help with mql4 files
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parispanayi:
I have build few codes and mql4 files for automated trading for metatrader 4 with a software. For some reason metatrader4 cant read it.
i have contact the company who has the software and said its all ok from their part.
Can anyone help me find whats the problem with the coding of the systems that i find pls? it must be something so small but i cant figure it out.
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I have build few codes and mql4 files for automated trading for metatrader 4 with a software. For some reason metatrader4 cant read it.
i have contact the company who has the software and said its all ok from their part.
Can anyone help me find whats the problem with the coding of the systems that i find pls? it must be something so small but i cant figure it out.
thats one for example:
// Strategy inputs
extern int NL1 = 107;
extern int NL2 = 179;
extern double XL1 = 16.0000;
extern int NS1 = 29;
extern int NS2 = 69;
extern int NS3 = 135;
extern int NS4 = 135;
extern int ShiftS1 = 20;
extern int NBarEnL1 = 199;
extern int NBarEnL2 = 198;
extern double EntFrL = 3.0756;
extern int NATRTrailL = 155;
extern double ATRFrTrailL = 0.6313;
extern double TrailPctL = 51.0000;
extern int NBarExL = 140;
extern double MMStopSzL = 594.20;
extern int NBarEnS1 = 161;
extern int NBarEnS3 = 172;
extern double EntFrS = 3.3586;
extern int NATRTrailS = 50;
extern double ATRFrTrailS = 1.7924;
extern double TrailPctS = 42.0000;
extern double MMStopSzS = 131.87;
extern int NBarExS = 178;
extern double StartEquity = 1000.00;
extern double PSParam = 100.00;
extern bool RoundPS = true;
extern int RoundTo = 1;
extern int MinSize = 1;
extern int SizeLimit = 1000;
// Global strategy variables
int MaxBarsBack = 199;
double BigPointValue = 1.000000;
int MaxSlippage = 3;
double SharesPerLot = 100000;
// Variables for entry and exit prices
double LStop = 0;
double NewLStop = 0;
bool LTrailOn = false;
double SStop = 0;
double NewSStop = 0;
bool STrailOn = false;
// Main strategy code
int start() {
if (IsTradeAllowed() && Bars >= MaxBarsBack) {
ManageOrders(Symbol(), STRATORDERID, MaxSlippage);
if (Volume[0] <= 1) {
// Average true range
double ATRTrailL = iATR(NULL, 0, NATRTrailL, 1);
double ATRTrailS = iATR(NULL, 0, NATRTrailS, 1);
// Entry prices
double EntPrL = Low[NBarEnL1 + 1] + EntFrL * (Low[NBarEnL2 + 1] - Low[1]);
double EntPrS = iMA(NULL, 0, NBarEnS1, 0, MODE_EMA, PRICE_HIGH, 1) - EntFrS * (High[1] - Open[NBarEnS3 + 1]);
EntPrL = NormalizeDouble(EntPrL, Digits);
EntPrS = NormalizeDouble(EntPrS, Digits);
// Entry and exit conditions
double VarL1 = iADX(NULL, 0, NL1, PRICE_CLOSE, MODE_PLUSDI, 1);
double VarL2 = Low[NL2 + 1];
double VarS1 = iADX(NULL, 0, NS1, PRICE_CLOSE, MODE_MINUSDI, 1);
double VarS2 = iADX(NULL, 0, NS2, PRICE_CLOSE, MODE_MINUSDI, ShiftS1 + 1);
double VarS3 = iMACD(NULL, 0, NS3, NS4, 1, PRICE_OPEN, MODE_MAIN, 1);
bool CondL2 = VarL1 >= XL1;
bool CondL3 = VarL2 >= Close[1];
bool CondS1 = VarS1 <= VarS2;
bool CondS2 = VarS3 > 0;
bool EntCondL = true;
bool EntCondS = CondS1 && CondS2;
bool ExCondL = CondL2 && CondL3;
// Position sizing calculations
double Equity = StartEquity + TotalProfit(Symbol(), STRATORDERID);
double NSharesL = (Equity * 0.01 * PSParam)/MathAbs(EntPrL * BigPointValue);
double NSharesS = (Equity * 0.01 * PSParam)/MathAbs(EntPrS * BigPointValue);
if (RoundPS && RoundTo > 0) {
NSharesL = MathFloor(NSharesL/RoundTo) * RoundTo;
NSharesS = MathFloor(NSharesS/RoundTo) * RoundTo;
}
NSharesL = MathMax(NSharesL, MinSize);
NSharesL = MathMin(NSharesL, SizeLimit);
NSharesS = MathMax(NSharesS, MinSize);
NSharesS = MathMin(NSharesS, SizeLimit);
double LotsL = NSharesL/SharesPerLot;
double LotsS = NSharesS/SharesPerLot;
// Prepare to place trading orders
int MarketPosition = CurrentPosition();
double InitialStop = 0;
// Entry orders
if (MarketPosition == 0 && EntCondL) {
EnterLongStop(Symbol(), LotsL, InitialStop, MarketPosition, EntPrL, MaxSlippage, STRATORDERID);
}
if (MarketPosition == 0 && EntCondS) {
EnterShortStop(Symbol(), LotsS, InitialStop, MarketPosition, EntPrS, MaxSlippage, STRATORDERID);
}
// Exit orders, long trades
if (MarketPosition > 0) {
if (iBarShift(NULL, 0, OpenEntryTime) - 1 == 0) {
LStop = OpenEntryPrice - MMStopSzL/BigPointValue;
LStop = NormalizeDouble(LStop, Digits);
LTrailOn = false;
}
if (Close[1] - OpenEntryPrice > ATRFrTrailL * ATRTrailL)
LTrailOn = true;
if (LTrailOn) {
NewLStop = OpenEntryPrice + TrailPctL * (Close[1] - OpenEntryPrice)/100.;
LStop = MathMax(LStop, NewLStop);
LStop = NormalizeDouble(LStop, Digits);
}
PlaceLongStop(Symbol(), LStop, MaxSlippage);
if (ExCondL || iBarShift(NULL, 0, OpenEntryTime) - 1 >= NBarExL)
ExitLongMarket(MaxSlippage);
}
// Exit orders, short trades
if (MarketPosition < 0) {
if (iBarShift(NULL, 0, OpenEntryTime) - 1 == 0) {
SStop = OpenEntryPrice + MMStopSzS/BigPointValue;
SStop = NormalizeDouble(SStop, Digits);
STrailOn = false;
}
if (OpenEntryPrice - Close[1] > ATRFrTrailS * ATRTrailS)
STrailOn = true;
if (STrailOn) {
NewSStop = OpenEntryPrice - TrailPctS * (OpenEntryPrice - Close[1])/100.;
SStop = MathMin(SStop, NewSStop);
SStop = NormalizeDouble(SStop, Digits);
}
PlaceShortStop(Symbol(), SStop, MaxSlippage);
if (iBarShift(NULL, 0, OpenEntryTime) - 1 >= NBarExS)
ExitShortMarket(MaxSlippage);
}
}
}
}