Attachments: 1 or many EA's?

1 or many EA's?

#1
First Post: Edited Jul 22, 2011 1:41am Jul 21, 2011 7:43pm | Edited Jul 22, 2011 1:41am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

Here's a question. Which would be preferrable: 1 EA on each pair that you trade (same EA), 30+ symbols. Or 1 EA on one chart that loops through all the symbols.

Notes: Symbols are all independent, in other words, they don't rely on data from each other. No need to worry about time frames. All work is done in a while() loop.

Which scenerio has faster throughput?
Which scenerio uses less resources?
etc.

Or, which is faster: a C++ DLL or MQL4 .ex4 when it comes to calculations?

#2
Jul 23, 2011 10:39pm Jul 23, 2011 10:39pm

hayseed
Joined Nov 2006 | Status: Trader | 4,417 Posts

hey non d..... my preference is almost always a single ea controlling all pairs.... even if it goes so far as combining multiple strategys..... such as combining the shark, pallada, firebird, phoenix into a single ea..... that's just an example......

doing so solves a world of potiential problems.... all mine are written in that manner.....

//----

of course in your ea's case no one can possibly say, except you.....

you should be able to look at the code and make an educated guess as to how fast/slow it will run.... to put a finer point on it, run gettickcount() on both versions, with dll and without.... compare.....

//----

just ran it on one of my larger ea's minutes ago for the picture below..... the tickcount, 21793 milliseconds on initial start up...... that would make some people scream, but keep in mind gettickcount() varies with the tasks being done on that exact tick.... once started some tasks are seldom done again so the tickcount will drop into the hundreds....

//----

it helps to attach the ea to the most active pair.... also write in such a way that there is no wasted or unnecessary tasks.....

consider all indicators that are being called..... if their code looks creepy, run gettickcount() on them...... if need be, rewrite'em in a maximum effecient manner.....

gettickcount() is seldom heard, seldom used but very informative..... h

//---
//---

Attached Image (click to enlarge)

Click to Enlarge

Name: tickcount.jpg
Size: 99 KB

to trade and code, keep both simple... no call to impress....h

#3
Jul 25, 2011 11:10am Jul 25, 2011 11:10am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

Thanks hayseed. I wasn't even aware of GetTickCount().

Thanks!!!!!

Quoting hayseed

Disliked

hey non d..... my preference is almost always a single ea controlling all pairs.... even if it goes so far as combining multiple strategys..... such as combining the shark, pallada, firebird, phoenix into a single ea..... that's just an example......

doing so solves a world of potiential problems.... all mine are written in that manner.....

//----

of course in your ea's case no one can possibly say, except you.....

you should be able to look at the code and make an educated guess as to how fast/slow it will run.... to put a finer...

Ignored

#4
Jul 25, 2011 11:11am Jul 25, 2011 11:11am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

Sorry for the double post.

How do you handle order management? IE, moving stop losses etc. and keeping track so you open another position if your entry condition is hit again?

Quoting hayseed

Disliked

hey non d..... my preference is almost always a single ea controlling all pairs.... even if it goes so far as combining multiple strategys..... such as combining the shark, pallada, firebird, phoenix into a single ea..... that's just an example......

doing so solves a world of potiential problems.... all mine are written in that manner.....

//----

of course in your ea's case no one can possibly say, except you.....

you should be able to look at the code and make an educated guess as to how fast/slow it will run.... to put a finer...

Ignored

#5
Last Post: Jul 25, 2011 2:38pm Jul 25, 2011 2:38pm

hayseed
Joined Nov 2006 | Status: Trader | 4,417 Posts

Quoting nondisclosure00

Disliked

How do you handle order management? IE, moving stop losses etc. and keeping track so you open another position if your entry condition is hit again?

