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Steve Hopwood's programming room... Share your hints and tips here

  • #1
  • First Post: Edited Oct 26, 2012 5:25pm Jan 17, 2010 6:09pm | Edited Oct 26, 2012 5:25pm
IMPORTANT NOTE
Forget the rest of this thread, anyone happening across it. Instead visit
http://www.stevehopwoodforex.com/php....php?f=15&t=79
to find out how to really tighten up your code. If all you are used to is the rubbish that goes on here, you will be blown away by the quality of what is happening in my forum.

_________________________________________________________________________________________
I have opened this thread in response to awk's offer at
http://www.forexfactory.com/showpost...postcount=4629.

Everyone else, feel free to pile in with info or requests for programming help. I don't guarantee to answer much myself as I am busy coding robots, but hopefully others will help. All traders should learn to code mql4.

For myself, over to you awk. Thanks for the offer of help.

  • #2
  • Jan 17, 2010 7:05pm Jan 17, 2010 7:05pm
Hi All, I am newbie to EA coding.
If anyone could kindly help me how to code exit based on RSI(14) crosses over MAofRSI(7) in 1H time period.
  • #3
  • Jan 17, 2010 8:55pm Jan 17, 2010 8:55pm
Quoting awk
from 1 of Steve's other threads:
"Well I am a professional software developer, so I can clearly see the copy pastes and other stuff in your code. I think that by using reusable code etc. we can eliminate lots and lots of errors. Anyways, do you want my comments to go all in here, or should we start a new "Steve's programming room" thread somewhere else?"
Hi awk,
As a really low grade cut-n-paster, I would appreciate some guidelines in how this reusable code is meant to look like. I have tried to think the logic through in terms of using functions and calling them to do the job I want done. But sometime it just ends up a long trail of if()s & setting of variables.
Any chance of picking out just 1 function & showing an example of whats better than something else & why? And what type of lines or layout set us up for doing it rough/bad.

Suspect lots of it is the thought process I go through before hitting the Ctrl C & V to throw something together.

cheers scalpz
Target 2 : Stoploss in the green
  • #4
  • Jan 18, 2010 12:26am Jan 18, 2010 12:26am
Alright guys. First of all I am fairly new to mq4 language, so this will be educating for me also. Also English is not my mother's tongue, so please excuse any mistakes I make.

Alright onto some hints:
Copy+paste is generally always wrong. The mq4 language has pretty good support for libraries and includes so there is no reason not to use it. Also please note, that the more files your EA has, the better (generally, I have never seen anybody overdo this).

There are several so called code metrics, but two most important we should always check for are:

Cyclomatic complexity of a function e.g. number of ways that the flow of the program can go when executing a function. If the are no if's and for's in the function, the complexity is 1, if there is one IF, the complexity is 2. If there are several if's the complexity depends on whether they are nested etc. Generally we should keep this number below 7.

Function length or Source lines of code. This is a simple one to explain but difficult to keep. It just means that the function shouldn't be very long (number of actual lines of code excluding commentary should be below 20 lines).

Alright guys, that's it for now, will post some more today (my TZ is GMT+1). Please post more of your questions, I'll try to answer as many of them as possible.
  • #5
  • Edited 3:23am Jan 18, 2010 2:44am | Edited 3:23am
Quoting scalpz
Hi awk,
As a really low grade cut-n-paster, I would appreciate some guidelines in how this reusable code is meant to look like. I have tried to think the logic through in terms of using functions and calling them to do the job I want done. But sometime it just ends up a long trail of if()s & setting of variables.
Any chance of picking out just 1 function & showing an example of whats better than something else & why? And what type of lines or layout set us up for doing it rough/bad.

Suspect lots of it is the thought process I go through before...
Thanks for the idea of a programming room.

Here are some links to a mate of mine who is a pro programmer, covering using a framework & reusable code for a complex indi.

