int sells[10000];



void ClosePairwise(int magic)

{

    bool both = true;

    while ( both ) {

        int sp = 0;

        int bp = 0;

        both = false;

        for ( int i = OrdersTotal() - 1; i >= 0; i-- ) {

            if ( ! OrderSelect( i, SELECT_BY_POS ) )

                continue;

            if ( OrderMagicNumber() != magic )

                continue;

            if ( OrderType() == OP_BUY ) {

                if ( sp < 1 ) {

                    buys[ bp ] = OrderTicket();

                    bp += 1;

                    continue;

                }

                both = true;

                sp -= 1;

                OrderCloseBy( sells[ sp ], OrderTicket(), Yellow );

            } else if ( OrderType() == OP_SELL ) {

                if ( bp < 1 ) {

                    sells[ sp ] = OrderTicket();

                    sp += 1;

                    continue;

                }

                both = true;

                bp -= 1;

                OrderCloseBy( buys[ bp ], OrderTicket(), Yellow );

            }

        }

    }

}

Thank you Ralph! I'll check this out and try to incorporate it. I really appreciate your help and contribution!

Yet another time you have rescued me.

kayvan · #**1238** (**permalink**) 03-04-2008, 03:30 AM

Quote:

Originally Posted by ElectricSavant

wolfey,

I thought I would put all of the new requested upgrades together in one place

we need the following

Improved WFM™ handling
Time Choke™
Pause
PipSpace™
MA Initial Start
New Thread
Make the default in Maxtrades to read 999

ES

also we need 1 tp for every order and 1 tp for the remaining ordes.

ElectricSavant · #**1239** (**permalink**) 03-04-2008, 03:38 AM

This will violate IBFX scalping rules and we will get flagged!

It is real and yes I guaranty it will happen for those of us at IBFX....with an EA with this many orders there will be too many "90 second duration and under", trades.

ES

Quote:

Originally Posted by kayvan

also we need 1 tp for every order and 1 tp for the remaining ordes.

kayvan · #**1240** (**permalink**) 03-04-2008, 03:38 AM

Quote:

Originally Posted by wolfe

You're describing a coding NIGHTMARE here Kayvan!

sorry Wolfe , but it seem`s to be necessary for our EA.

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