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MT4 Problem - Opening a Deal, then Closing it again straight away

  • #21
  • Sep 11, 2010 6:12am Sep 11, 2010 6:12am
Quoting peterc005
When it happened the first time with an EA called "Caliber" I decompiled the EA
It happened with "Caliber" and the losses showed up in the trade history as losing trades by "Caliber" so you intuitively assumes that "Caliber" was responsible.

Lets assume there are three EAs in the account running on 3 terminals: "Caliber" and "CaliberV2" and "EvilCloser" (the latter one being the defective one).

log1:

Inserted Code
00:00:00 Caliber EURCHF,M15: open #9118321 sell 0.05 EURCHF at 1.28700 ok
00:00:12 Caliber EURCHF,M15: open #9118323 sell 0.05 EURCHF at 1.28701 ok
00:00:23 Caliber EURCHF,M15: open #9118325 sell 0.05 EURCHF at 1.28702 ok
00:00:40 Caliber EURCHF,M15: open #9118327 sell 0.05 EURCHF at 1.28703 ok
log2:

Inserted Code
00:00:00 Caliberv2 EURUSD,M15: open #9118322 sell 0.05 EURUSD at 1.27700 ok
00:00:12 Caliberv2 EURUSD,M15: open #9118324 sell 0.05 EURUSD at 1.27701 ok
00:00:23 Caliberv2 EURUSD,M15: open #9118326 sell 0.05 EURUSD at 1.27702 ok
00:00:40 Caliberv2 EURUSD,M15: open #9118328 sell 0.05 EURUSD at 1.27703 ok
log 3

Inserted Code
00:00:00 EvilCloser EURCHF,M15: close #9118321 sell 0.05 EURCHF at 1.28700 ok
00:00:00 EvilCloser EURUSD,M15: close #9118322 sell 0.05 EURUSD at 1.27700 ok
00:00:12 EvilCloser EURCHF,M15: close #9118323 sell 0.05 EURCHF at 1.28701 ok
00:00:12 EvilCloser EURUSD,M15: close #9118324 sell 0.05 EURUSD at 1.27701 ok
00:00:23 EvilCloser EURCHF,M15: close #9118325 sell 0.05 EURCHF at 1.28702 ok
00:00:23 EvilCloser EURUSD,M15: close #9118326 sell 0.05 EURUSD at 1.27702 ok
00:00:40 EvilCloser EURCHF,M15: close #9118327 sell 0.05 EURCHF at 1.28703 ok
00:00:40 EvilCloser EURUSD,M15: close #9118328 sell 0.05 EURUSD at 1.27703 ok
Account history:
Inserted Code
time      symbol type  lots  profit comment
00:00:00  EURCHF sell  0.05 -5.00 Caliber 
00:00:00  EURUSD sell  0.05 -5.00 Caliberv2
00:00:12  EURCHF sell  0.05 -5.00 Caliber
00:00:12  EURUSD sell  0.05 -5.00 Caliberv2
00:00:23  EURCHF sell  0.05 -5.00 Caliber
00:00:23  EURUSD sell  0.05 -5.00 Caliberv2
00:00:40  EURCHF sell  0.05 -5.00 Caliber
00:00:40  EURUSD sell  0.05 -5.00 Caliberv2
"EvilCloser" did not make one single trade and does not show up in the account history one single time but it caused all the mess and it looks like Caliber and Caliberv2 are making losses. You intuitively attribute the losses to them but in reality "EvilCloser" is sitting in the background and causing all the mess. The one who is closing the trade will not be mentioned in the account history, you can only find it in the log files.
  • #22
  • Edited 6:56am Sep 11, 2010 6:14am | Edited 6:56am
Quoting peterc005
Here is an old log file (attached)
the log of the other tab would have shown who was it that sent the closing order

There are two types of logs (this is confusing but MetaQuotes built a lot of confusing things into MT4, confusion is the norm). The logs are in the following two folders:

 

  1. C:/program files/metatrader 4/logs/
  2. C:/program files/metatrader 4/experts/logs/ <-- you need this

You need the second one, the one in the experts folder. This log will contain information about which EA closed the trades. You will need this log from all four terminals during the offending time span.

You are looking for a log that contains a lot of consecutive lines that look like the following. These will perfectly match the series of opens in the other logs. The offending EA will be the only one that did not (seem to) cause you a loss so far, the one you suspected the least!

