Attachments: Multiple order issue with EA

Multiple order issue with EA

#1
First Post: Nov 29, 2009 3:02pm Nov 29, 2009 3:02pm

username
| Joined Jun 2009 | Status: Trader | 32 Posts

I'm not sure why my EA is opening multiple orders per bar even though set it to open once per bar. Someone please point out the mistake ?

Inserted Code

extern int HMA_period      = 10;
extern int HMA_PriceType   = 0;
extern int HMA_Method      = 3;
extern int Stoploss        = 50;
extern double Lots         = 0.1;

int start()
{
   int signal0 =0; //current signal
   int signal1 =0; //previous signal
   int bars    =0; //number of bars on chart
   
   double previous = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,1); //previous ma value
   double current  = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,0); // current ma value
   
   if (Bars>bars) //if there is new bar on the chart
   {
      bars=Bars; //run the below code and reset the "bars" variable to equal the number of bars on chart
      if (current > previous) //this is buy signal
         {
          signal0=0; //signal0 = current signal
            if (signal0 != signal1) //if previous bar signal sell(1) and current bar signal buy (0), then run the below code.
            {
               signal1=signal0; //signal1 = previous signal
               for(int i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); // close all short orders
               }
               OrderSend(Symbol(), 0, Lots, Ask, 3, Ask-Stoploss*Point, NULL, NULL, 00000, 0, Green); // open long order
            }    
         }
      if (previous > current)
         {
          signal0=1;
            if (signal0 != signal1)
            {
               signal1=signal0;
               for(i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
               }
               OrderSend(Symbol(), 1, Lots, Bid, 3, Bid+Stoploss*Point, NULL, NULL, 00000, 0, Red);
            }    
         }
   }
   
}

thanks.

#2
Nov 29, 2009 3:26pm Nov 29, 2009 3:26pm

7bit
Joined Mar 2009 | Status: Trader | 1,231 Posts

Quoting username

Disliked

I'm not sure why my EA is opening multiple orders per bar even though...

Ignored

Inserted Code

extern int HMA_period      = 10;
extern int HMA_PriceType   = 0;
extern int HMA_Method      = 3;
extern int Stoploss        = 50;
extern double Lots         = 0.1;

int start()
{
   int signal0 =0; //current signal
   int signal1 =0; //previous signal
   [color="Red"]int bars    =0[/color]; //number of bars on chart
   
   double previous = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,1); //previous ma value
   double current  = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,0); // current ma value
   
   if (Bars>bars) //if there is new bar on the chart
   {
      bars=Bars; //run the below code and reset the "bars" variable to equal the number of bars on chart
      if (current > previous) //this is buy signal
         {
          signal0=0; //signal0 = current signal
            if (signal0 != signal1) //if previous bar signal sell(1) and current bar signal buy (0), then run the below code.
            {
               signal1=signal0; //signal1 = previous signal
               for(int i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); // close all short orders
               }
               OrderSend(Symbol(), 0, Lots, Ask, 3, Ask-Stoploss*Point, NULL, NULL, 00000, 0, Green); // open long order
            }    
         }
      if (previous > current)
         {
          signal0=1;
            if (signal0 != signal1)
            {
               signal1=signal0;
               for(i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
               }
               OrderSend(Symbol(), 1, Lots, Bid, 3, Bid+Stoploss*Point, NULL, NULL, 00000, 0, Red);
            }    
         }
   }
   
}

The error is marked in red. declare bars static:

Inserted Code

static int bars;

or it will forget its value everytime the function ends and will be newly initialized to zero when the function is called again. You could also declare it outside the function as a global variable.

#3
Nov 29, 2009 3:34pm Nov 29, 2009 3:34pm

username
| Joined Jun 2009 | Status: Trader | 32 Posts

Thanks. :-)