Enjoy

http://www.forexfactory.com/showpost...&postcount=136

http://www.forexfactory.com/showpost...&postcount=219

http://www.forexfactory.com/showpost...&postcount=220

http://www.forexfactory.com/showpost...&postcount=228

http://www.forexfactory.com/showpost...&postcount=263

http://www.forexfactory.com/showpost...&postcount=271

http://www.forexfactory.com/showpost...&postcount=273
  • #6
  • Jan 18, 2010 3:15am Jan 18, 2010 3:15am
Quoting scalpz
Hi awk,
As a really low grade cut-n-paster, I would appreciate some guidelines in how this reusable code is meant to look like. I have tried to think the logic through in terms of using functions and calling them to do the job I want done. But sometime it just ends up a long trail of if()s & setting of variables.
Any chance of picking out just 1 function & showing an example of whats better than something else & why? And what type of lines or layout set us up for doing it rough/bad.
This is an interesting question, so I would like to answer as best as I can.
The mql4 language supports two types of reusability in code.

First one is library. This is similar to an EA, but it doesn't have all the standard functions such as start(), init() etc. It is just a bunch of functions residing in a file.

Second is so called header file .mqh. This should be used as a simple include e.g. when you include a header file, it is the same as cut and paste.

These features can be used together by defining functions in libraries and declaring them in headers, or using only headers (as includes).

Perfect example would be Steve's sendOrder() function. This is used by many of his EA's and as far as I can tell, it is copy pasted all over.

So we simple take all the extern variables, that are needed by sendOrder() and also the sendOrder() itself and cut+paste it into new file say sendOrder.mqh. We create this file in expertsincludes directory.

In the EA, we then simply write #include <sendTrade.mqh> and voila, we get the same functionality but split in two different files. So instead copy+pasting of the sendOrder() function (which is many lines), we only "copy+paste" single line, the include.

Hopefully I explained this concept in an easy to comprehend way.
  • #7
  • Edited 4:31am Jan 18, 2010 4:09am | Edited 4:31am
Quoting SteveHopwood
All traders should learn to code mql4...
Good intentions here but may I strongly suggest that traders first learn how to trade properly before entering the programming world - and for most people this means trading manually and profitably for at least 12 months before even thinking about automation. "But programming can help refine systems more quickly and efficiently than if were done manually," I hear everyone screaming. WRONG!!

Don't get me wrong - I think there is a place for automation - but only for traders who have established themselves as CONSISTENTLY profitable for some time, and who are looking for greater efficiency within an already proven trading methodology.. For the vast majority of traders (ok, not absolutely 100%) going down the automation path is to go down the path of endless system hopping, associated with ongoing losses, frustration and ultimately trading failure, because the golden system can never be found - "holy grails" do not lie in EA's - they never have, and they never will.

No doubt this posting will cause dischord within the ranks of our expert programmers (yes there are exceptions to every situation), and I don't intend to enter into any discussions that may otherwise interrupt the good intentions of someone else's thread, but this posting just serves as a reality check for anyone thinking who thinks "programming" or EA's will help to make them a profitable retail trader when their problems most often lie in a flawed or incomplete trading methodology, that can only be resolved through long, hard, and difficult work, and acquiring a knowledge of the market that is too often blinded by the myths of automation.
  • #8
  • Jan 18, 2010 4:15am Jan 18, 2010 4:15am
Quoting Hedginghog
No doubt this posting will cause my dischord within the ranks of our expert programmers (yes there are exceptions to every situation), and I don't intend to enter into any discussions that may otherwise interrupt the good intentions of someone else's thread, but this posting just serves as a reality check for anyone thinking who thinks "programming" or EA's will help to make them a profitable retail trader when their problems most often lie in a flawed or incomplete trading methodology, that can only be resolved through long, hard, and difficult...
Well I don't agree. This is a community work. A community works means, that everybody brings something. There are great trading minds with know-how here (e.g. scooby) and there are good and willing programmers (e.g. Steve). And I think that teamwork can create good results. Of course if somebody was to create an EA on his own, he would have to study forex for at least one year and also programming for at least one year. But this way we can specialize, so I see nothing wrong with it.

