Warum liefert mein EA beim Backtesting immer wieder negative Gewinne? - Seite 5

[Gelöscht] 2013.02.03 16:37 #41

deVries:

Werfen Sie einen Blick auf den Code des Moving Average EA auf Ihrer Metatrader Station und sehen Sie, wie es dort gemacht wird ....

in Ordnung

[Gelöscht] 2013.02.05 04:22 #42

deVries:

In diesem Moment müssen Sie prüfen, ob bereits ein Geschäft geöffnet ist.

bevor Sie einen Handel eröffnen, müssen Sie wissen, ob ein Handel offen ist

Ich kann immer noch nicht sehen, dass Sie das Zählen der Geschäfte durchgeführt haben.

Werfen Sie einen Blick auf den Code des Moving Average EA auf Ihrer Metatrader Station und sehen Sie, wie es dort gemacht wird ....

Ich habe viele Beispiele gelesen und ihren Codierungsstil nachgeahmt.

Dies ist mein neuester Code. Leider macht er immer noch einen negativen Gewinn, was er nicht sein sollte.

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
#include <stderror.mqh>
#include <stdlib.mqh>


extern int RSIPeriod        =  2;      //number of periods for RSI
extern double UpperBound    =  95;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI

extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 10;



//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   
  Alert(OrdersTotal());

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
RefreshRates();
   int Ticket1;
   int Ticket2;
   bool Ticket3;
   bool Ticket4;
   
   double SL,TP;
   int Total;
   double MagicNo;
   double Slippage;
    int cnt;
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double pAskPrev = iClose(Symbol(),0,1);
   double pBidPrev = iClose(Symbol(),0,1);
   double pAskLast = iClose(Symbol(),0,2);
   double pBidLast = iClose(Symbol(),0,2);
   double MA200 = iMA(NULL, 1440, 200, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, 5, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,0);
   double PrevRSI =  iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,1);
   double LastRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,2);
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }



//Check for open orders if there are none then check for conditions to open one

      if ((OrdersTotal() ==0) && (LastRSI > PrevRSI) && (PrevRSI > CurrentRSI) && (CurrentRSI < LowerBound) && (pAsk > MA200) && (pAsk < pAskPrev) && (pAskPrev < pAskLast)) {    //Condition to execute buy entry
  
        Ticket1 = OrderSend(Symbol(), OP_BUY, Lots, pAsk, Slippage.Pips, pBid - ( StopLoss * Point ), pBid + ( TakeProfit * Point ), "Buy.", MagicNumber,0,Yellow);       //execute buy order
   
    if(Ticket1>0)
           {
            if(OrderSelect(Ticket1,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
            
           }
         if (Ticket1 < 0) {
         Print("Error opening BUY order : ",GetLastError()); 
         return(0); 
   }  
   }
  

  if ((OrdersTotal() ==0) && (LastRSI < PrevRSI) && (PrevRSI < CurrentRSI) && (CurrentRSI > UpperBound) && (pBid < MA200)) {     //Condition to execute sell entry
  
       Ticket2 = OrderSend(Symbol(), OP_SELL, Lots, pBid, Slippage.Pips, pAsk + ( StopLoss * Point ), pAsk - ( TakeProfit * Point ), "Sell.",MagicNumber, 0, Yellow)  ;     //execute sell order
       if(Ticket2>0)
           {
            if(OrderSelect(Ticket2,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("SELL order opened : ",OrderOpenPrice());
           
           }
         if (Ticket2<0) {
          Print("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
   } 
      
      
 


   
    int ticket=OrderTicket();
    double lots=OrderLots();
   
   
   for (int i = OrdersTotal() - 1; i >= 0; i--)
   {
   
      if (OrderSelect(i, SELECT_BY_POS))
      {
      if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == MagicNumber) ) {


         if (OrderType() == OP_BUY && pBid > MA5 && (pBid > pBidPrev) && (pBidPrev > pBidLast))
         {
          Ticket3 = OrderClose(ticket, lots, pBid, Slippage.Pips);
          
          if (Ticket3 == true ) {
          Print("BUY position closed", OrderClosePrice());
          }
          if (Ticket3 == false) {
          Print("Error closing BUY position", ErrorDescription(GetLastError()));
          }
          }
      }
   }
   }
   
   
   for (int m = OrdersTotal() - 1; m >= 0; m--)
   {
   
      if (OrderSelect(m, SELECT_BY_POS))
      {
      if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == MagicNumber)) {


    if (OrderType() == OP_SELL && pAsk < MA5)
          {
          Ticket4 = OrderClose(ticket, lots, pAsk, Slippage.Pips);
           if (Ticket4 == true ) {
          Print("SELL position closed", OrderClosePrice());
          }
          if (Ticket4 == false) {
          Print("Error closing SELL position", ErrorDescription(GetLastError()));
          }
    }
       }
   }
   }
   
        
        
           return(0);
}

Können Sie mir bitte direkt sagen, welcher Teil falsch ist?

