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  • #6,601
  • Edited 8:23pm Sep 6, 2019 8:11pm | Edited 8:23pm
Hi Steve,

Just after market closed, I started getting following message:

"ERROR:CloseAllSellPositionsByMagic: OrderClose failed :Error Code: 132 Market is closed"

I closed MT4 and opened again and I am still getting the same message continuously.

Do you know why EA is sending Close all Sell positions message? And when the market is open on Monday morning, when I open MT4, will EA indeed close all my Sell positions? Thanks.

Regards,
Blackeagle
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  • #6,602
  • Sep 6, 2019 10:23pm Sep 6, 2019 10:23pm
Quoting Blackeagle
Hi Steve, Just after market closed, I started getting following message: "ERROR:CloseAllSellPositionsByMagic: OrderClose failed :Error Code: 132 Market is closed" I closed MT4 and opened again and I am still getting the same message continuously. Do you know why EA is sending Close all Sell positions message? And when the market is open on Monday morning, when I open MT4, will EA indeed close all my Sell positions? Thanks. Regards, Blackeagle {image}
@Blackeagle -- which EA -- is it the AllPairs EA? I think it means that for one of the pairs there is an 'x' on the current bar. However, because the market is closed then when it tries to issue a Close request it will fail. The EA would only issue a Close request if there was an open order.

The EA does not "cache" requests so when the market reopens then I'm not really sure what will happen. If the current bar continues to have an 'x' then the next time the Close request is issued it should succeed. However, if a new bar arrives that does not have an 'x' then the EA wouldn't send a Close request.

Too bad I didn't include more information in the error message so we'd know which pair the message refers to -- I'll fix that. Perhaps you could use the BDX indicator and check to see if one of the pairs with an open order really does cross the midline.

This seems like an interesting "boundary case" where timing is important. Depending on how many pairs you are trading, it could take 30 seconds to traverse all of them. And if the market were to close during that 30 seconds and if there is a pair with an 'x' then it may not get closed.

It may be that the EA needs to "cache" requests when it receives this type of error and then execute the request when the market re-opens.

Can you tell me which pairs you are trading and the time frame so I can also check to see which pair is attempting to close a trade.
  • #6,603
  • Sep 7, 2019 12:12am Sep 7, 2019 12:12am
Quoting robots4me
{quote} @Blackeagle -- which EA -- is it the AllPairs EA? I think it means that for one of the pairs there is an 'x' on the current bar. However, because the market is closed then when it tries to issue a Close request it will fail. The EA would only issue a Close request if there was an open order. The EA does not "cache" requests so when the market reopens then I'm not really sure what will happen. If the current bar continues to have an 'x' then the next time the Close request is issued it should succeed. However, if a new bar arrives that does...
Thanks for your response. It is AllPairsEA. On Journal at MT4, I get the error for GBPCHF H1 and looks like price closed at midline and there is a red 'x' on it. But under Expert, I get the error for AUDUSD H1. I have AUDUSD sell position but that position has been opened by H4. I am trading AUDCAD, AUDJPY, AUDNZD, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURGBP, EURJPY, EURNZD, EURUSD, GBPAUD, GBPCAD, GBPCHF, GBPJPY, GBPNZD, GBPUSD, NZDJPY, NZDUSD, USDCAD, USDCHF, USDJPY.

And please see below my current open positions.

I am also attaching Expert and Journal tabs.

Thank you for your attention.

Regards,
Blackeagle
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  • #6,604
  • Sep 7, 2019 6:17am Sep 7, 2019 6:17am
Quoting Blackeagle
{quote} Thanks for your response. It is AllPairsEA. On Journal at MT4, I get the error for GBPCHF H1 and looks like price closed at midline and there is a red 'x' on it. But under Expert, I get the error for AUDUSD H1. I have AUDUSD sell position but that position has been opened by H4. I am trading AUDCAD, AUDJPY, AUDNZD, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURGBP, EURJPY, EURNZD, EURUSD, GBPAUD, GBPCAD, GBPCHF, GBPJPY, GBPNZD, GBPUSD, NZDJPY, NZDUSD, USDCAD, USDCHF, USDJPY. And please see below my current open positions. I am also attaching...
Quote
But under Expert, I get the error for AUDUSD H1.
The AUDUSD refers to the chart the EA is attached to -- not the pair being traded.

I've updated the error message so, if this occurs in the future, it will be clear which pair (and time frame) and MagicNumber couldn't be closed.

Question -- what's the '-2'? Is that a suffix that your broker adds to all symbols?

When the market re-opens I suggest you give the EA a few minutes to do the right thing and if it doesn't close your GBPCHF-H1 trade then close it manually. It looks like you'll make a nice profit.

