Need Help Spotting Coding Error

username1 · #1 (**permalink**) 09-20-2009, 03:39 AM

I programmed this EA to (close short trade and) buy when price closes above 5 ema and (close long trade and) sell when price closes below 5 ema.

The logic: (From MetaStock)
Close short: CLOSE > Ref(Mov(CLOSE,5,E),-1)
Enter long: CLOSE > Ref(Mov(CLOSE,5,E),-1)

Close long: CLOSE < Ref(Mov(CLOSE,5,E),-1)
Enter short: CLOSE < Ref(Mov(CLOSE,5,E),-1)

And If trend remains the same, do nothing.

There must be some error in the code (Mql 4 for metatrader) because this is how the backtesting went (See Attached Picture).

Anyone familiar with this error ? Can anyone correct the code ? Thanks.

Code:

//+------------------------------------------------------------------+
//|                                                        MA-EA.mq4 |
//|                                         Copyright © 2009, Simran |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Simran"
#property link      "http://www.metaquotes.net"

//---- input parameters
extern int       MA_Method=2;
extern int       MA_Period=5;
extern int       Lots=1;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+

int BarsCount = 0;

//----
   
int start()
{
  if (Bars > BarsCount)
  {
    double MA1 = iMA(NULL,0,MA_Period,0,MA_Method,0,1);
    double MA2 = iMA(NULL,0,MA_Period,0,MA_Method,0,2);
    
    double C1 = iClose(NULL,0,1);
    double C2 = iClose(NULL,0,2);
    
  
  if ((C2<MA2 && C1<MA1)||(C2>MA2 && C1>MA1)) //No trend change
   {
   return; //Do nothing. Just wait for opposing signal.
   }
//---------------------------------------------------------------------  
 
  if (C2<MA2 && C1>MA1) //Trend change from down to up.
   {
      int total = OrdersTotal(); //Script to close all open orders.
      for(int i=total-1;i>=0;i--)
      {
        OrderSelect(i, SELECT_BY_POS);
        int type   = OrderType();
        bool result = false;
    
        switch(type)
        {
          //Close opened long positions
          case OP_BUY       : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
                              break;
          //Close opened short positions
          case OP_SELL      : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );
        }
    
        if(result == false)
        {
          Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
          Sleep(3000);
        }  
     }      //End of Script to close all orders.
     
      int ticket; //Place Buy Order
         RefreshRates();
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-1000*Point,Ask+1000*Point,"Buy Order",9999,0,Green);
         if(ticket<0)
           {
            Print("Buy Order failed with error #",GetLastError());
           }
    return;
   }
 
 //---------------------------------------------------------
 
   if(C2>MA2 && C1<MA1) //Trend change from up to down.
    {
      total = OrdersTotal(); //Script to close all open orders.
      for(i=total-1;i>=0;i--)
      {
        OrderSelect(i, SELECT_BY_POS);
        type   = OrderType();
        result = false;
    
        switch(type)
        {
          //Close opened long positions
          case OP_BUY       : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
                              break;
          //Close opened short positions
          case OP_SELL      : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );
        }
    
        if(result == false)
        {
          Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
          Sleep(3000);
        }  
     }      //End of Script to close all orders.
     
      //Place Sell Order
         RefreshRates();
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+1000*Point,Bid-1000*Point,"Sell Order",9999,0,Green);
         if(ticket<0)
           {
            Print("Sell Order failed with error #",GetLastError());
           }
    return;
    }
       
    BarsCount = Bars;
  }
   return(0);
}
   
  
//+------------------------------------------------------------------+

Capture.PNG

Roger09 · #2 (**permalink**) 09-20-2009, 05:57 AM

Why do you close all orders even trand didn't change the direction?

username1 · #3 (**permalink**) 09-20-2009, 07:48 AM

Roger09,

I use the close all trades script only if trend change direction.

If a change in trend is detected, all previous open trades are closed and a trade is opened in the direction of the current trend.

What do you mean when you say that "I close all trades even without a change in trend" ? Could you show it from the code ?

Thanks.

Anyway, do you know what is wrong with the code execution (see the attached picture) ?

username1 · #4 (**permalink**) 09-20-2009, 07:53 AM

Anyway, I use once per bar condition checking. But why is the EA executing many trades per single bar (see picture) ?