Ignored

//---

a handfull of purpose built functions manage the orders.... some of which are below......

new orders are placed by cycling thru the symbol list for new signals..... if a new signal exists, and proper safety checks clear, the new order will be sent..... brief example below.....

anything requiring closing partial lots in multiple stages requires creating true platform global variables..... a compainion indicator or ea would used in that case....... h

Inserted Code

 
   void TrailAllOrders(int start,int stop) 
   {
   int profit;
   double stoptrade;
   double stopcal;
   if(stop==0) return;
 
   int trade;
   int trades=0;
   for(trade=OrdersTotal()-1;trade>=0;trade--)
   {
   if(!OrderSelect(trade,SELECT_BY_POS,MODE_TRADES))  continue;
 
   if(OrderType() > OP_SELL) continue;
   string symbol = OrderSymbol(); 
 
   double bid        = MarketInfo(symbol,MODE_BID);
   double ask        = MarketInfo(symbol,MODE_ASK);
   int    digits     = MarketInfo(symbol,MODE_DIGITS);
   double point      = MarketInfo(symbol,MODE_POINT);
 
   if(OrderType()==OP_BUY)
   {
   profit=NormalizeDouble((bid-OrderOpenPrice())/point,0);
   if(profit<start)
    continue;
   stoptrade=OrderStopLoss();
   stopcal=bid-(stop*point);
   if(stoptrade==0||(stoptrade!=0 && stopcal>stoptrade))
    OrderModify(OrderTicket(),OrderOpenPrice(),stopcal,OrderTakeProfit(),0,Lime); 
   }
 
   if(OrderType()==OP_SELL)
   {
   profit=NormalizeDouble((OrderOpenPrice()-ask)/point,0);
   if(profit<start)
    continue;
   stoptrade=OrderStopLoss();
   stopcal=ask+(stop*point);
   if(stoptrade==0||(stoptrade!=0 && stopcal<stoptrade))
    OrderModify(OrderTicket(),OrderOpenPrice(),stopcal,OrderTakeProfit(),0,Red); 
   }
 
   }
   }

//---
//---

Inserted Code

 
 
void SetMissingValues()
  {
   double price;
   int    total;
   double entry;
   double profittarget;
   double stoploss;
//----
   total=OrdersTotal();
//----
   for(int i=0; i<total; i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderType() > OP_SELL) continue;
 
         if(OrderTakeProfit() == 0.0 || OrderStopLoss() == 0.0)
           {
         string sym    = OrderSymbol();
         double point  = MarketInfo(sym,MODE_POINT);
         int    digits = MarketInfo(sym,MODE_DIGITS); 
 
         if(OrderType() == OP_BUY)
            {           
            entry        = OrderOpenPrice();
            profittarget = NormalizeDouble(entry+ProfitTarget*point,digits);
            stoploss     = NormalizeDouble(entry-Stoploss*point,digits);
            {
            if(IsTradeAllowed())
            {
            OrderModify(OrderTicket(),OrderOpenPrice(),stoploss,profittarget,0,Red);
            }
            }
            }
 
            else
            {
 
            entry        = OrderOpenPrice();
            profittarget = NormalizeDouble(entry-ProfitTarget*point,digits);
            stoploss     = NormalizeDouble(entry+Stoploss*point,digits);
            {
            if(IsTradeAllowed())
            {
            OrderModify(OrderTicket(),OrderOpenPrice(),stoploss,profittarget,0,Red);
            }
            }
            }
 
        }
 
        }
     }
//----
   return(0);
  }
//------
//------

//----
//----

Inserted Code

 
 
  if(Trade && DayOfWeek() >= day && OrdersTotal() < maxtotalorders && marginlevel > minimummargin && (Hour() <= stoptradehour || Hour() >= starttradehour))
    {   
 
        for(i = 0; i < 26; i++)
          {
           symbol       = symlist[i];  
 
           if(symorders[i] < maxorders && symorders[i] > minorders)
             {     
 
           if(TradeQqe)
             {
           if(CountType(symbol,OP_BUY) >= 1  && Qqe60[i] == 1 && CountQqe(symbol,OP_BUY) == 0)       
             {
             OrderSend(symbol,OP_BUY,Lots,MarketInfo(symbol,MODE_ASK),0,0,0,"Qqe Buy"+QqeMagicNumber,QqeMagicNumber, 0, Blue);
             }
 
