Indicators development for T101's not very simple method

charvo, you are exactly right. You and Don are both smart guys...I'm sure you will figure out a solution to the issue you are having.

Sure, testing and debugging code is painful at times. But, the knowledge you gain from writing, testing, and debugging your own code is immeasurable.

I've modified T101_CloseAll() as per the following:


case OP_BUY:
CloseOrder = OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red);
OpenOrders = OpenOrders - 1;
break;
case OP_SELL:
CloseOrder = OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red);
OpenOrders = OpenOrders - 1;
break;


I'm testing now.
Will let you know if fixes the hanging problem.

Thank you everyone for the replies.

1. I do know that when the CloseAll() is run in a script, I can never delete it from the chart without switching timeframes and then it will remove. So culprit could be in this area.

2. I am looking at the code, and still cannot see where I've went wrong, so am trying to figure it out. I will most likely not post code again unless I can find the problem and fix it and confirm it's fixed with at least some preliminary testing (opening and closing at least a couple orders).

3. If you know of these coders, please do contact them and ask for help. They give, they also get (since the finished work will be awesome I can assure you). I just ask that if they take, they also give, since this is not meant to be a "pick it up, fix it, and keep it to myself" project.

4. If we get an opposing entry signal, the EA is supposed to close all trades with same magicnumber and open trades in new signal's direction.

Regards to all,

Don

Aristarchus,

This may be the whole problem, or just part of it. If you know how to fix it, please do fix it and upload a new version of EA for testing.

I know I have a while statement first in the StrategyEntryRules() (so I check if trade is in SellAll, then if all BuyConditions are true, while there are open orders, the CloseAll() is run. Then if no orders open, trade is set to None, and if trade is None and buy conditions are true, then a BuyAll happens. The same type of thing is done with SellAll):

if(Trade == "SellAll" && BuyCondition1 == True && BuyCondition2 == True && BuyCondition3 == True && BuyCondition4 == True) {
while(TotalOrders > 0) {
T101_CloseAll();
}
if(TotalOrders == 0) {
Trade = "None";
}
}
if(Trade == "None" && BuyCondition1 == True && BuyCondition2 == True && BuyCondition3 == True && BuyCondition4 == True) {
if(AlertOn == True && BuyAlertDone == False) {
Alert("T101 KosLineUp - BUYALL");
if (SignalMail) SendMail("T101 KosLineUp - BUYALL","T101 LineUp - BUYALL");
BuyAlertDone = True;
}
T101_BuyAll();
}

if(Trade == "BuyAll" && SellCondition1 == True && SellCondition2 == True && SellCondition3 == True && SellCondition4 == True) {
while(TotalOrders > 0) {
T101_CloseAll();
}
if(TotalOrders == 0) {
Trade = "None";
}
}
if(Trade == "None" && SellCondition1 == True && SellCondition2 == True && SellCondition3 == True && SellCondition4 == True) {
if(AlertOn == True && SellAlertDone == False) {
Alert("T101 KosLineUp - SELLALL","T101 LineUp - SELLALL");
if (SignalMail) SendMail("T101 KosLineUp - SELLALL","T101 LineUp - SELLALL");
SellAlertDone = True;
}
T101_SellAll();
}


So maybe I have a problem at both places? Or maybe I shouldn't have used while in CloseAll()?


Also, here is the code snippet that should make TotalOrders to use magic number like charvo recommended (which does sound like it needs changed to be like this):
TotalOrders = 0;
for(int cnt=0;cnt<TotalOrders;cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == Magicnumber) {
TotalOrders = TotalOrders+1;
}
}

... instead of this:
TotalOrders = OrdersTotal();

Thank you.

Regards,

Don

Aristarchus,

I admittedly didn't even use custom functions before I came up with MarginRequirement, which led me to use custom function for the first time (and when I say custom function, I'm talking about one that is outside of start). There has been confusion by me as to when to return a value or not. I used to have all variables locally defined and comments also in start (basically everything in init, deinit, or start). But now with Comments not in start and me wanting to "clean up" the code, I just have moved about everything out of start except for calling custom functions (with definitions outside of start). I thought finimej got it through my thick skull about returning when using custom functions, but I guess I've still not gotten it correct. I figured the way I do it with global variables and not local ones, then those values get "returned" even if not specified by a type (setting a type to the custom function also is a problem with me obviously).