Diskussion zum Artikel "Integration Bibliotheken: TradeTransactions Fragen von Neueinsteigern zu

[Gelöscht] 2013.02.05 04:27 #43

Ich habe auch dies versucht

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
#include <stderror.mqh>
#include <stdlib.mqh>

extern int maxTrades = 1;
extern int RSIPeriod        =  2;      //number of periods for RSI
extern double UpperBound    =  95;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI

extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 10;



//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   


//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
RefreshRates();
   int Ticket1;
   int Ticket2;
   bool Ticket3;
   bool Ticket4;
   
   double SL,TP;

   double MagicNo;
   double Slippage;
  
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double pAskPrev = iClose(Symbol(),0,1);
   double pBidPrev = iClose(Symbol(),0,1);
   double pAskLast = iClose(Symbol(),0,2);
   double pBidLast = iClose(Symbol(),0,2);
   double MA200 = iMA(NULL, 1440, 200, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, 5, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,0);
   double PrevRSI =  iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,1);
   double LastRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,2);
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }



//Check for open orders if there are none then check for conditions to open one
int ticket;
   int total=CheckOpenTrade(MagicNumber, Symbol());
   
   if(total<maxTrades)
   {
      if ((LastRSI > PrevRSI) && (PrevRSI > CurrentRSI) && (CurrentRSI < LowerBound) && (pAsk > MA200) && (pAsk < pAskPrev) && (pAskPrev < pAskLast)) {    //Condition to execute buy entry
  
        Ticket1 = OrderSend(Symbol(), OP_BUY, Lots, pAsk, Slippage.Pips, pBid - ( StopLoss * Point ), pBid + ( TakeProfit * Point ), "Buy.", MagicNumber,0,Yellow);       //execute buy order
   
    if(Ticket1>0)
           {
            if(OrderSelect(Ticket1,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
            
           }
         if (Ticket1 < 0) {
         Print("Error opening BUY order : ",GetLastError()); 
         return(0); 
   }  
   }
  

  if ((OrdersTotal() ==0) && (LastRSI < PrevRSI) && (PrevRSI < CurrentRSI) && (CurrentRSI > UpperBound) && (pBid < MA200)) {     //Condition to execute sell entry
  
       Ticket2 = OrderSend(Symbol(), OP_SELL, Lots, pBid, Slippage.Pips, pAsk + ( StopLoss * Point ), pAsk - ( TakeProfit * Point ), "Sell.",MagicNumber, 0, Yellow)  ;     //execute sell order
       if(Ticket2>0)
           {
            if(OrderSelect(Ticket2,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("SELL order opened : ",OrderOpenPrice());
           
           }
         if (Ticket2<0) {
          Print("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
   } 
     } 
      
 
double lots=OrderLots();

total=CheckOpenTrade(MagicNumber, Symbol());
   for(int cnt=total-1;cnt>=0;cnt--)
    {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(   OrderType()<=OP_SELL                      // check for opened position 
         && OrderSymbol()==Symbol()                   // check for symbol
         && OrderMagicNumber() == MagicNumber)        // my magic number
      {



         if (OrderType() == OP_BUY && pBid > MA5 && (pBid > pBidPrev) && (pBidPrev > pBidLast))
         {
          Ticket3 = OrderClose(ticket, lots, pBid, Slippage.Pips);
          
          if (Ticket3 == true ) {
          Print("BUY position closed", OrderClosePrice());
          }
          if (Ticket3 == false) {
          Print("Error closing BUY position", ErrorDescription(GetLastError()));
          }
          }

    if (OrderType() == OP_SELL && pAsk < MA5)
          {
          Ticket4 = OrderClose(ticket, lots, pAsk, Slippage.Pips);
           if (Ticket4 == true ) {
          Print("SELL position closed", OrderClosePrice());
          }
          if (Ticket4 == false) {
          Print("Error closing SELL position", ErrorDescription(GetLastError()));
          }
    }
}
}
   
   

   
   
   
   
   
   
        
        
           return(0);
}


int CheckOpenTrade(int iMN, string sOrderSymbol)
{
   int icnt, itotal, retval;
 
   retval=0;
   itotal=OrdersTotal();
 
      for(icnt=itotal-1;icnt>=0;icnt--) // for loop
      {
         OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES);
         // check for opened position, symbol & MagicNumber
         if (OrderSymbol()== sOrderSymbol)
         {
            if (OrderMagicNumber()==iMN) 
               retval++;             
         } // sOrderSymbol
      } // for loop
 
   return(retval);
}

Tjipke de Vries 2013.02.05 09:56 #44

cyxstudio:

ich würde viele Beispiele lesen und ihren Codierungsstil nachahmen.