 
           if(CountType(symbol,OP_SELL) >= 1 && Qqe60[i] == 3 && CountQqe(symbol,OP_SELL) == 0)  
             {
             OrderSend(symbol,OP_SELL,Lots, MarketInfo(symbol,MODE_BID),0,0,0,"Qqe Sell"+QqeMagicNumber,QqeMagicNumber, 0, Blue);
             }
             }
 
            if(TradeMacd)
              {
            if(CountType(symbol,OP_BUY) >= 1 && CountMacd(symbol,OP_BUY) == 0 && Macd60[i] == 1) //          
             {
             OrderSend(symbol,OP_BUY,Lots,MarketInfo(symbol,MODE_ASK),0,0,0,"Macd Buy"+MacdMagicNumber,MacdMagicNumber, 0, Blue);
             }
           if(CountType(symbol,OP_SELL) >= 1 && CountMacd(symbol,OP_SELL) == 0 && Macd60[i] == 3) // 
             {
             OrderSend(symbol,OP_SELL,Lots, MarketInfo(symbol,MODE_BID),0,0,0,"Macd Sell"+MacdMagicNumber,MacdMagicNumber, 0, Blue);
             }
             }
 
 
            if(TradeRsi)
              {
            if(CountType(symbol,OP_BUY) >= 1 && CountRsi(symbol,OP_BUY) == 0 && Rsi60[i] == 1) //          
             {
             OrderSend(symbol,OP_BUY,Lots,MarketInfo(symbol,MODE_ASK),0,0,0,"Rsi Buy"+RsiMagicNumber,RsiMagicNumber, 0, Blue);
             }
           if(CountType(symbol,OP_SELL) >= 1 && CountRsi(symbol,OP_SELL) == 0 && Rsi60[i] == 3) // 
             {
             OrderSend(symbol,OP_SELL,Lots, MarketInfo(symbol,MODE_BID),0,0,0,"Rsi Sell"+RsiMagicNumber,RsiMagicNumber, 0, Blue);
             }
             }
 
//---- and so on

//---
//---

example for closing in stages using visual/moveable lines..... this gets dicey if not fully understood.....

Inserted Code

 
 
 
void CheckForClose()
  {
   double price;
   int    total;
   double entry;
   double profittarget;
   double stoploss;
 
   double firstbuy    = ObjectGet("closefirstbuy",  1);
   double firstsell   = ObjectGet("closefirstsell", 1);
   double secondbuy   = ObjectGet("closesecondbuy", 1);
   double secondsell  = ObjectGet("closesecondsell",1);
   double thirdbuy    = ObjectGet("closethirdbuy",  1);
   double thirdsell   = ObjectGet("closethirdsell", 1);
//----
   total=OrdersTotal();
//----
   for(int i=0; i<total; i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol() != Symbol())    continue;
         if(OrderType() > OP_SELL)                                        continue;
         if(OrderMagicNumber() >= 110000 && OrderMagicNumber() <= 210000) continue;
         //if(OrderLots() < 0.03)        continue;
 
         string sym    = OrderSymbol();
         double point  = MarketInfo(sym,MODE_POINT);
         int    digits = MarketInfo(sym,MODE_DIGITS); 
         double lots   = OrderLots();
 
        if(OrderLots() == 0.05)
            {                
         if(OrderType() == OP_BUY && Bid > firstbuy && firstbuy > 0.0)
            {           
            if(IsTradeAllowed())
            {
            OrderClose(OrderTicket(),0.02,Bid,0,White);
            }
            return(0);
            }
 
         if(OrderType() == OP_SELL && Ask < firstsell && firstsell > 0.0)
            {
            if(IsTradeAllowed())
            {
            OrderClose(OrderTicket(),0.02,Ask,0,White);            
            }
            return(0);
            }
            }
 
        if(OrderLots() == 0.04)
           {            
         if(OrderType() == OP_BUY && Bid > secondbuy && secondbuy > 0.0)
            {           
            if(IsTradeAllowed())
            {
            OrderClose(OrderTicket(),0.02,Bid,0,White);
            }
            return(0);
            }
 
//----
//----  and so on

to trade and code, keep both simple... no call to impress....h

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