I would be glad to be corrected as to what I'm doing wrong, so that I may be able to fix it. As it stands now, the best EA I have done on T101 looks to be the last one I uploaded to this forum. Any attempts to improve it by myself have only led to worse results at this point.

Regards,

Don

Hi Don,

I think you are correct .

Since TotalOrders is set at the top of the Start() function the following while loop will never exit unless T101_CloseAll() decrements TotalOrders as it closes trades.

while(TotalOrders > 0) {
T101_CloseAll();
}

I've attached a new version for the community to test since it's taking a long time for my tests to exercise these bits of code.

I don't want to hijack your great work - all I've modified is the T101_CloseAll() function as per the following few lines which decrement TotalOrders and OpenOrders as trades are closed.

case OP_BUY:
CloseOrder = OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red);
OpenOrders = OpenOrders - 1;
TotalOrders = TotalOrders - 1;
break;
case OP_SELL:
CloseOrder = OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red);
OpenOrders = OpenOrders - 1;
TotalOrders = TotalOrders - 1;
break;

I haven't added the magic number bits as suggested by Charvo. But these should be added if this is going to be run alongside other trades. [Sorry I would have added it but it's 3.00 am here and I have to get up in 4 hours to go to work - but perhaps not for much longer if this EA works as we all hope ) ]

Regards, Ari

Hi Don,

My "Return" comments seem to have been a furphy since it didn't fix anything. I guess I just always "return" functions but it doesn't seem to be critical in mq4.

I added them anyway in the code I just uploaded just in case it makes a difference.

Regards, Ari

Aristarchus,

since charvo said we needed to use magicnumber for TotalOrders, since the same code OrdersTotal() is in CloseAll(), wouldn't it need changed to use magicnumber also, so not using OrdersTotal()?

Edit: I see what you've done. It makes sense. Everyone, just test this out as only EA on your demo. If this works opening and closing buyalls and sellalls (opening as well as closing trades, and then when new signal is given opening more trades), then the magicnumber stuff can be added later.

Regards,

Don

Aristarchus,

OK, the EA did a BuyAll on IBFX. Got stopped out by profit-lock at $5 (50 pips).

Then the EA opened another BuyAll (good sign )
But then the EA closed those trades right away, supposedly by profit-locking too. (although locked profit seemed "locked" at $5, all trades opened after the first set were in the negative more than $5, so no profit, although profit-lock never changed from $5). It seems that before anything else could happen (even profit-locking being reset), that more trades just get put on because all conditions still are in alignment. But after the trades are open, the EA sees profit has been locked ($5 even though that was old trade profit-lock) and sees that profit is below that, so closes the trades.

It just keeps opening and closing trades again and again now, with them staying open maybe a second or two.

I'll see if there is anything I can figure out, but wanted to give exactly what I was seeing, in case it might trigger something in your coding memory.

Note: Weird. I even turned Expert Advisors off and in a couple seconds still got another BuyAll put on. Put it like this: I get a closeall alert, decompress the expert advisors button in MT4, all trades are closed, and then all trades are opened again - without EA being turned on!? To me, this would lead me to believe that the expert is closing and putting on trades in the same tick, opening them after closing them. Because the next tick coming in, the expert advisor is already turned off. Must look at that code I posted where I also used while loop a couple times at bottom of StrategyEntryRules(). Remember the code I posted (I think) today that showed if Trade is Sellall and buy conditions met, while TotalOrders are > 0, CloseAll(), and then another if statement saying if Trade is None and buy conditions met, to BuyAll() ? I did that for Sells too. So I have 4 if statements. I think I need to remove while statements in these if statements, and also instead of making 4 if statements, make 2 if/else statements. This would make the EA not open order on same tick after closing orders I think. I'm gonna try it out.

