help! why this simple break-out EA does not work?

This is a simple EA. just a 20 days break out system.

when price break 20 days new high, buy. exit when price reach's 10 day's low

when price break 20 day new low, sell. exit when price reach's 10 day's high.

after first open ticket, 2 more ticket could be added.


but when I backtest from 2006 to now on EUR/USD, no trading happened.

Who can help to find out what's the problem?


//---- input parameters
extern double Lots = 0.1;
extern int n_enter_days=20;
extern int m_exit_days=10;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}

//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
datetime last_time=0;
int start()
{
int cnt, ticket, total;
if(Bars<100)
{
Print("bars less than 100");
return(0);
}
total=OrdersTotal();
if( Close[1]>High[iHighest( Symbol(),Period(),MODE_HIGH,n_enter_days,1)]
&& last_time !=Time[0]
&& total<3)
{
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"My EA",12345,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("BUY order opened : ",OrderOpenPrice());
}
else
{
Print("Error opening BUY order : ",GetLastError());
return(0);
}

last_time =Time[0];
}

if( Close[1]<Low[iLowest(Symbol(),Period(),MODE_LOW,n_enter_days,1)]
&& last_time !=Time[0]
&& total<3)
{
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"My EA",12345,0,Green);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("BUY order opened : ",OrderOpenPrice());
}
else
{
Print("Error opening BUY order : ",GetLastError());
return(0);
}

last_time =Time[0];
}

for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
{
if(OrderType()==OP_BUY) // long position is opened
{
if(Close[1]<Low[iLowest(OrderSymbol(),Period(),MODE_LOW,m_exit_days,1)])
OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
}
}

if(OrderType()==OP_SELL)
{
if(OrderType()==OP_BUY) // long position is opened
{
if(Close[1]>High[iHighest(OrderSymbol(),Period(),MODE_HIGH,m_exit_days,1)])
OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
}
}
}




//----

//----
return(0);
}
//+------------------------------------------------------------------+

hey virtousity..... try changing the start bar from 1 to a larger number, perhaps 2...... in all locations.....h

heyseed:
why should change this way?
I changed it. but still no trade happened during 3 years.

is there any logical error?

I'm using alphri demo accont to test this

hey virt..... the original code is saying "" when the close[1] is greater than the highest high of the last 20 bars, buy"".... that can not happen..... something must be changed.... once such change would be to move close[1] out of the arrays span of time....

hence the 2....

other ways exist.... such as using Ask instead of close[1]... and more....

there are multiple locations where your words are not being truely reflected in the code.... that's very common.... it's all part of the process.....

my preference would have been to rewrite from scratch.... but here is what worked for me.....h

hayseed:
It's very nice of you . you are of great help . I will go on improve my system
Thanks very much.