I have to think a bit more about how to address this boundary-case. I don't particularly like the idea of caching requests -- I think that could potentially lead to other types of errors. What I may do is check the current or previous bars for 'x's -- currently the EA only checks the current bar. By also checking the previous bar then I'm thinking that would solve this type of boundary case where the market closes before the EA has a chance to execute a Close. I would only do this for Exit signals (and NOT for Entries).
  • #6,605
  • Sep 7, 2019 6:40am Sep 7, 2019 6:40am
Quoting robots4me
{quote} {quote} ... Question -- what's the '-2'? Is that a suffix that your broker adds to all symbols?...
Yes.

I will follow your recommendation when market opens.

Thanks for your time. As always, appreciate your help.

Regards,
Blackeagle
  • #6,606
  • Edited 10:26am Sep 7, 2019 9:59am | Edited 10:26am
Quoting Vicente
{quote} The biggest mistake I was making is trying to evaluate the system visually, by running the graph back. The system works in the present tense, not in the past. It is a statement that has been mentioned here repeatedly. However, when we use the robot in a single graph, it visually marks the path of the bands and you can clearly see the inputs and outputs. However, if we use the indicator visually it is not the same, Steve made that clear to me, and I understand that. So to check the system in the past I am using an unpainted TMA and I have...
Vicente, would you mind sharing the non repainting TMA bands indicator you used?
I would love to check if the following entries would have been valid (Was the price outside the TMA bands at that time?).
Edit: The entries marked with a brown line were done using the bd or bdx entry rules (price traded outside the TMA bands when i entered them) without considering the additional indicator I am using.
Attached Image (click to enlarge)
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  • #6,607
  • Sep 7, 2019 10:58am Sep 7, 2019 10:58am
Quoting turtlefan
{quote} Agree. I ran with 50% this week and was down quite a bit. Switched the H1 off but may try it again with 100%. If I may ask, what ADR% are you using for H4 and D1 if indeed you are trading those timeframes? I am at 100% for H4 and 150% for D1. TF
https://www.forexfactory.com/showthread.php?p=12461813#post12461813
  • #6,608
  • Sep 7, 2019 12:38pm Sep 7, 2019 12:38pm
Quoting DrNefario
{quote} Vicente, would you mind sharing the non repainting TMA bands indicator you used? I would love to check if the following entries would have been valid (Was the price outside the TMA bands at that time?). Edit: The entries marked with a brown line were done using the bd or bdx entry rules (price traded outside the TMA bands when i entered them) without considering the additional indicator I am using.{image}{image}
@DrNefario -- a non-repainting TMA won't work well because it curves and bends too closely with the current price. If this were a trend-following strategy then I would probably go with a non-repainting TMA. But as a reversal strategy that detects extreme prices -- then the smoothed (and slightly repainting) TMA does a better job of picking-out the spikes. With a non-repainting TMA many of those spikes would fall within the bands and not poke above / below the outer ADR bands.
  • #6,609
  • Sep 7, 2019 12:43pm Sep 7, 2019 12:43pm
drnefario can you share the indicator with setting at the bottom please? thank you
  • #6,610
  • Edited 12:58pm Sep 7, 2019 12:47pm | Edited 12:58pm
[quote = DrNefario; 12489064] {quote} Vicente, ¿te importaría compartir el indicador de bandas TMA que no repintó que usaste? Me encantaría comprobar si las siguientes entradas habrían sido válidas (¿Estaba el precio fuera de las bandas de TMA en ese momento?). Editar: Las entradas marcadas con una línea marrón se hicieron usando las reglas de entrada bd o bdx (precio negociado fuera de las bandas de TMA cuando las ingresé) sin considerar el indicador adicional que estoy usando. {Image} {image} [/ quote]


Here you have. The indicator is in Spanish

As I said earlier it is not perfect.

The second screenshot is from the strategy tester
Attached Image(s) (click to enlarge)
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Attached File(s)
File Type: ex4 WT_TMA_v2.9.ex4   101 KB | 670 downloads
IH - B221 Return Today: -0.2%
  • #6,611
  • Sep 7, 2019 1:20pm Sep 7, 2019 1:20pm
Quoting Vicente
[quote = DrNefario; 12489064] {quote} Vicente, ¿te importaría compartir el indicador de bandas TMA que no repintó que usaste? Me encantaría comprobar si las siguientes entradas habrían sido válidas (¿Estaba el precio fuera de las bandas de TMA en ese momento?). Editar: Las entradas marcadas con una línea marrón se hicieron usando las reglas de entrada bd o bdx (precio negociado fuera de las bandas de TMA cuando las ingresé) sin considerar el indicador adicional que estoy usando. {Image} {image} [/ quote] Here you have. The indicator is in Spanish...
@Vicente -- this is nice. I might be able to give this a try and compare it with the Center TMA currently used by BDX.

I don't suppose the source code is available? I did a quick search and couldn't find anything? Even so, I could still use it because all we need is the center band.

