System that does not generate orders

Kayroth 2013.05.10 09:00

Hello, I've started automated trading for 10 days now i've been since then programming my first system based on ema crossings. I've compiled it and when I backtest it, it draws perfectly the two EMA I need but the EA doesn't open positions and I don't understand why, if you could help me out. Thanks

I give you the program :

#include "New.mq5"

input int                              MAPeriod          =  20;        
input ENUM_MA_METHOD                   MAMethod          =  MODE_EMA;    
input ENUM_APPLIED_PRICE               MAPrice           =  PRICE_CLOSE;
input int                              MAShift           =  0;            

input int                              MaPeriod          =  5;              
input ENUM_MA_METHOD                   MaMethod          =  MODE_EMA;      
input ENUM_APPLIED_PRICE               MaPrice           =  PRICE_CLOSE;
input int                              MaShift           =  0;             

input double                           Lots              =  1;
input int                              StopLoss          =  20;
input int                              TakeProfit        =  NULL;
input int                              Magic             =  666;
double EMAFast[2],EMASlow[2];
int HEMAFast,HEMASlow;
int x;
int Current;

int OnInit(){
      HEMASlow=iMA(NULL,PERIOD_CURRENT,MAPeriod,MAShift,MAMethod,MAPrice);
      if(HEMASlow==INVALID_HANDLE){
      Alert("Indicator launch has failed");
      return(-1);}
      
      HEMAFast=iMA(NULL,PERIOD_CURRENT,MaPeriod,MaShift,MaMethod,MaPrice);
      if(HEMAFast==INVALID_HANDLE){
      Alert("Indicator launch has failed");
      return(-1);}
      return(INIT_SUCCEEDED);}

void OnDeinit(const int reason)
{if(HEMASlow!=INVALID_HANDLE)IndicatorRelease(HEMASlow);
if(HEMAFast!=INVALID_HANDLE)IndicatorRelease(HEMAFast);}

void OnTick(){
ArraySetAsSeries(EMASlow,true);
ArraySetAsSeries(EMAFast,true);
      
      int A=CopyBuffer(HEMASlow,0,1,2,EMASlow);
      int B=CopyBuffer(HEMAFast,0,1,2,EMAFast);
      if(A<=0||B<=0)return;
      
      if(!PositionSelect(Symbol()))
      {if(EMAFast[1]>EMASlow[1]&&EMAFast[0]<=EMASlow[0])x=-1;
      if(EMAFast[1]<EMASlow[1]&&EMAFast[0]>=EMASlow[0])x=1;}}
      
void x(int type)
      
      {MqlTradeRequest req={0};
      req.action       = TRADE_ACTION_DEAL;
      req.magic        = Magic;
      req.symbol       = Symbol();
      req.volume       = Lots;
      req.sl           = StopLoss;
      req.tp           = TakeProfit;
      req.deviation    = 0;
      req.type_filling = ORDER_FILLING_IOC;
if(type==-1){     
      req.type         = ORDER_TYPE_SELL;
      req.price        = SymbolInfoDouble(Symbol(),SYMBOL_BID);}
if(type==1){
      req.type         = ORDER_TYPE_SELL;
      req.price        = SymbolInfoDouble(Symbol(),SYMBOL_BID);}  
      ZeroMemory(x);}

void OnTrade(){

if(PositionSelect(Symbol())){
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY){
if(EMAFast[1]>EMASlow[1]&&EMAFast[0]<=EMASlow[0]){
MqlTradeRequest req    = {0};
      req.action       = TRADE_ACTION_DEAL;
      req.magic        = Magic;
      req.symbol       = Symbol();
      req.volume       = Lots;
      req.price        = SymbolInfoDouble(Symbol(),SYMBOL_BID);
      req.sl           = StopLoss;
      req.tp           = TakeProfit;
      req.deviation    = 0;
      req.type         = ORDER_TYPE_SELL;
      req.type_filling = ORDER_FILLING_IOC;}}}
      
if(PositionSelect(Symbol())){
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL){
if(EMAFast[1]>EMASlow[1]&&EMAFast[0]<=EMASlow[0]){
MqlTradeRequest req    = {0};
      req.action       = TRADE_ACTION_DEAL;
      req.magic        = Magic;
      req.symbol       = Symbol();
      req.volume       = Lots;
      req.price        = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
      req.sl           = StopLoss;
      req.tp           = TakeProfit;
      req.deviation    = 0;
      req.type         = ORDER_TYPE_BUY;
      req.type_filling = ORDER_FILLING_IOC;}}}}

Alain Verleyen 2013.05.10 09:44 #1

Kayroth:

I give you the program :

This is a function :

void x(int type)

But you are not calling this function anywhere, so this code isn't executed.
In your function x, you set a MQLTradeRequest but you don't send this request to the trading server, you have to use OrderSend().
OnTrade() is a function called when an event Trade is triggered, you don't have to procedd trading here.
Also please use to Styler (Ctrl+,) before posting code, it's more easy to read.

The Operator "return" The function OnTrade() is [WARNING CLOSED!] Any newbie

Kayroth 2013.05.10 19:45 #2

Thank for helping me, i've removed the x and ontrade functions, added order send, and modified a few things hoping it'd work but it still doesn't.

