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First EA Version1 Near Completion- Need Help

  • #21
  • Edited 10:49pm Mar 12, 2009 8:07pm | Edited 10:49pm
I cleaned up some code.... I think the tradelines was in the wrong area so I moved it..... now there is some reason that I am getting Error Close 138 messages

Edit: I am at a loss... without being able to line execute to find out why trades aren't being closed and are constantly being modified.... something is resetting trades to 0 somehow so they are opening up... can somebody please take a quick look?
Attached File(s)
File Type: mq4 Coach StdDev.mq4   17 KB | 230 downloads
  • #22
  • Mar 13, 2009 12:23pm Mar 13, 2009 12:23pm
Also, is there a certain way you have to program ticket recognition that will work for both Live and Testing scenarios?

I would like for it to work for both...

Any advice on my code will be so tremendously helpful... it seems like it is close to at least working at a base level and just needs a few tweaks for the program logic to match (for example, ticket recognition to keep it limited to only 1 open trade per line)

I also don't understand why my random number generator code won't work

take profit = lower price + (higher price - lower price) * MathRnd()/(max number it generates)

so if the bottom was 11 and the top was 22, and MthRnd was 10% of the potential it could be, then it would be
11 + (11 * .1) = 12 pips for take profit

With this, I will be able to find statistical trends easier... then I can come back and put the statistical differences into a hidden take profit and use a different random number set for broker (or remove the modify and let the code just close it on its own like with stop loss)
  • #23
  • Mar 13, 2009 3:29pm Mar 13, 2009 3:29pm
Quoting coach3131

I also don't understand why my random number generator code won't work

take profit = lower price + (higher price - lower price) * MathRnd()/(max number it generates)
First of all there is no MathRnd function. It is MathRand. Secondly, in order for mathrand to work you must follow the instructions completely.


int MathRand( )
The MathRand function returns a pseudorandom integer within the range of 0 to 32767. The MathSrand function must be used to seed the pseudorandom-number generator before calling MathRand.
  • #24
  • Mar 13, 2009 3:44pm Mar 13, 2009 3:44pm
Sorry, I meant MathRand() not MathRnd()

I thought MathRand() pulls a number between 0 and 32767

Thus,

if I tell it to:

MathRand() to pick a random number and divide that random number by 32767

it will generate a number from 0 to 1

that number is then multiplied against the difference from the bottom to the top level of the range entered by the user

and then added to the bottom range

so 11 (bottom) , 22 (top) , 3276 is random number

11 + ((22-11) * (3276/32767))

11 +(11 * 09999...)

= 11 + 1.099...

= NormalizeDouble(12.099..., 0) (0 digits)

take profit = 12 for this trade

using the same math, a random number of 15555 would generate

take profit = 16
  • #25
  • Mar 13, 2009 3:50pm Mar 13, 2009 3:50pm
Again, if YOU cannot follow instructions MathRand will not work. In the instructions for MathRand it tells you that you MUST seed the random number generator with a call to MATHSRAND.
  • #26
  • Mar 13, 2009 10:52pm Mar 13, 2009 10:52pm
Where should I put this so that it generates a random number for every trade opened?

I see places say to put it in the Init function... I thought that only ran once at startup, but that wouldn't change the random number each time MathRand is callled

Inserted Code
                          
{   MathSrand(TimeLocal());
      return;
}
  • #27
  • Mar 14, 2009 12:52pm Mar 14, 2009 12:52pm
Quoting coach3131
Where should I put this so that it generates a random number for every trade opened?

I see places say to put it in the Init function... I thought that only ran once at startup, but that wouldn't change the random number each time MathRand is callled

Inserted Code
                          
{   MathSrand(TimeLocal());
      return;
}
just place MathSrand before MathRand at every location you call MathRand.
Programming for a better future.
  • #28
  • Mar 14, 2009 1:51pm Mar 14, 2009 1:51pm
Okay,

Here is the updates that I have made.... there are two significant problems... both from running in the strategy tester

#1 The Buy Order is taking place, but not printing in the journal... there is something wrong with the way that it is sequenced or bracketed

#2 I get a continuous Close Error 138 message in the journal... even if I increase slippage from 3 to 30.... so is there anyway to identify that? I think everything else should be ok, but I won't know until these two items are corrected
Attached File(s)
File Type: mq4 Coach StdDev.mq4   17 KB | 240 downloads
  • #29
  • Mar 15, 2009 12:35am Mar 15, 2009 12:35am
Ok, it looks like it is posting it now and doing the Order Modify correctly...

Thus, down to figure out what is happening incorrectly with the OrderClose function.... and the Random function is still not providing a random result...

Attached is the updated code....