Also this thread is about improving programming techniques of EA's. That has nothing to do with who programs the EA and what knowledge of forex does he have.
  • #9
  • Edited 4:50am Jan 18, 2010 4:28am | Edited 4:50am
Quoting awk
Well I don't agree. This is a community work. A community works means, that everybody brings something. There are great trading minds with know-how here (e.g. scooby) and there are good and willing programmers (e.g. Steve). And I think that teamwork can create good results. Of course if somebody was to create an EA on his own, he would have to study forex for at least one year and also programming for at least one year. But this way we can specialize, so I see nothing wrong with it.

Also this thread is about improving programming techniques of...
Hi Awk - so how many of the collaborative efforts that we have seen posted on this website between great trading minds and great programmers have resulted in EA's that have assisted traders to produce consistent profits, over say, a 12 month period? A quick scan fails to reveal one single thread, from where I am sittting.

You are right - team work is great and specialization and expertise is commendable, but I am just trying to point out to the "newbie" crowd, likely to be searching threads like this for the "golden answer" to their problems, that automation can sometimes be a terrible trap for would-be retail traders, who would better spend their time properly educating themselves about the markets, than learning how to code a system - my own experiences and that of EVERY other CONSISTENTLY proftable retail trader that I know of, support this perspective. Successful trading comes from a combination of have a defined "edge" in a methodology (sometimes, not always, some parts of this can be programmed), but also the trading competencies that come from learning, hard work, experience, success and failure: here we are talking about things like patience, discipline, flexibility, adapability, and the list goes on - and these competencies and attributes can NEVER be coded. period.

That's all. Anyway - no more replies here from me - I have made my point, and hopefully at least someone will benefit from the friendly advice.

I'll now leave this thread alone so that it can hopefully achieve its objectives..

All the best - Cheers.
  • #10
  • Jan 18, 2010 5:09am Jan 18, 2010 5:09am
Another thing I see in many of the EA's and that I think is not correct is the usage of static variables, or variables defined outside of functions. You should generally limit usage of those.

For example function void DoesTradeExist() should not be void. It will be better if it was bool, so it will directly return whether the trade exists or not. Don't be afraid of functions with long signatures (== many parameters). It's always better to know, that this value came as a argument, rather than knowing, that it is global and therefore any function in the module could have modified it.
  • #11
  • Jan 18, 2010 5:16am Jan 18, 2010 5:16am
Quoting awk
Hopefully I explained this concept in an easy to comprehend way.
Yes, you have and most helpful it is. Don't be offended when you do not see me acting on this advice immediately. I need to experiment with incorporating code into libraries - something I have never done before.

Thanks for taking the trouble to post. This advice will save me a lot of time in the future.

  • #12
  • Jan 18, 2010 5:27am Jan 18, 2010 5:27am
Quoting SteveHopwood
Yes, you have and most helpful it is. Don't be offended when you do not see me acting on this advice immediately. I need to experiment with incorporating code into libraries - something I have never done before.
Steve> Have you ever thought of moving your code to some online repository, so that more people will be able to participate? Because now even if i submit a fix in the forum, you still have to reintegrate it etc etc. Using online version control system, we can overcome this problem, what do you think?
  • #13
  • Jan 18, 2010 1:44pm Jan 18, 2010 1:44pm
Quoting macman
Thanks for the idea of a programming room.

Here are some links to a mate of mine who is a pro programmer, covering using a framework & reusable code for a complex indi...
Thanks for those awesome links macman.
I had heard of this near mythicle character - stratman, sent to the far off reaches for penance or to contemplate the meaning of life.

Lot of heavy hitting FF vouchers put their hands up for him (including yourself, Sir Ron & Mr smj) & his work shows quality & class.
Got his thread subscribed now & reading up on his style. Very nice.