Inserted Code
10:20:53 OffendingEA EURUSD,M15: [color=Red]close[/color] #3867720 buy 0.10 EURUSD at 1.26630 at price 1.27247
10:20:53 OffendingEA EURUSD,M15: [color=Red]close[/color] #3868951 buy 0.10 EURUSD at 1.27247 at price 1.27245
10:20:53 OffendingEA EURUSD,M15: [color=Red]close[/color] #3868952 buy 0.10 EURUSD at 1.27245 at price 1.27242
10:20:53 OffendingEA EURUSD,M15: [color=Red]close[/color] #3868953 buy 0.10 EURUSD at 1.27242 at price 1.27246
10:20:53 OffendingEA EURUSD,M15: [color=Red]close[/color] #3868954 buy 0.10 EURUSD at 1.27246 at price 1.27242
  • #23
  • Sep 11, 2010 9:05am Sep 11, 2010 9:05am
This problem first occurred in May 2010 and affected an EA called "Callibre"

Woke up in the morning and there was a $4,000 hole in the account, and the History tab took ages to load.

I spoke to the broker, and got a dump of their MT4 server logs (attached).

Also attached is a chart showing the trades.

The server logs correlate that the opening and closing trades came from the same EA.

At the time I blamed the EA, figuring the problem only happened with that EA.

The problem disappeared for 4 months and I just assumed it was that EA.

The last couple of weeks the problem has reappeared, across 4 different EAs that have been running fine for several months, and across 2 different brokers.

This weekend I'll Uninstall all copies of MT4 and reinstall them from scratch. I'll also clean up the Experts folder and make sure I'm running the latest copy of everything.

Any other suggestions appreciated.
Attached Image (click to enlarge)
Click to Enlarge Name: Calliber3.jpg Size: 170 KB
Attached Image
  • #24
  • Sep 11, 2010 9:06am Sep 11, 2010 9:06am
Sorry, wrong attachment, here is the server log summary
Attached Image (click to enlarge)
Click to Enlarge Name: ForexComServerLog.jpg Size: 168 KB
  • #25
  • Sep 11, 2010 10:02am Sep 11, 2010 10:02am
7bit, thank you for your efforts and suggestions.

One thing I noticed in the logs for the offending days was a lot of these errors:
00:11:16 Memory handler: cannot allocate 160308896 bytes of memory
00:11:16 HistoryBase: not enough memory for 'EURGBP1' in AddTick()

Doing a Google search show this is caused by too many bars in a chart. I had the Max Bars parameter set high so I can download more history, but I have since reduced this setting.

I'm wondering if these errors screwed up the indicator signals, causing problems for the EAs?

Right now this is my favourite theory !!!
  • #26
  • Sep 11, 2010 10:23am Sep 11, 2010 10:23am
if the other logs are on the machines that you can only access on monday then simply relax now and wait until it is monday.

Once all 4 log files from all 4 machines are available it should be only a matter of a few minutes to find the one offending EA (if my theory is correct [which I believe it is]). Until then we can only speculate.
  • #27
  • Sep 11, 2010 10:29am Sep 11, 2010 10:29am
Hey, I just looked at the screenshot you posted. The "Probability EA".

Maybe we have the guilty EA. I only see OrderClose() in this chart (left pointing triangle), I cannot see any right pointing triangles (OrderSend()) in this chart, this means "Probability EA" closed trades that it did not open!

Do you by any chance have the source for this EA?
  • #28
  • Sep 11, 2010 10:59am Sep 11, 2010 10:59am
Probability EA only trades one Currency Pair, whereas the problem happens over a couple of currency pairs.

The problem appears to have reappeared after loading Cloverix, but this might be a coincidence.

My suspicion is that having too many bars on the charts, and leaving MT4 running for several days chewed up all of the memory resources, in turn screwing up an indicator.
  • #29
  • Sep 11, 2010 11:10am Sep 11, 2010 11:10am
Quoting peterc005
memory resources, in turn screwing up an indicator.
But this would still not explain why the trades are closed by a different EA than the one that opened the trades.
  • #30
  • Sep 11, 2010 11:12am Sep 11, 2010 11:12am
Quoting peterc005
Probability EA only trades one Currency Pair
This wouldn't hinder it closing trades on other Pairs.
  • #31
  • Sep 11, 2010 2:21pm Sep 11, 2010 2:21pm
http://www.forexpeacearmy.com/forex-...ityea-com.html
to trade and code, keep both simple... no call to impress....h
  • #32
  • Edited 3:05pm Sep 11, 2010 2:41pm | Edited 3:05pm
A client of mine purchased an EA called Forex Jackhammer about a couple of weeks ago. I helped him to install it on a demo account with Go Markets.