Close Order Function:
Inserted Code
void CloseMarketOrders()
{
   int numberOfOrders = OrdersTotal();
   if (numberOfOrders > 0)
     { for (int cnt=OrdersTotal()-1; cnt >= 0; cnt--)
        {
           if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==false)        break;
            if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
               {
               if (OrderType()==OP_BUY)
                {  if  ((Open[0] > L_StopLoss && Close[0] <= L_StopLoss) && (OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)) break;
                   while (line4trades>0 || line3trades>0 || line2trades>0 || line1trades>0)
                   if (OrderSelect(OrderTicket(), SELECT_BY_TICKET, MODE_TRADES)) 
                   OrderClose(OrderTicket(),OrderLots(),Ask,3,Blue);
                   if (OrderComment() == "Coach Line4Buy") line4trades=0;
                   if (OrderComment() == "Coach Line3Buy") line3trades=0;
                   if (OrderComment() == "Coach Line2Buy") line2trades=0;
                   if (OrderComment() == "Coach Line1Buy") line1trades=0;
                }        
              if (OrderType()==OP_SELL)
                { if  ((Open[0] < U_StopLoss && Close[0] >= U_StopLoss) && (OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber))  break;
                  while (line4trades>0 || line3trades>0 || line2trades>0 || line1trades>0)
                  if (OrderSelect(OrderTicket(), SELECT_BY_TICKET, MODE_TRADES))
                  OrderClose(OrderTicket(),OrderLots(),Ask,3,Blue);
                  if (OrderComment() == "Coach Line1Sell") line4trades=0;
                  if (OrderComment() == "Coach Line2Sell") line3trades=0;
                  if (OrderComment() == "Coach Line3Sell") line2trades=0;
                  if (OrderComment() == "Coach Line4Sell") line1trades=0;
                }
             }
         }    
      }
}
Random Number Generator Piece:
Inserted Code
MathSrand(TimeLocal());
                        tp = (takeprofitlower + ((takeprofitupper-takeprofitlower)*(MathRand()/32767)));
                        tp = NormalizeDouble(tp,0);
Attached File(s)
File Type: mq4 Coach StdDev.mq4   18 KB | 213 downloads
  • #30
  • Mar 15, 2009 3:06am Mar 15, 2009 3:06am
Quoting coach3131
[/code]Random Number Generator Piece:
Inserted Code
MathSrand(TimeLocal());
                        tp = (takeprofitlower + ((takeprofitupper-takeprofitlower)*(MathRand()/32767)));
                        tp = NormalizeDouble(tp,0);
you math seems to be flawed.

MathRand()/32767 will always return a value less than 1. then you do whatever whatever. I don't know what your takeprofitlower and takeprofitupper values are but in any case, you end up using NormalizeDouble(tp,0) which rounds the value up to a whole number. Of cos you won't see the difference if by any chance the random differences were in the fractional area. I suggest u print out the value that MathRand() generates. at least just to convince yourself that this function is working and it's your math that's not
Programming for a better future.
  • #31
  • Mar 15, 2009 3:20am Mar 15, 2009 3:20am
Comments included inside code.
Attached File(s)
File Type: mq4 Coach StdDev (1).mq4   19 KB | 374 downloads
  • #32
  • Mar 15, 2009 8:48am Mar 15, 2009 8:48am
Magnum,

Thank you very much for posting the comments!!!
This helped me find the little things.... based on your comments, I should move the change the order of the close so that it changes the line1trades to 0 just before using OrderClose() correct? Otherwise, moving the linetrades to 0 will never execute, correct? I have one function checking take profits to see if the order is alive.... I have another that will flip it to 0 for a stop loss (MarketOrderClose only closes Stoplosses)....
I am not getting the hundreds and hundreds of 138 Close errors anymore, but it seems like starts hanging the strategy tester after a couple of days

The MathRand and MathSRand are still not working correctly.... I am seeding MathSRand with LocalTime()... basically MathRand is still coming up 0 in this set

Inserted Code
tp = 0;
MathSrand(TimeLocal());
tp = (takeprofitlower + ((takeprofitupper-takeprofitlower)*(MathRand()/32767)));
tp = NormalizeDouble(tp,0);


==============================
The OrderModify is needed

http://www.mbtrading.com/metaTrader4Differences.aspx

I feel it is good practice to start coding for the ECNs now because there will be a rush towards them. They do not allow tp and sl to be set with the OrderSend.
  • #33
  • Mar 15, 2009 9:35am Mar 15, 2009 9:35am
Quoting Zen_Leow
you math seems to be flawed.