Using Strategy Tester the Center TMA currently used by BDX also does NOT appear to repaint. Also, from the code, it shouldn't repaint or, even if it did, the repainting would only be very subtle.

@Vicente -- when you use Strategy Tester do you see the BDX bands repaint? The reason I ask is because if you do see BDX repaint but don't see WT_TMA repaint repaint, then that would provide more motivation for me to give it a try.
  • #6,612
  • Edited 3:03pm Sep 7, 2019 1:29pm | Edited 3:03pm
Quoting robots4me
{quote} @DrNefario -- a non-repainting TMA won't work well because it curves and bends too closely with the current price. If this were a trend-following strategy then I would probably go with a non-repainting TMA. But as a reversal strategy that detects extreme prices -- then the smoothed (and slightly repainting) TMA does a better job of picking-out the spikes. With a non-repainting TMA many of those spikes would fall within the bands and not poke above / below the outer ADR bands.
Thanks for the advice. I am aware that, to trade the current price, the repainting version probably gives a better estimation of future price movements.
But I just mean to backtest the strategy, with 2 of my own additional rules. For this, I need to know what were the TMA band values at the time those posible entries took place.

If it works out nicely, would you allow me to share it on your thread? Since I've been reading there is some debate going on with entry points.
  • #6,613
  • Sep 7, 2019 1:34pm Sep 7, 2019 1:34pm
Quoting Vicente
[quote = DrNefario; 12489064] {quote} Vicente, ¿te importaría compartir el indicador de bandas TMA que no repintó que usaste? Me encantaría comprobar si las siguientes entradas habrían sido válidas (¿Estaba el precio fuera de las bandas de TMA en ese momento?). Editar: Las entradas marcadas con una línea marrón se hicieron usando las reglas de entrada bd o bdx (precio negociado fuera de las bandas de TMA cuando las ingresé) sin considerar el indicador adicional que estoy usando. {Image} {image} [/ quote] Here you have. The indicator is in Spanish...
No worries.

Muchas gracias amigo, saludos desde España.
  • #6,614
  • Sep 7, 2019 2:02pm Sep 7, 2019 2:02pm
Quoting Vicente
[quote = DrNefario; 12489064] {quote} Vicente, ¿te importaría compartir el indicador de bandas TMA que no repintó que usaste? Me encantaría comprobar si las siguientes entradas habrían sido válidas (¿Estaba el precio fuera de las bandas de TMA en ese momento?). Editar: Las entradas marcadas con una línea marrón se hicieron usando las reglas de entrada bd o bdx (precio negociado fuera de las bandas de TMA cuando las ingresé) sin considerar el indicador adicional que estoy usando. {Image} {image} [/ quote] Here you have. The indicator is in Spanish...
@Vicente -- I just now ran both the WT_TMA and BDX Center TMA in Strategy Tester and their center band (i.e. midline) track perfectly with one another. So, I think they use the same algorithm. The one we use in BDX comes from @mladen's NRP (non-repainting) Center TMA. @mladen is the guru of guru's when it comes to developing indicators. The occasional repainting we encounter in BDX occurs only in the vicinity of very extreme price fluctuations and the strategy seems to recover because one of Exits gets hit.

The problem we're seeing in H1 is unrelated to repainting. What appears to be happening is the price pokes above / below an ADR band and rather than reversing it continues -- thanks to tweets from certain politicians. You'll notice that in those areas there typically are 3 or 4 Entries -- where the first couple of Entries continue on to SL but the later Entries do revert back to the midline. This is the way PA works -- welcome to forex...
  • #6,615
  • Sep 7, 2019 4:11pm Sep 7, 2019 4:11pm
Quoting robots4me
{quote} @Vicente -- I just now ran both the WT_TMA and BDX Center TMA in Strategy Tester and their center band (i.e. midline) track perfectly with one another. So, I think they use the same algorithm. The one we use in BDX comes from @mladen's NRP (non-repainting) Center TMA. @mladen is the guru of guru's when it comes to developing indicators. The occasional repainting we encounter in BDX occurs only in the vicinity of very extreme price fluctuations and the strategy seems to recover because one of Exits gets hit. The problem we're seeing in H1...

Steve, I just wanted to be sure of what I was seeing in the graph. As I remember you said to optimize the indicator so that it works well in the strategy tester, that's why I was doubting, because I was doing it in the graph.

BDX does not repaint in the strategy tester and also in the marks that the robot leaves in the graph, but it does in the graph, and you already explained that to me once, but I am hard headed.

If you make the change it would only be a visual advantage to help evaluate the strategy, I suppose the shops will remain the same.
What really led me to use WT_TMA, is to try to visually demonstrate that CC signals could be an option at the discretion of the merchant to be more strict with the inputs.