Dies ist mein neuester Code. Leider macht er immer noch einen negativen Gewinn, was er nicht sein sollte.

Können Sie mir bitte direkt sagen, welcher Teil falsch ist?

Ich habe gesagt, was falsch ist, war ich nicht deutlich genug?

Sie haben Änderungen an dem Code vorgenommen, den ich Ihnen gegeben habe.

Ihre Änderungen an diesem Teil sind alle falsch, und ich habe vorher geschrieben, wo es falsch war...

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"


extern int RSIPeriod        =  3;      //number of periods for RSI
extern double UpperBound    =  90;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI
extern int MASlowPeriod     = 200;
extern int MAFastPeriod     = 5;
extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 3;


int    BUYS=1,SELLS=1;
//++++ These are adjusted for 5 digit brokers.
int     pips2points;      // slippage  3 pips    3=points    30=points
double  pips2dbl;         // Stoploss 15 pips    0.015      0.0150
int     Digits.pips;      // DoubleToStr(dbl/pips2dbl, Digits.pips)
//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   
   if(Digits % 2 == 1)  // DE30=1/JPY=3/EURUSD=5 forum.mql4.com/43064#515262
     {pips2dbl = Point*10; pips2points = 10;   Digits.pips = 1;}
     else {pips2dbl = Point;    pips2points =  1;   Digits.pips = 0;}
     // OrderSend(... Slippage.Pips * pips2points, Bid - StopLossPips * pips2dbl        
//----      

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
   int Ticket;
   double SL,TP;
   int Total;
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double MA200 = iMA(NULL, 1440, MASlowPeriod, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, MAFastPeriod, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 1440, RSIPeriod,PRICE_CLOSE ,0);
   
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }


   if(OrdersTotal()<1)
        {
         BUYS=0;
         SELLS=0;
        } 


   if(BUYS>0||SELLS>0)    //condition start   LOOP FOR CHECKING TRADES THIS EA                     
    {
     BUYS=0;
     SELLS=0;             //RESET VALUES TO ZERO BEFORE START COUNTING
     for(int i = OrdersTotal()-1; i >= 0 ; i--) 
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MagicNumber || OrderSymbol()!=Symbol()) continue;
      //.
      //.
      //---- check order type
      if(OrderType()==OP_BUY)  // <==  IMPORTANT FUNCTION TO KNOW WHAT KIND OF TRADE IS SELECTED
        {
         BUYS++;           //COUNT BUY TRADES
         //.
         if(pAsk > MA5) {OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage.Pips*pips2points,White);}
        }
 
      if(OrderType()==OP_SELL)
        {
         SELLS++;           //COUNT SELL TRADES
         //.
         if(pBid < MA5) {OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage.Pips*pips2points,White);}
        }
     }
    }

// MAKE PART FOR OPENING BUY TRADE            
..........          

//----
   return(0);
  }
//+------------------------------------------------------------------+

Es gibt noch mehr in der Schleife, die ich später gebe

Nach der Schleife machen Sie den Teil für die Eröffnung von Kaufgeschäften...

// MAKE PART FOR OPENING BUY TRADE

muss bei 4/5-stelligen Brokern und bei ECN-Konten funktionieren

Ich würde gerne sehen

Du änderst den ursprünglichen Code, den du hattest

    if (CurrentRSI < LowerBound && MarketInfo(Symbol(), MODE_ASK) > MA200 ) 
       {    //Condition to execute buy entry
        Ticket = OrderSend(Symbol(), OP_BUY, BuyVolume, Ask, 3, Bid - ( StopLoss * Point ), Ask + ( TakeProfit * Point ), "Buy.", 111,0,Yellow)   ;       //execute buy order
   
        if(Ticket>0)
           {
            if(OrderSelect(Ticket,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
           }
         if (Ticket < 0) 
           {
            Print("Error opening BUY order : ",GetLastError()); 
            return(0); 
           }
         return(0);
        }

es muss für 4/5 Stelle Makler arbeiten und es muss für ECN-Konten arbeiten

Fragen von Neueinsteigern zu Maschinelles Lernen im Handel: Wie berechnen Sie die

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