MQL 'stuff'

I'm wondering if there should be a thread for MT specifically geared towards MQL....aye????

Anyway, since I've been groovin' into MQL a little more here and there, as usual, the questions arise. When running a backtest and opening the chart to see where the trades took place a few things caught my eye. For instance, when running a moving average cross backtest and looking at the chart the MA's do not cross at all of the trades. The example here is for a 60min chart. Am I (we) to assume that the MA's crossed DURING that one hour bar and the trade was opened DURING that one hour bar and not at the end of the bar? I have no problem with this happening during the bar, 60 minutes can be a long time in the forex market as we all know, I just want to make sure that I'm interpreting this corectly. And, exiting a trade does not wait until the end of the bar (as VT does or did), correct? In MT an EA exits a trade during the bar when the price is hit, or as close to the actual price during the bar given the limitations of the Strategy Tester and the tick data it is being tested on, unless coded into the EA to close specifically a the end of the bar, correct? Not sure if my high school English teacher would have let me get away with that last sentence.....

Hope everyone had a good Thanksgiving (or weekend if you live in other parts of the world) and good trades to all this week.

Palmer - it depends on how you code your EA. If you code your EA to only check for crosses on the close of a bar or at a specific time, then trades should only happen then and not during the bar. Strategy Tester will honor whatever logic you have in your code. The same is true for your question about exiting trades.

Thanks stockwet...I didn't think about that. A cross during or after (at the close) are two totally different things, especially in a 60 min timeframe...

OK:

So the following:


SEma = iMA(NULL, 15, ShortEma, 0, MODE_EMA, PRICE_CLOSE, 0);
LEma = iMA(NULL, 15, LongEma, 0, MODE_EMA, PRICE_CLOSE, 0);

waits for the close of the 60min bar to check to make sure the faster MA(SEma) has crossed the slower MA (LEma)?

given that:

extern int ShortEma = 5;
extern int LongEma = 12;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int Crossed (double line1 , double line2)
{
static int last_direction = 0;
static int current_direction = 0;

static bool first_time = true;
if(first_time == true)
{
first_time = false;
return (0);
}
//----
if(line1 > line2)
current_direction = 1; //up
if(line1 < line2)
current_direction = 2; //down
//----
if(current_direction != last_direction) //changed
{
last_direction = current_direction;
return(last_direction);
}
else
{
return (0); //not changed
}
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int cnt, ticket, total;
double SEma, LEma;
//----
if(Bars < 100)
{
Print("bars less than 100");
return(0);
}
//----
if(TakeProfit < 10)
{
Print("TakeProfit less than 10");
return(0); // check TakeProfit
}
//----
SEma = iMA(NULL, 60, ShortEma, 0, MODE_EMA, PRICE_CLOSE, 0);
LEma = iMA(NULL, 60, LongEma, 0, MODE_EMA, PRICE_CLOSE, 0);

//----
static int isCrossed = 0;
isCrossed = Crossed (LEma, SEma);
//----
total = OrdersTotal();
if(total < 1)
{
if ((isCrossed == 1)
{ enter orders here...........
blah blah blah

How would I code this to make sure that the MA's have crossed at the end of the current bar's close and not just during the bar?

Hey look, post #300, don't I get a t-shirt or something? Oh wait, I think I have to contribute something of merit first, nevermind.

This is the code I use to do the "only at close" thing.

Put this function between init and deinit (Not in them!)

Then in your start() just put:
and then list your conditions and buy/sell signals. This will only trigger things when it is a new bar.

Hope that helps,
andersenws

Thanks for the help...Roll Tide, oops, we don't have a coach now.

okaaaaaaay now the following:

iRSI(NULL, 60,14,PRICE_CLOSE,25);

This returns the RSI(14) value for the price bar 25 bars ago. If I want to make sure that the value of the RSI has been below 50 for the past 25 bars, how would that be done/coded?

given that:

RSTRhistory= iRSI(NULL, 60,14,PRICE_CLOSE,0);

if RSTRhistory < 50 ....for the last 25 bars

{

blah blah blah

}

Just off the top of my head, you could use a loop to go back and get the rsi for each if the last x time periods. If RSI for any of the given time periods is greater than 50, set a var and end the loop. Otherwise, return true.

OK,

I've got my MQL4 course from the Coder's guru open to the Loops and Decisions chapter, this may take little while but I'll do my best to answer my own ?'s...thanks for the help again...

I believe this is the code:
We have a flag set to false. If the flag is false at the end of the loop, all the RSI's have been below 50. If the flag is true after going thru that loop, one or more of the RSI's were > 50.

Hope that helps,
andersenws

andersenws:

Thanks a lot....I'll see what happens.....

I know it's staring me in the face but it I want the value of the current price_close and the price_close 10 bars ago on a 60 min chart, what am I missing here???

closenow = (NULL,60,PRICE_CLOSE,0);
closeethen = (NULL,60,PRICE_CLOSE,10);

I'm getting all kinds of errors with this...

I'm not even sure if the NULL or the 60 is needed, parens around the (0) and (10) are giving errors as well....I know it's simple but I'm only in Chapter 2...

Taken from mql4.com:

<table class="docvar" border="0" cellpadding="0" cellspacing="0"> <tbody><tr valign="top"><td>double iClose(</td> <td>string symbol, int timeframe, int shift)</td></tr> </tbody> </table> Returns Close value for the bar of indicated symbol with timeframe and shift. If local history is empty (not loaded), function returns 0.
For the current chart, the information about close prices is in the predefined array named Close[]. Parameters:
<table class="docparams" border="0" cellpadding="2" cellspacing="2"> <tbody><tr><td valign="top">symbol</td> <td nowrap="nowrap" valign="top"> - </td> <td width="100%">Symbol the data of which should be used to calculate indicator. NULL means the current symbol.</td></tr> <tr><td valign="top">timeframe</td> <td nowrap="nowrap" valign="top"> - </td> <td width="100%">Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe.</td></tr> <tr><td valign="top">shift</td> <td nowrap="nowrap" valign="top"> - </td> <td width="100%">Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago).</td></tr></tbody> </table>

Hope that helps,
andersenws

I told you it was staring me right in the face....thanks boss...

I don't know if you noticed, cause I didn't, but the easiest way to get the close,high,low,or open is just to say Close[xx], not the big long function that I put at the beginning of my last post.

andersenws

andersenws:

those are brackets[] not parenthesis() correct?

Thanks again for the help. I was a TradeStation user years ago and was writing systems more or less as a hobby back then. The ideas I had then are still with me and it's starting to all come back to me with mql...

Thanks for sparing some of your time with my questions...

Yeah, it's brackets[] because the prices are stored as an array.

andersenws

Next:

If I want to print the current value of the 14 period RSI value from a 60 min USDCHF chart on the current USDCHF chart that I am running an EA on, what lines of code do I need to add to the EA to show that RSI value?

I've got the following:

Print("Current 60 min USDCHF RSI(14) value = "

and that's it...

For the Rsi function, in MetaEditor, click on the Dictionary tab in the Navigator pane, and clock on the + the Technical Indicators. Look for the iRSI() function for RSI.

Or you can go to http://docs.mql4.com/indicators/iRSI which is the same thing.

RTFM

I did/do/am RingTFingM....