#4
Nov 29, 2009 3:47pm Nov 29, 2009 3:47pm

username
| Joined Jun 2009 | Status: Trader | 32 Posts

Inserted Code

extern int HMA_period      = 10;
extern int HMA_PriceType   = 0;
extern int HMA_Method      = 3;
extern int Stoploss        = 50;
extern double Lots         = 0.1;

int bars    =0; //must be kept outside :-)

int start()
{
   int signal0 =0; //current signal
   int signal1 =0; //previous signal
   
   double previous = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,1); //previous ma value
   double current  = iCustom(NULL,0,"HMA Color nrp", HMA_period,HMA_PriceType,HMA_Method,1,2,0,0,0); // current ma value
   
   if (Bars>bars) //if there is new bar on the chart
   {
      bars=Bars; //run the below code and reset the "bars" variable to equal the number of bars on chart
      
      if (current > previous) //this is buy signal
         {
          signal0=0; //signal0 = current signal
            if (signal0 != signal1) //if previous bar signal sell(1) and current bar signal buy (0), then run the below code.
            {
               signal1=signal0; //signal1 = previous signal
               for(int i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); // close all short orders
               }
               OrderSend(Symbol(), 0, Lots, Ask, 3, Ask-Stoploss*Point, NULL, NULL, 00000, 0, Green); // open long order
            }    
         }
      if (previous > current) //this is sell signal
         {
          signal0=1;
            if (signal0 != signal1)
            {
               signal1=signal0;
               for(i=0;i<OrdersTotal();i++)
               {
                  OrderSelect(i, SELECT_BY_POS);
                  OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
               }
               OrderSend(Symbol(), 1, Lots, Bid, 3, Bid+Stoploss*Point, NULL, NULL, 00000, 0, Red);
            }    
         }
   }
   
}

I corrected the code. The "bars" variable was supposed to be outside the start() function. xD

Now it executes once per bar. But then it opens and closes orders *almost* instantly and does not open long orders. Any help ?

The journal did not show any errors opening long orders. So, it must be the code logic. But where ?

#5
Nov 29, 2009 4:06pm Nov 29, 2009 4:06pm

username
| Joined Jun 2009 | Status: Trader | 32 Posts

7Bit, thanks for pointing out my earlier mistake.

As for the current problem, the solution is actually the same.

The variables "signal0" and "signal1" must be outside the start() function.

How foolish of me. Maybe its time i go get some sleep:-) Haha....

---- Thread Closed, Problem Solved ----

#6
Dec 1, 2009 1:24pm Dec 1, 2009 1:24pm

Traderduke
Joined Oct 2009 | Status: Trader | 304 Posts

It sounds like your problem may be similiar to mine. In a long trend and a long position the HMA candle can flicker to red during the interval and the EA will sell out and then short you in for that moment. This leaves you with a short position in a long trend, It should wait till the candle closes before making any trade decisions. I have had several suggestions to repair but non have worked so far.Any help would be appreciated.

Thanks

Attached File(s)

HMA_Expert_v1.mq4 16 KB | 391 downloads

#7
Nov 23, 2010 10:45am Nov 23, 2010 10:45am

Chistabo
Joined Apr 2009 | Status: Trader | 191 Posts

Hello, dear fEllA's!

I have EA (yeeaa, who don't) that works fine on tester, takes multiple trades per 4H Bar, as instructed. Now, when testing on Demo (Alpari UK) with 11 pairs, EA only takes 1 trade, while it should take more (3 max, as instructed). Only every 4H bar, if conditions are met.

I have 'Semaphor' function with GlobalVariable coded in, and this piece of code, to prevent multiple orders opening within 1 predefined TimeFrame (4H in this case):

//Buy
if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount))))
{
if (SignalsOnly)
{
// ------ Alert Should be only once per signal OR once every 15 or 30 Minute
if (CheckAlertTime == iTime (NULL, 5, 0)) return(0);
else CheckAlertTime = iTime (NULL, 5, 0);
if (Alerts) Alert (Symbol() + " " + DoubleToStr (Ask, Digits) + " BUY Signal");
if (PlaySounds) PlaySound (WhichSound);
}
if (!IsTrade && !SignalsOnly)
{
if (CheckAlertTime == iTime (NULL, OncePerBarTF, 0)) return (0);
else CheckAlertTime = iTime (NULL, OncePerBarTF, 0);
//Check free margin
if (AccountFreeMargin() < (1000 * Lots))
{
Print ("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
if (UseTakeProfit && CloseLotsPercent == 100) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0;
{
if (MoneyManagement) Lots = NormalizeDouble ((AccountFreeMargin() * Risk / 100 / ((Ask - BuySL) / Point / TickValue)), 2);
else Lots = Lots;
}
if (TradeIsBusy() && IsTradingAllowed() < 0)
return (-1);
RefreshRates();
Ticket = OrderSend (Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "7Qi BUY " + MagicNo, MagicNo, 0, DodgerBlue);
if (Ticket > 0)
{
if (OrderSelect (Ticket, SELECT_BY_TICKET, MODE_TRADES))
{
Print ("7Qi BUY opened: ", OrderOpenPrice());
if (Alerts) Alert (Symbol() + " " + DoubleToStr (Ask, Digits) + " BUY opened");
if (PlaySounds) PlaySound (WhichSound);
}
else
{
Print ("Error opening BUY: ", Err);
}
}
// TradedThisBar = Bars;
if (EachTickMode) TickCheck = True;
if (!EachTickMode) BarCount = Bars;
TradeIsNotBusy();
return (0);
}
}
//-------------------------------------------------