Roger09 · #5 (**permalink**) 09-20-2009, 08:16 AM

Quote:

Originally Posted by username1

Anyway, do you know what is wrong with the code execution (see the attached picture) ?

it's just my variant

Code:

int ord;
if (C2<MA2 && C1>MA1) //Trend change from down to up.
   {
      int total = OrdersTotal(); //Script to close all open orders.
     
      for(int i=total-1;i>=0;i--)
      {
        OrderSelect(i, SELECT_BY_POS);
        if(OrderSymbol()==Simbol()&& OrderType()==1)
       {
 result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );
            
        if(result == false)
        {
          Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
          Sleep(3000);
        }  
        } 
        if(OrderSymbol()==Simbol()&& OrderType()==0)ord++;
        
        }
      int ticket; //Place Buy Order
         RefreshRates();
         if(ord==0)ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-1000*Point,Ask+1000*Point,"Buy Order",9999,0,Green);
         if(ticket<0)
           {
            Print("Buy Order failed with error #",GetLastError());
           }
    return;
   }
 
 //---------------------------------------------------------
 
   }

username1 · #6 (**permalink**) 09-20-2009, 09:11 AM

Quote:

if(OrderSymbol()==Simbol()&& OrderType()==0)ord++;
if(ord==0)...

Could you explain a little on what these new additions do ?

Thank you.

username1 · #7 (**permalink**) 09-20-2009, 09:27 AM

Quote:

Originally Posted by Roger09

it's just my variant

Code:

int ord;
if (C2<MA2 && C1>MA1) //Trend change from down to up.
   {
      int total = OrdersTotal(); //Script to close all open orders.
     
      for(int i=total-1;i>=0;i--)
      {
        OrderSelect(i, SELECT_BY_POS);
        if(OrderSymbol()==Simbol()&& OrderType()==1)
       {
 result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );
            
        if(result == false)
        {
          Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
          Sleep(3000);
        }  
        } 
        if(OrderSymbol()==Simbol()&& OrderType()==0)ord++;
        
        }
      int ticket; //Place Buy Order
         RefreshRates();
         if(ord==0)ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-1000*Point,Ask+1000*Point,"Buy Order",9999,0,Green);
         if(ticket<0)
           {
            Print("Buy Order failed with error #",GetLastError());
           }
    return;
   }
 
 //---------------------------------------------------------
 
   }

Thanks. This version of closing specific trades is more efficient than using script to close all open trades.

Only thing I dont really understand what or how the new variable "ord" does or controls ?

Cheers.

username1 · #8 (**permalink**) 09-20-2009, 01:33 PM

I updated my code. Simplified it and added your recommendations.

Code:

extern int       MA_Period=5;
extern int       MA_Method=1;
extern double    Lots=0.1;
int init() {return(0);}
int deinit(){return(0);}
int start()
  {
   int BarOpen = 0;           //Run Once Per Bar
   if (Open[0] != BarOpen)
   {
      BarOpen=Open[0];
      
      if (Close[2]<iMA(NULL,0,MA_Period,0,MA_Method,0,2)&&Close[1]>iMA(NULL,0,MA_Period,0,MA_Method,0,1)) // Uptrend
      {
        int total = OrdersTotal(); //Close Short Positions
        for(int i=total-1;i>=0;i--)
         {
            OrderSelect(i, SELECT_BY_POS);
            if(OrderSymbol()==Symbol()&& OrderType()==1)
            {bool result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );}
         }
        OrderSend (Symbol(),0,Lots,Ask,3,NULL,NULL,NULL,0,0,Green); // Open Long Position
      }
      
      if (Close[2]>iMA(NULL,0,MA_Period,0,MA_Method,0,2)&&Close[1]<iMA(NULL,0,MA_Period,0,MA_Method,0,1)) //Downtrend
      {
        total = OrdersTotal(); //Close Long Positions
        for(i=total-1;i>=0;i--)
         {
            OrderSelect(i, SELECT_BY_POS);
            if(OrderSymbol()==Symbol()&& OrderType()==0)
            {result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );}
         }
         OrderSend (Symbol(),0,Lots,Bid,3,NULL,NULL,NULL,0,0,Green); //Open Short
      }
      
   return(0);
   }
  }

It seems to be working much better

, except for the multiple trades per bar issue. Can you help me with that ?

Capture.PNG

Thanks.

Roger09 · #9 (**permalink**) 09-20-2009, 06:13 PM

Something wrong with your tester. My tester works properly.
Restart your terminal.
PS Variable ord doesn't allow to open more then one order in one direction.

username1 · #10 (**permalink**) 09-21-2009, 10:39 AM

In the updated new code in post #8, where should I put the "ord" controller ?

Because the new code is not quite the same as the code is the first post.

Could you post your test results here ? I cant test it yet.

Thanks.