Thanks again.
cheers scalpz
Target 2 : Stoploss in the green
  • #14
  • Jan 18, 2010 1:51pm Jan 18, 2010 1:51pm
Quoting awk
...
Hopefully I explained this concept in an easy to comprehend way.
Thanks awk, right on target.
More looking & learning to be done for me on library files, mqh's & the #include.

cheers scalz
Target 2 : Stoploss in the green
  • #15
  • Jan 18, 2010 3:03pm Jan 18, 2010 3:03pm
Quoting scalpz
Thanks awk, right on target.
More looking & learning to be done for me on library files, mqh's & the #include.

cheers scalz
Don't think about libraries just yet. No need for it (it is used to protect files from sourcecode sharing etc.) Includes should cover all our needs so far.

Steve> you considered what I said about online repository?
  • #16
  • Edited 5:05am Jan 19, 2010 3:57am | Edited 5:05am
Yesterday I was talking about functions and their return values. Remember, that it is always best not to set the program-wide variables, all variables should be local and passed around the functions as arguments and return values.

In mql4 there are no compound types (structs) so a function can really just return single value, or an array of the same types.

Using arrays can help us in a simple way.
Classic example&gt; If the function counts RSI's for three different periods, the function should return array of doubles with size 3. Indices to this array should be named constants. So instead of using:

Inserted Code
array[0] = blah;
array[1] = foo;
use

Inserted Code
array[TF1] = blah;
array[TF2] = foo;
// the TF1 and TF2 are named constants, defined at the top of the file as follows: 
#define TF1 0
#define TF2 1
There is another way for a function to return multiple values and that is passing the arguments by reference. This will make your program brake...
No seriously, it should be use only when you are 100% sure, that there is no other way to code the function (in 99.999% cases, there is). Choosing between using program-wide variables and passing by reference is usually a matter of semantics. E.g. variable tradeSuspended can probably be program-wide, since it matters for the whole EA.

Come on people, keep those questions coming, I am in a mood for solving your (coding) problems.
  • #17
  • Jan 19, 2010 4:50am Jan 19, 2010 4:50am
A little bit of info for you awk, so you don't cause confusion when new coders meet mql4 Global Variables for the first time. There is a different terminology.

In mql4, Global Variables are stored in the platform's folders. They are accessed by function calls such as GlobalVariableSet(), GlobalVariableCheck() etc. They are stored for a month and then deleted if unused. You can check if you have any by pressing the F3 key. They are mostly used to allow ea's to pick up after a platform/system crash or broker disconnect. If you are using FFCal, you will have a global set. Some of my robots use them.

What you describe as global variables are usually described in mql4 as program-wide variables.

If you want to do a quick edit of your last post, awk, I will delete this one so it doesn't look as though I am criticizing or contradicting you.

Cheers.

  • #18
  • Jan 19, 2010 5:03am Jan 19, 2010 5:03am
Steve: I am aware of this schism, but check out official documentation
http://docs.mql4.com/basis/variables/global

This is clearly what I was referring to.
  • #19
  • Jan 19, 2010 5:37am Jan 19, 2010 5:37am
Quoting awk
Steve: I am aware of this schism, but check out official documentation
http://docs.mql4.com/basis/variables/global

This is clearly what I was referring to.
Ok. The confusion will happen when newbie programmer and global variables meet Global Variables. Good luck with that one.

  • #20
  • Jan 19, 2010 5:47am Jan 19, 2010 5:47am
Quoting SteveHopwood
Ok. The confusion will happen when newbie programmer and global variables meet Global Variables. Good luck with that one.
Looking forward to it? Do my hints have any value to you Steve? I am constantly trying to improve in terms of comprehensibility and clarity.

Anyway another hot and easy and cool tip:
Have a naming standard for your variables. I would advise this:
Parameters and local variables: starting with small letter, camelcase, so like this myVariable.
So called program-wide variables (including externs) start with underscore and small letter, camelcase. For example _userInput.

Constants are not really variables in MQL4, since they are evaluated precompile time by preprocessor, but none the less, the naming standard> all capital with underscore word separation, e.g.: IMPORTANT_CONSTANT
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