Is it possible that this code:

if (CheckAlertTime == iTime (NULL, OncePerBarTF, 0)) return (0);
else CheckAlertTime = iTime (NULL, OncePerBarTF, 0);

prevents EA from trading in the middle of the Hour? Does it checks only at the beginning of the Bar?

If I use the above answers I would have to leave EA on 1 TimeFrame only, correct?

'Semaphor' function is coded in TrailingStops too, PartialCloseLots too.

Thank you ALL for your help,

Have fun,

Simon
Slovenia

#8
Nov 23, 2010 5:18pm Nov 23, 2010 5:18pm

Chistabo
Joined Apr 2009 | Status: Trader | 191 Posts

Hi!

I have found the problem - it is most probably combination of:

if (TradeIsBusy() /*&& IsTradingAllowed()*/ < 0)
return (-1);

//-----------------------------------------------------------------------------------------
int IsTradingAllowed (int MaxWaitingSec = 30)
{
if (!IsTradeAllowed())
{
int StartWaitingTime = GetTickCount();
Print ("Trade context is busy! Wait until it is free...");
if (Alerts) Alert (Symbol() + " EA trading not allowed! Waiting...");
while (true)
{
if (IsStopped())
{
Print ("EA was terminated!");
return(-1);
}
if (GetTickCount() - StartWaitingTime > MaxWaitingSec * 1000 )
{
Print( "Waiting limit exceeded (" + MaxWaitingSec + " sec)!" );
return(-2);
}
if (IsTradeAllowed())
{
Print ("Trade context is now free!");
return(0);
}
Sleep (100);
}
}
else
{
Print ("Trade context is free!");
return(1);
}
}
*/
//-----------------------------------------------
int TradeIsBusy (int MaxWaitingSec = 30)
{
if (IsTesting()) return(1);
int Err = 0, StartWaitingTime = GetTickCount();
while (true)
{
if (IsStopped())
{
Print ("EA was terminated!");
return(-1);
}
if (GetTickCount() - StartWaitingTime > MaxWaitingSec * 1000)
{
Print ("Waiting time (" + MaxWaitingSec + " sec) exceeded!");
if (Alerts) Alert (Symbol() + " EA waiting time exceeded!");
return(-2);
}
if (GlobalVariableCheck ("TradeIsBusy"))
break;
else
{
Err = GetLastError();
if (Err != 0)
{
Print ("TradeIsBusy - GlobalVariableCheck - Error # ", Err);
Sleep (100);
continue;
}
}
if (GlobalVariableSet ("TradeIsBusy", 1.0) > 0) return(1);
else
{
Err = GetLastError();
if (Err != 0)
{
Print ("TradeIsBusy - GlobalVariableSet - Error # ", Err);
Sleep(100);
continue;
}
}
}
while (true)
{
if (IsStopped())
{
Print ("EA was terminated!");
return(-1);
}
if (GetTickCount() - StartWaitingTime > MaxWaitingSec * 1000)
{
Print ("Waiting time (" + MaxWaitingSec + " sec) exceeded!");
if (Alerts) Alert (Symbol() + " waiting time exceeded!");
return (-2);
}
if (GlobalVariableSetOnCondition ("TradeIsBusy", 1.0, 0.0 )) return (1);
else
{
Err = GetLastError();
if (Err != 0)
{
Print ("TradeIsBusy - GlobalVariableSetOnCondition - Error # ", Err);
continue;
}
}
if (Alerts) Alert (Symbol() + " - waiting another EA to finish trading...");
Sleep (1000);
}
}
//--------------------------------
void TradeIsNotBusy()
{
int Err;
if (IsTesting())
{
return(0);
}
while (true)
{
if (IsStopped())
{
Print (Symbol() + " EA was terminated!" );
return(-1);
}
if (GlobalVariableSet ("TradeIsBusy", 0.0) > 0) return(1);
else
{
Err = GetLastError();
if (Err != 0)
Print ("TradeIsNotBusy - GlobalVariableSet - Error # ", Err);
}
Sleep (100);
}
}
//-----------------------------------------------------------------------------------------------

I will try without IsTradeAllowed function.