The EA exhibited exactly the same flaw that's being described by Peterc005. Assuming that the EA was shonky (and given that there is no source code), I advised my client to ask Clickbank to refund his money, which they have.

Is it possible that the common factor is Go Markets? Does anybody have EAs that are running successfully on their platform?

Afterthought: when (manually) entering a Market Order with Go Markets, it's not possible to enter a TP or SL. Instead, one must subsequently modify the order, to achieve this. Just wondering if an EA that attempts to place a market order with a TP or SL might cause this problem. I'll experiment further with this when I next visit my client, and report back. I'll also try running Jackhammer on different br0ker platforms.

[EDIT] Jackhammer's developers advise running their EA on build 225 only (of course they don't tell you this until after you've purchased the product!!). I suspect that most br0kers have upgraded to build 226, as it's been available for several months now.
  • #33
  • Sep 11, 2010 3:06pm Sep 11, 2010 3:06pm
Quoting hanover
Afterthought: when (manually) entering a Market Order with Go Markets, it's not possible to enter a TP or SL. Instead, one must subsequently modify the order, to achieve this. Just wondering if an EA that attempts to place a market order with a TP or SL might cause this problem.
This is nomal with ECN brokers. If you try to send an order with tp/sl it will be completely rejected and not opened at all: 130 invalid stops
  • #34
  • Sep 11, 2010 3:17pm Sep 11, 2010 3:17pm
From all the problems that can be found here and on mql4.com (questions being asked, strange behavior of code, wrong assumptions about how something is supposed to work, etc.) it always turns out that in 99.9% of all cases it was some flaw in the MQL4 code itself that caused the unwanted behavior.

From that alone I find it very likely that the same is the case here too. Accidentally stumbling across a regression bug in MT4 while ones own mql4 code is perfect and beyond any doubt is like winning the lottery. Accidentally producing (and selling) flawed mql4 code is as easy as 1-2-3.
  • #35
  • Sep 11, 2010 5:22pm Sep 11, 2010 5:22pm
Good find 7bit.

I'm also running Probability EA and it is different to other EA, in that as it finds a winning position it keeps adding new orders to the position.

However, Probability only trades one currency pair - EURUSD M39 from memory.

The problem affects more than one currency pair so I don't believe this EA is the culprit.

That being said, Probability on one account when it had these multiple trades, but not on the other account that had the same problem.
  • #36
  • Sep 12, 2010 3:07am Sep 12, 2010 3:07am
Quoting 7bit
This is nomal with ECN brokers. If you try to send an order with tp/sl it will be completely rejected and not opened at all: 130 invalid stops
Many thanks for the info.


Quoting 7bit
From all the problems that can be found here and on mql4.com (questions being asked, strange behavior of code, wrong assumptions about how something is supposed to work, etc.) it always turns out that in 99.9% of all cases it was some flaw in the MQL4 code itself that caused the unwanted behavior.

From that alone I find it very likely that the same is the case here too. Accidentally stumbling across a regression bug in MT4 while ones own mql4 code is perfect and beyond any doubt is like winning the lottery. Accidentally producing (and selling)...
You're very probably right, but it just seems odd to me that a number of different EAs, supposedly written by different developers, should suddenly start exhibiting an apparently identical problem.
  • #37
  • Sep 12, 2010 4:03am Sep 12, 2010 4:03am
This problem has occurred at various times for both forex.com and GoMarkets accounts.

Forex.com is a dealing desk broker, while GoMarkets plugs into an ECN.

I don't think ECN or non-ECN makes a difference.

However, there may be a correlation with use of Probability EA.

I keep all trades (about 5,000) in a database and I'll check the dates and accounts with this problem to see if there is a correlation with Probability EA.

Probability EA is different to most EAs and seems quite good. One thing that is different about it is that it changes the Magic Number that it uses.

Still a long shot though, as Probability EA only uses one currency pair and this problem happens across several currency pairs.
  • #38
  • Edited 5:34am Sep 12, 2010 4:44am | Edited 5:34am
Quoting peterc005
However, Probability only trades one currency pair - EURUSD M39 from memory.

