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Problem with coding

  • #1
  • First Post: Edited Mar 5, 2010 6:04am Jan 25, 2010 7:52am | Edited Mar 5, 2010 6:04am
Hi Traders,

Good day,

I have a problem with coding my EA. It is based on this equation:




You can notice from the picture above that the EA is skipping some positions and I have no idea why.

The idea is simple, I want the EA to compare the high for yesterday and the day before i.e. High[1] and High[2] and the low as well i.e. Low[1] and Low[2]


Then use this condition below to place positions i.e. SellStop and BuyStop on Yesterday's high and low.


If the condition is not met, the EA should return to zero.

there is something weird about this equation, when I used this equation below, it doesn't work and no positions are placed.


[/php]Does any pro coder here know how to solve this problem, please?

I guess it is a matter of re-counting bars or when new bar show up there is some sort of recounting bars or something like this.

Please kindly let me know whenever it is possible.

Best wishes,

Scarface9
  • #2
  • Jan 25, 2010 7:04pm Jan 25, 2010 7:04pm
Hi guys,

Good day,

I'm wondering no one knows how to solve this problem. I mentioned it is something related to new bar identification function.

PHP Code
static datetime Time.newBar;

bool newBar = ( Time.newBar < Time[0]);

if (newBar) { Time.newBar = Time[0];
It should be something like what I wrote above. However, where and how should I adjust that?

Please let me hear your opinions.

Best wishes,
  • #3
  • Edited Jan 26, 2010 12:17pm Jan 25, 2010 11:47pm | Edited Jan 26, 2010 12:17pm
hey scarface..... very often when using stop orders with a prior high or low for entrys, the current price will be too close to the proposed entry price to allow the order..... at least in the backtester.....

odds are that's why some orders are missing..... you can use a pips offset from the high or low to give a little 'spread' cushion.....

if you only have 1 open order per type at a time, simply counting them alleviates the need for the new bar code.....

if you expect to have multiple orders from different bars, counting is less effective..... in that case new bar or time can be used......

look at the code in ea below..... examples of the above points are used..... holler back if still unclear.....h
to trade and code, keep both simple... no call to impress....h
  • #4
  • Jan 26, 2010 7:02am Jan 26, 2010 7:02am
Quoting hayseed
hey scarface..... very often when using stop orders with a prior high or low for entrys, the current price will be too close to the proposed entry price to allow the order..... at least in the backtester.....

odds are that's why some orders are missing..... you can use a pips offset from the high or low to give a little 'spread' cushion.....

if you only have 1 open order per type at a time, simply counting them alleviates the need for the new bar code.....

if you expect to have multiple orders from different bars, counting is less effective........
Hi hayseed.

Thanks a lot for your great assistance and helping me out as well in making new EA based on what I want.

I have quick question please, why does the EA you post here open only few positions on Daily TF leaving few bars behind without placing positions?

I checked whether on EU pair if there is enough distance between the low of the previous bar and the opening of new bar ( current bar) and I found that there is actually enough pips ranging from 20 to 100 pips.

I still don't get it why my EA is not working.

I will check again applying the same method you are using.

Thanks again.

Best wishes,
  • #5
  • Jan 26, 2010 7:57am Jan 26, 2010 7:57am
hey scarface..... didn't really know what you wanted, just guessed that it was meant to trade an inside bar from the litte bit of code.... so there might be some errors in construction, like an anthropologist building a dinosaur from a couple bones.......


it might be passing on the signals due to a prior buystop/sellstop order still being open and of course the expirationhours would need to 24 or greater on the daily chart.....

if that's the case, to allow more open orders at a time you can remove the OrderCount() part...... but it might be far safer to leave it and have a maxorders......

it might also be wise to also count the active buys and sells themselves......

most every sunday will quailfy as an inside bar..... was there a specific day in mind where the order was missed, we can check.......h



Inserted Code
 
   if (high1<high2 && low1>low2)
   {
      if(CountOrders(OP_BUYSTOP) < maxorders && CountOrders(OP_BUY) < maxorders)  {BuyOrdOpen();}
      if(CountOrders(OP_SELLSTOP)< maxorders && CountOrders(OP_SELL)< maxorders)  {SellOrdOpen();}
   }
to trade and code, keep both simple... no call to impress....h
  • #6
  • Jan 26, 2010 9:29am Jan 26, 2010 9:29am
Quoting hayseed
hey scarface..... didn't really know what you wanted, just guessed that it was meant to trade an inside bar from the litte bit of code.... so there might be some errors in construction, like an anthropologist building a dinosaur from a couple bones.......


it might be passing on the signals due to a prior buystop/sellstop order still being open and of course the expirationhours would need to 24 or greater on the daily chart.....

if that's the case, to allow more open orders at a time you can remove the OrderCount() part...... but it might be...

Hi hayseed.

I'm glad you are here again. That was kind of you to come by and help me out.

Ok, there is one thing I would like to ask for please. I want the orders to be closed by the end of the day since I'm using this strategy on daily TF.

your EA is great, but still can't understand why it doesn't open buy and sell pending orders on each bar...

Please let me know if that works with you.

Thanks in advance.

Best wishes,
  • #7
  • Jan 26, 2010 12:28pm Jan 26, 2010 12:28pm
hey scarface.... by why it doesn't open buy and sell pending orders on each bar, i'm guessing you mean every bar that meets your conditions and not every single bar.....

inside bars , except for sunday, are quite rare on the daily timeframe..... so don't expect many..... it's easy to count the number of inside bars, or any such situation.....

i've removed the ea above to edit for the close at day end.....h
to trade and code, keep both simple... no call to impress....h
  • #8
  • Last Post: Jan 26, 2010 8:52pm Jan 26, 2010 8:52pm
Quoting hayseed
hey scarface.... by why it doesn't open buy and sell pending orders on each bar, i'm guessing you mean every bar that meets your conditions and not every single bar.....

inside bars , except for sunday, are quite rare on the daily timeframe..... so don't expect many..... it's easy to count the number of inside bars, or any such situation.....
I want to ignore Saturday and Sunday since I consider only 5 trading days.
i've removed the ea above to edit for the close at day end.....h
Hi hayseed.

Thanks and many thanks for your great assistance.

I tried to use my EA without any condition and surprisingly it catches every bar on daily Time Frame.

Look here, this is a picture of what the EA performance should be when deleting the condition:

http://img715.imageshack.us/img715/1715/clipboard02.gif

The performance supposedly should be taking place at each daily bar since there is enough pips difference between Low[1] & Open[0] and High[1] & Open[0].

Now, here is an example of what first chance for the EA to place pending positions.

http://img204.imageshack.us/img204/8...ipboard03m.gif

And also this is another example of the 2nd chance for the EA to place pending positions.

http://img715.imageshack.us/img715/9250/clipboard04.gif

I believe that there is a way or method to make EA recount bars from time to time to check this condition and based on it placing positions can be occurred.

I hope what I explain is clear enough.

Thanks again for your effort.

Best wishes and Regards.

Scarface9
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