MathRand()/32767 will always return a value less than 1. then you do whatever whatever. I don't know what your takeprofitlower and takeprofitupper values are but in any case, you end up using NormalizeDouble(tp,0) which rounds the value up to a whole number. Of cos you won't see the difference if by any chance the random differences were in the fractional area. I suggest u print out the value that MathRand() generates. at least just to convince yourself that this function is working and it's your math that's not
perhaps you didn't see my post. here's a repost.
Programming for a better future.
  • #34
  • Mar 15, 2009 10:00am Mar 15, 2009 10:00am
as Zen Lowe stated your math is at fault and not the mathrand function.

So, lets see if we can break it down for you shall we??

1. your takeprofitupper is set to 22.
2. your takeprofitlower is set to 11.
3. for an example lets just say the mathrand returned 250.
4. your formula is: tp =(takeprofitlower + ((takeprofitupper-takeprofitlower)*(MathRand()/32767)));

5. insert variables: tp = (11+ ((22-11)*(250/32767)));
6. take it one step further: tp = (11+((22-11)*(0.007629)));
7. and another step: tp = (11 + ((0.08)));
8. and another step: tp=11.08;
9. finally you round it to 0 places giving you 11.


until you get a random number greater than 16400 or so you will never see a difference in your value. and even then you will only see a difference of about 1. Therefore your logic is at fault and not the mathrand function.

Class dismissed.
  • #35
  • Mar 15, 2009 10:21am Mar 15, 2009 10:21am
this EA is further from completion than you think. At no point do you ever set a stop loss, yet you calculate risk? You cannot calculate risk without knowing what the stop loss is going to be set at.
  • #36
  • Mar 15, 2009 12:25pm Mar 15, 2009 12:25pm
I test it, but still order send error??
  • #37
  • Mar 15, 2009 2:39pm Mar 15, 2009 2:39pm
Magnum,

There is a stoploss... it is the 5th line on each side... look at the MarketCloseOrders function... it is determined by standard deviations... stochastic identifies the best opportunity to buy to catch the pip range before a possible retractment or a hover where it is in stale situation.... the theory is 1) nobody can identify any specific reason/time a price will deviate, but it does all the time 2) the price always moves back to the moving average line after deviation 3) putting in measures in place to catch the momentum for a short wave ride when it does move back to MA line... the further out it is, the more likely it is the wave hits.... so if you see one of those death moments where the price drops from MA to below stop loss line in seconds, it wouldn't actually open trades up until it is on the back to the MA line and you have 4 winning trades.... at 12x pip factor....

#2.... 16400 would equal .5.... .5 * 11 = 5.5.... that would mean a take profit of of 17 (11 + 5.5)... rounded 16.5 = 17

if the number is over 3000, it will generate a new number

11+ ((22-11)*(3000/32767))

11 +(11 * .09)

11 + (.99) = 11.99

Rounded = 12

doesn't have to be 16400 to move up 1 number... the only way is if these numbers don't work like they are supposed to.... the chances of having 11 take profit is the same as a 22.... or any other number in between...
  • #38
  • Mar 15, 2009 2:54pm Mar 15, 2009 2:54pm
Zen,

The point of MathRand/32767 is to generate a fractional that is then multiplied by the difference in the top range from the bottom range... please forgive me if I am not understanding the logic

11 (Bottom Range)
25 (Top Range - using this as to not confuse like 22 may do)

11+ ((25-11) * (MathRand/32767))

11 + (14 * fractional).... the fractional will split up the 14... so if it is 0 the TP is 11.... if it is 1, the TP is 25.... if it is in between, it varies based on the fractional

I normalize the amount that comes after that and round it to the nearest whole number
  • #39
  • Mar 15, 2009 3:02pm Mar 15, 2009 3:02pm
Sahron,

You have the indicators and the most recent posting, correct? I know there is still some faulty things with it, but on my platform, it is opening and modifying trades... the problems I have been having were with the close orders and not getting the errors anymore, but it is doing something weird in strategy tester to where it seems like it is hanging.... have patience as I am learning a lot and getting help trying to get it to where it will work correctly... be thankful we have guys on this forum like Zen, Ronald, and Magnum... they are helping me to understand some best practices in EA coding and how MetraTrader programming thinks and where I am going wrong with my logic... hopefully will be able to post something that works at the basic level in the next few days
  • #40
  • Mar 15, 2009 3:58pm Mar 15, 2009 3:58pm
you are dividing an integer by another integer as far as metatrader is concerned you are looking for an integer result. Therefore as it is written you will only get either a 0 or a 1 as the answer.

Move the MathSRand function to the init.

assign the random number to a double.

double rn = MathRand();

insert rn into your equation:

tp =(takeprofitlower + ((takeprofitupper-takeprofitlower)*(rn/32767)));
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