The problem affects more than one currency pair so I don't believe this EA is the culprit.
There is always a difference between what a piece of software is supposed to to and what it actually does if it is buggy. This is the definition of a bug! "only trades one currency" is not guaranteed in the presence of a bug!

If the EA has some badly coded "close all trades" routine built in (might be intended as some kind of account protection or emergency stop) that is triggered only under certain circumstances and this routine does not check the symbol and the magic number or it happens something like messing up the state of OrderSelect() between filtering and closing like we had it here in the forum two days ago and even some of the more experienced coders needed some time to even *see* the reason (the code looked good but it closed random unrelated trades), then it might very well close random other (or even all) trades on other pairs.

Closing all trades or wrong trades is much easier than selectively closing only the trades one wants to close or the trades of the same symbol or the trades with the own magic number.

When closing trades an EA has to actively check every trade in the list against its magic number and maybe even a more complicated condition before it closes it. And the order list will always contain ALL trades in the account! If the programmer forgot this check or simply messed up his boolean expressions (forgot some parenthesis, operator precedence!) in only one place of the code that is seldom executed it might accidentally close all (or random) other trades in the whole account in any unrelated pair if some condition triggers this part of the code. This is a very common mistake. The forums are full of it, there could be an entire sub-forum dedicated to nothing but closing open orders properly without either forgetting half of them or closing completely unrelated ones.

This is why I favor this theory over all others. Because it happens so often it has almost become the norm. Maybe I should write an article about it. It is far more complicated than just an ordinary 5-liner, a few hundred lines in total are needed to have it cycle through all open orders and close only the intended ones. Just have a look into common_functions.mqh and look at the code of closeOpenOrders() which also involves orderCloseReliable() and orderDeleteReliable() and a few more helper functions. Its not just a 5-liner. There is much room for error.

The developer might never observe this error when he tests his EA because he either does the testing in the strategy tester where the EA is completely alone or he has only copies of his own EA running on his account and by some coincidence (the rules of his system) none of them will ever try to open a trade during these times when this overzealous close-all routine becomes active. So he won't ever notice.

Closed source EAs are generally of worse code quality than open source ones, simply because less eyes have ever seen and studied the code, less people have been given the chance to identify errors and design flaws.
  • #39
  • Sep 13, 2010 6:31am Sep 13, 2010 6:31am
Below are extracts from the two Logs folders that are an example of what is happening.

This EA is FAP Turbo LT. which I've been running for ages and has always been well behaved.

The Logs folder shows what MT4 does, which is Open and then Close the trade, in this case deal # 2662451

The strange thing is that in the Experts log file, the deal is opened, then modified to set the SL + TP, but there is no record to show it closed.

I looked at other records in the Experts log when FAP Turbo is working OK, and this EA definately generates a Close record usually, but not in this case.

I have looked at all of the log files I could find for other instances of MT4, but there are no other references to this deal.

MT4Logs folder:

17:28:49 '103028': order was opened : #2662451 buy 0.20 EURUSDFXF at 1.2909 sl: 0.0000 tp: 0.0000

17:28:49 '103028': modify order #2662451 buy 0.20 EURUSDFXF at 1.2909 sl: 0.0000 tp: 0.0000 -> sl: 1.2407 tp: 1.2929

17:29:02 '103028': close order #2662451 buy 0.20 EURUSDFXF at 1.2909 sl: 1.2407 tp: 1.2929 at price 1.2906

17:29:02 '103028': request was accepted by server


MT4ExpertsLogs folder:

17:28:48 FapTurbo50 EURUSDFXF,M5: open #2662451 buy 0.20 EURUSDFXF at 1.2909 ok

17:28:49 FapTurbo50 EURUSDFXF,M5: modify #2662451 buy 0.20 EURUSDFXF at 1.2909 sl: 1.2407 tp: 1.2929 ok
  • #40
  • Sep 13, 2010 6:49am Sep 13, 2010 6:49am
Quoting peterc005
MT4ExpertsLogs folder:

17:28:48 FapTurbo50 EURUSDFXF,M5: open #2662451 buy 0.20 EURUSDFXF at 1.2909 ok

17:28:49 FapTurbo50 EURUSDFXF,M5: modify #2662451 buy 0.20 EURUSDFXF at 1.2909 sl: 1.2407 tp: 1.2929 ok
What is in the 3 other experts log folders on the other terminals for this exact same time, so we can finally find out who is actually closing the orders since obviously FAP did not close it?
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