Here's the new code snippet that replaces the code I posted earlier:
if(Trade == "SellAll" && BuyCondition1 == True && BuyCondition2 == True && BuyCondition3 == True && BuyCondition4 == True) {
T101_CloseAll();
} else if(Trade == "None" && BuyCondition1 == True && BuyCondition2 == True && BuyCondition3 == True && BuyCondition4 == True) {
if(AlertOn == True && BuyAlertDone == False) {
Alert("T101 KosLineUp - BUYALL");
if (SignalMail) SendMail("T101 KosLineUp - BUYALL","T101 LineUp - BUYALL");
BuyAlertDone = True;
}
T101_BuyAll();
}

if(Trade == "BuyAll" && SellCondition1 == True && SellCondition2 == True && SellCondition3 == True && SellCondition4 == True) {
T101_CloseAll();
} else if(Trade == "None" && SellCondition1 == True && SellCondition2 == True && SellCondition3 == True && SellCondition4 == True) {
if(AlertOn == True && SellAlertDone == False) {
Alert("T101 KosLineUp - SELLALL","T101 LineUp - SELLALL");
if (SignalMail) SendMail("T101 KosLineUp - SELLALL","T101 LineUp - SELLALL");
SellAlertDone = True;
}
T101_SellAll();
}

... then while loop is only in CloseAll(), and the TotalOrders-1 and OpenOrders-1 code looks to have fixed the hanging issue with closing. Thank you! So with the above change to StrategyEntryRules() custom function (replacing the old code with above code), I am going to leave this testing overnight on Demo to see what happens.

Actually, I can't say whether the change I made has helped or not, all I can say is that this is the first time I've wanted a loss, so that I can test this EA what it does after a loss, but it just keeps gaining LOL. Up around 326 pips with 210 ($21) locked. The EA needs to be tested with and without the above change I guess.

Regards,

Don

I have not visited this thread in a while because some of the original coders of this method kept making changes to their versions after I posted my versions to automatically use correct pairs, correctly use 5 digit pricing, etc. Ther was no real teamwork and I got tired of making the same changes over and over again.

The fist problem I see is that the trades are closed from 0 to total when it needs to be the reverse for faster processing. This is because trade 0 is closed so trade 1 now becomes trade 0 and the loop will next try to close the new trade 1. By closing trades backword this problem goes away.

I currently have verson 06-07-10 and need to download the newest to make the correction. Should take no more than 5 minutes before my next post.

Robert Hill aka MrPip
MT4 programmer since 2005.

Here is the new version with my first changes.
I did notice a few other places that can be improved but will wait for that.
Robert aka MrPip

count me in for team work. i will be the waterboy. could also be the watergirl. but that would require some adjustments

Mr pip. i download the EA and have it on test now. as soon it will do something i let you know the results.

tnx

I did some code cleanup and removed the references to global values.
All checks for open orders are now done correctly where needed.

The original thread I follows was at a different forum.

Robert aka MrPip

aha, this is another expert that we desperately need.

i'm trying yours.

@ Don, the problem is not serious, just a bug on TotalOrders, i get my version corrected too, when i try to upload, i see MrPip's. so let's try MrPip's. His must be beyond mine.

edited: Mine trades while somehow MrPip's not, so i just put mine up too for your test. note that i set false for "usetftoconfirmtrend".

MrPip. (Robert),

Thank you so much for getting involved again.

Not only the processing being faster (which I didn't know about), but if I'm not mistaken, orders need to be closed in the order they were opened, correct (because of new rules)?

When you say OpenOrders - 1 because order numbers start at 0, I understand now why I've always had to take a bar away on weekly calculation.

Note: If using the following code to make sure the correct bar is being given for a certain time, like beginning of week, to make sure I'm getting the correct bar for beginning of week (this is mainly in indicator work, but is used in this EA for condition 4, timeframe trend to make sure we're going with the trend Kos would use on the timeframes he uses)...