Thanks anyway,

Have fun,

Simon

#9
Dec 6, 2010 12:12pm Dec 6, 2010 12:12pm

Chistabo
Joined Apr 2009 | Status: Trader | 191 Posts

Hi!

Please somebody tells me how do you prevent EA trading on same Bar when MT4 or EA is restarted?

Presently I am using this function but it seems not working correctly:

Inserted Code

...
datetime          CheckAlertTime, TradedThisBar;
...
init()
...
   if (!GlobalVariableCheck ("TradedThisBar_" + Symbol())) GlobalVariableSet ("TradedThisBar_" + Symbol(), 1); // this would always set TradedThisBar to TRUE at MT4 or EA start???
...
start()
...
         if (TradedThisBar == iTime (NULL, OncePerBarTF, 0))
            {
            GlobalVariableSet ("TradedThisBar_" + Symbol(), 1);
            Print ("GV TradedThisBar BUY -> TRUE (1), iTime = " + TimeToStr (iTime (NULL, OncePerBarTF, 0)) + " at " + TimeToStr (TimeCurrent(), TIME_DATE | TIME_MINUTES));
            return(0);
            }
         else TradedThisBar = iTime (NULL, OncePerBarTF, 0);
            {
            GlobalVariableSet ("TradedThisBar_" + Symbol(), 0);
            Print ("GV TradedThisBar BUY -> FALSE (0), iTime = " + TimeToStr (iTime (NULL, OncePerBarTF, 0)) + " at " + TimeToStr (TimeCurrent(), TIME_DATE | TIME_MINUTES));
            }
...
         if (GlobalVariableGet ("TradedThisBar_" + Symbol()) == 0)
            {
            RefreshRates();
            buy (Lots, BuySL, 0, magic, " 7Chi BUY " + Symbol());
            Print ("BUY order opened " + Symbol() + " because GV TradedThisBar = 0!");
            }
...

Thanks for the help,

Have fun,

Simon

#10
Last Post: Dec 9, 2010 8:05am Dec 9, 2010 8:05am

Chistabo
Joined Apr 2009 | Status: Trader | 191 Posts

Hello!

If somebody would be interested, this Code works just fine:
- at top

Inserted Code

...
datetime          TradedThisBar = 0; // this works
...

- init() function

Inserted Code

...
   if (!GlobalVariableCheck ("TradedThisBar_" + Symbol())) GlobalVariableSet ("TradedThisBar_" + Symbol(), TradedThisBar);  // TDB
...

- start() function

Inserted Code

...
      if (!SignalsOnly)
         {
         if (GlobalVariableGet ("TradedThisBar_" + Symbol()) == iTime (NULL, OncePerBarTF, 0)) return(0);
         else TradedThisBar = iTime (NULL, OncePerBarTF, 0);
            {
            GlobalVariableSet ("TradedThisBar_" + Symbol(), TradedThisBar);
            Print ("GV TradedThisBar BUY -> FALSE, iTime = " + TimeToStr (iTime (NULL, OncePerBarTF, 0)) + " at " + TimeToStr (TimeCurrent(), TIME_DATE | TIME_MINUTES));
            }
         if (MoneyManagement) Lots = NormalizeDouble ((AccountFreeMargin() * Risk / 100 / ((Ask - BuySL) / Point / TickValue)), 2);
         if (Lots < MarketInfo (Symbol(), MODE_MINLOT)) Lots = MarketInfo (Symbol(), MODE_MINLOT);
         else Lots = Lots;
//----- CHECK FREE MARGIN --------------------------------------------------------------------------------------------
         if (AccountFreeMargin() < (1000 * Lots))
            {
            Print ("We have no money. Free Margin = ", AccountFreeMargin());
            return(0);
            }
         RefreshRates();
         buy (Lots, BuySL, 0, magic, name + " BUY " + Symbol());
         Print ("BUY order opened " + Symbol() + "!");
         return(0);
         }
...

Have fun,

Simon

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