But for merchants who wish to continue using Heihen Ashi as input, to have more stores it would be good to consider a good alternative to get us out of bad stores. Heiken Ashi softened although it will help us in some moments, in moments of tendency it would be useless since we first have to agree to our entry to then give the exit signal.

We have considered that the strategy has given poor results in H1, but the strategy is very young and we have not had time to trade in scenarios such as those in the H4 chart. Because just as PA affects H1, so does H4.

The idea is not guaranteed, but at least we will have more peace of mind being away from the computer regardless of the politicians' twits.

Thank you for your time, Steve, I'm sorry that I wrote in the newsroom, but it's Saturday and I have little work at my store.
Greetings from Ecuador
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IH - B221 Return Today: -0.2%
  • #6,616
  • Sep 7, 2019 4:42pm Sep 7, 2019 4:42pm
Quoting nahko
drnefario can you share the indicator with setting at the bottom please? thank you
Sure.
Attached File(s)
File Type: ex4 Vigia9.ex4   5 KB | 358 downloads
  • #6,617
  • Sep 7, 2019 7:53pm Sep 7, 2019 7:53pm
For those interested in the HA transitions used as Entries by BDX I've created a standalone indicator -- R4M-HeikenAshiTransitions.ex4. The transition detection algorithm that is used is not mine. The Heiken Ashi algorithm uses 4 histogram buffers and the transition detection algorithm uses those data buffers. The results closely track with color changes, but not necessarily.

Below are two screen shots -- the first shows R4M-HeikenAshiTransitions.ex4 alone, and the second shows R4M-HeikenAshi.ex4 overlayed on the same chart:
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Attached Image (click to enlarge)
Click to Enlarge Name: HA-Transitions-plus-Bars.png Size: 23 KB


And here is a link to the R4M-HeikenAshiTransitions.ex4 indicator:
Attached File(s)
File Type: ex4 R4M-HeikenAshiTransitions.ex4   7 KB | 511 downloads
  • #6,618
  • Sep 7, 2019 11:42pm Sep 7, 2019 11:42pm
Hello,R4M

It's for your reference.

I traded GU manually with your BDX. It's no problem for me.

Setting:TF30M, %ADR 40, ADR 20
Additional filter :TMA centered true TF1440, ADR 20, Multiplier 1.0


Thanks
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  • #6,619
  • Sep 8, 2019 2:57am Sep 8, 2019 2:57am
I've just now updated the software for the BDX strategy...

R4M-BDX-ADR.ex4 -- this is the indicator work horse. The EA's get their signals from the indicator.
R4M-BDX-DashboardEA.ex4 -- dashboard EA for manual trading
R4M-BDX-EA.ex4 -- single pair, auto-trading EA
R4M-BDX-AllPairs.ex4 -- multi-pair, auto-trading EA

I've uploaded new versions of the BDX software -- one indicator and 3 Expert Advisors. This is now version "2.00.19251". The software can be downloaded from the other thread -- "Custom Indicators for TMA-ADR Reversal Trading and BBMA" (https://www.forexfactory.com/showthread.php?t=920925). All indicators are bundled in a single *.zip file. Indicators must be installed under MT4's 'Indicators' folder and EAs must be installed under the 'Experts' folder. To avoid version skews, please make sure that all indicators and EAs come from the same *.zip file.

Changes:

* Due to popular demand I've added another option to the 'BDX Entry Type' setting -- Consecutive Candles. The signal generated by this indicator occurs much less frequently than 'Heiken Ashi transitions' -- perhaps 1/5 to 1/6 as many trades -- so it may not be appropriate for H4. However, for those who are attached to H1 / 50% ADR using 'Consecutive Candles' may perform better in the long run than 'HA transitions'. However, please tread carefully because this hasn't been tested and I do not trade that combination of settings.
  • #6,620
  • Sep 8, 2019 1:21pm Sep 8, 2019 1:21pm
Quoting robots4me
I've just now updated the software for the BDX strategy... R4M-BDX-ADR.ex4 -- this is the indicator work horse. The EA's get their signals from the indicator. R4M-BDX-DashboardEA.ex4 -- dashboard EA for manual trading R4M-BDX-EA.ex4 -- single pair, auto-trading EA R4M-BDX-AllPairs.ex4 -- multi-pair, auto-trading EA I've uploaded new versions of the BDX software -- one indicator and 3 Expert Advisors. This is now version "2.00.19251". The software can be downloaded from the other thread -- "Custom Indicators for TMA-ADR Reversal Trading and BBMA"...
@robots4me -- If you're using the "consecutive candles 1_04" indicator, the reason for so few signals is the included "Vortex Filter" based on another indicator of the same name; because without it I've seen that even in D1 there are plenty of them. They included it to filter standalone CC signals in lower time-frames like M15, but if we're using price candles closures outside the TMA-ADR bands as the first condition, then it's definitely not necessary and we'll have more than enough signals.
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