OpenTime = iTime(NULL,PERIOD_W1,StartWeeksBack);//Let's say StartWeeksBack is 0, so time for beginning of this week
StartBar = iBarShift(NULL,0,OpenTime);//the bar associated with that time
StartBarTime = iTime(NULL,0,StartBar);//the time associated with that bar, as verification

... MT4 gives Friday's last bar's open time instead of this week's first bar, so I end up having to use:
StartBar = iBarShift(NULL,0,OpenTime)-1;//the bar associated with the OpenTime, with 1 bar taken away, which gives correct StartBarTime, which is later than OpenTime. I now make if statement that says "if StartBarTime is less than OpenTime, take away 1 bar from the calculation". I always use i-- instead of i++ in about everything I do.

Also, charvo, zznbrm, and Aristarchus were all right when they said it's probably only one line that was the problem. I was sitting here at home and it dawned on me: I used a while statement in CloseAll without using i-- (in this case TotalOrders--, or TotalOrders = TotalOrders -1, or probably even TotalOrders -= 1). Aristarchus fixed this problem by doing TotalOrders = TotalOrders - 1. But really, my MarginRequirement() function uses while without i-- and works perfectly it looks like, so I guess I didn't think about my mistake of not stepping back through the orders in a while statement by putting i-- at the end inside brackets, or could have instead used for(i=TotalOrders;i>=0;i--) (or is it: for(i=TotalOrders-1;i>=0;i--) ?), but I now realize my mistake, so that's cool to me.

I would just recommend as a small change to your version, in start(), changing TotalOrders = OrdersTotal(); to GetOrdersTotal(); (well, I would probably make TotalOrders a global variable (I have it as that I think already, so that we only have one TotalOrders variable to keep up with, and also I would merge CheckTradeType() with GetOrdersTotal() to shorten code). If it still didn't act right, I would make the change with code snippet from http://www.forexfactory.com/showpost...postcount=2253

Note: The only reason I calculate Lots is for manual traders and checking correctness of numbers using comments on chart. It wouldn't be necessary to do this every tick if on autopilot, but only during buying or selling, before sending the orders.

Regards,

Don

charvo,

Having "usetftoconfirmtrend" as user input really helps when trying to test sometimes, huh? I figured it might come in handy, that's why I made it a user input where most other things (other 3 conditions for entry) are hard-coded.

BTW, I thank you and everyone else for their input. I believe we have something special on our hands here, and giving was the key to unlock it. It took Kos giving, then me, then others, and now Robert has come back to the thread, I'm happy knowing everyone I want to have the EA is watching and should get it.

Now, I don't want to offend Robert, you, or anyone, but I must say that there are other things I've wanted to test, but until I got ONE good trading EA, I couldn't do them. But for now, I want to keep going until we get Kos' EA ready for live automated trading. Then after I have some money in the pockets, I will probably feel better and maybe, just maybe want to code more (like 5 strategies in the brain right now besides this one LOL)

Regards,

Don

One little issue I am having with the latest version modded by Robert:

Baskets are opening fine, profitlock is working fine, everything is resetting fine, however.
Every time profitlock closes the basket down, it keeps leaving audusd and usdchf open. I don't see any errors listed pertaining to this anywhere. I have to close them manually and then it fires off a new basket as it should when conditions are still present.
This is the third time in a row, so I think a bug is lurking somewhere.
Anyone else experiencing this?

Could be related to this:

zznbrm,

Is it that it should be:
for (int i = OpenOrders - 1; i >= 0; i--) // add an equal sign to > ?

...or is it that Robert looks to have maybe mistakenly commented out:
// OpenOrders = OpenOrders - 1;

... twice when it's being used?

Note: This is the problem I see with having multiple variables for the same thing, so why I use global variables.

Note: I have also found times when less or more than 14 pairs are being traded (sometimes one or more not opened once, or sometimes one or more are opened twice), and that's my code for that, so I wouldn't know how to do it for sure, but it looks like we might need to go through the trades once put on to make sure each pair is traded only once, but is traded.

Regards,

Don

Good bug catch on order closing loop.
It should be i >= 0 in two spots, when calculating number of open orders and when closing orders. That is why there were 2 trades left open.

Test this version.

I also modified to close trades from 0 to OrdersTotal by always closing trade 0. Hope that fixes the issue of closing first order through last order as required by new rules.

Don,

I prefer not to use global variables for keeping track of open orders because of possible bugs when updating the global.

Robert