I give you the newest one (i don't manage to use the styler function)

//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2012, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+
#include "Experts4.mq5"

input int                              MAPeriod          =  10;
input ENUM_MA_METHOD                   MAMethod          =  MODE_EMA;
input ENUM_APPLIED_PRICE               MAPrice           =  PRICE_CLOSE;
input int                              MAShift           =  0;

input int                              MaPeriod          =  3;
input ENUM_MA_METHOD                   MaMethod          =  MODE_EMA;
input ENUM_APPLIED_PRICE               MaPrice           =  PRICE_CLOSE;
input int                              MaShift           =  0;

input double                           Lots              =  0.1;
input int                              StopLoss          =  100;
input int                              TakeProfit        =  100;
input int                              Magic             =  666;

double EMAFast[2],EMASlow[2];
int HEMAFast,HEMASlow;
int B,S;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
   HEMASlow=iMA(NULL,PERIOD_CURRENT,MAPeriod,MAShift,MAMethod,MAPrice);
   if(HEMASlow==INVALID_HANDLE)
     {
      Alert("Indicator launch has failed");
      return(-1);
     }

   HEMAFast=iMA(NULL,PERIOD_CURRENT,MaPeriod,MaShift,MaMethod,MaPrice);
   if(HEMAFast==INVALID_HANDLE)
     {
      Alert("Indicator launch has failed");
      return(-1);
     }
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   if(HEMASlow!=INVALID_HANDLE)IndicatorRelease(HEMASlow);
   if(HEMAFast!=INVALID_HANDLE)IndicatorRelease(HEMAFast);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTick()
  {
   ArraySetAsSeries(EMASlow,true);
   ArraySetAsSeries(EMAFast,true);

   int A=CopyBuffer(HEMASlow,0,1,2,EMASlow);
   int Z=CopyBuffer(HEMAFast,0,1,2,EMAFast);
   if(A<=0 || B<=0)return;

   if(!PositionSelect(Symbol()))
      if(EMAFast[1]>EMASlow[1] && EMAFast[0]<=EMASlow[0])
        {S=1;}else{S=0;}

   if(!PositionSelect(Symbol()))
      if(EMAFast[1]<EMASlow[1] && EMAFast[0]>=EMASlow[0])
        {B=1;}else{B=0;}

   if(PositionSelect(Symbol()) && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
      if(EMAFast[1]>EMASlow[1] && EMAFast[0]<=EMASlow[0])
        {S=2;}else{S=0;}

   if(PositionSelect(Symbol()) && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
      if(EMAFast[1]<EMASlow[1] && EMAFast[0]>=EMASlow[0])
        {B=2;}else{B=0;}

   if(S>=1)
     {
      MqlTradeRequest req = {0};
      MqlTradeResult  res = {0};
      req.action          = TRADE_ACTION_DEAL;
      req.magic           = Magic;
      req.symbol          = Symbol();
      req.volume          = S*Lots;
      req.sl              = StopLoss;
      req.tp              = TakeProfit;
      req.deviation       = 0;
      req.type_filling    = ORDER_FILLING_IOC;
      req.type            = ORDER_TYPE_SELL;
      req.price           = SymbolInfoDouble(Symbol(),SYMBOL_BID);
      OrderSend(req,res);
      return;
     }

   if(B>=1)
     {
      MqlTradeRequest req = {0};
      MqlTradeResult  res = {0};
      req.action          = TRADE_ACTION_DEAL;
      req.magic           = Magic;
      req.symbol          = Symbol();
      req.volume          = B*Lots;
      req.sl              = StopLoss;
      req.tp              = TakeProfit;
      req.deviation       = 0;
      req.type_filling    = ORDER_FILLING_IOC;
      req.type            = ORDER_TYPE_BUY;
      req.price           = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
      OrderSend(req,res);
      return;
     }
  }
//+------------------------------------------------------------------+

Edited : I replace your code with styler applied.

How do I save Self-learning the MQL5 language [ARCHIVE!] Any rookie question,

Alain Verleyen 2013.05.10 20:13 #3

Kayroth:

Thank for helping me, i've removed the x and ontrade functions, added order send, and modified a few things hoping it'd work but it still doesn't.

I give you the newest one (i don't manage to use the styler function)

Your EA never go beyond :

if(A<=0 || B<=0)return;

Can you see why ? ;-)

Kayroth 2013.05.11 08:35 #4

Yes that's because I should have put Z, B is the variable used to buy and it's worth 0 at the beginning. Now that I have fixed this the algorithm do generate orders but first on a wrong side (when it should buy it sells ...)

Second, noticing that stoploss doesn't work too I've modified this :

      req.sl              = StopLoss;
      req.tp              = TakeProfit;

into this (when selling) : (but then it doesn't work anymore and i again don't understand why ...)

      req.sl              = SymbolInfoDouble(Symbol(),SYMBOL_BID)+StopLoss*Point();
      req.tp              = SymbolInfoDouble(Symbol(),SYMBOL_BID)-TakeProfit*Point();

Problem with OrderSend and AMAZING! Very profitable EA EA sends orders every

Kayroth 2013.05.11 08:53 #5

*For the 2nd question, i've found the answer, that's because stop profit was equal to 0.

Alain Verleyen 2013.05.11 09:28 #6

Kayroth:
*For the 2nd question, i've found the answer, that's because stop profit was equal to 0.

You used the same input parameters for both MA.

input int                              MAPeriod=  10;
input ENUM_MA_METHOD                   MAMethod=  MODE_EMA;
input ENUM_APPLIED_PRICE               MAPrice           =  PRICE_CLOSE;
input int                              MAShift           =  0;

input int                              MaPeriod          =  3;
input ENUM_MA_METHOD                   MaMethod          =  MODE_EMA;
input ENUM_APPLIED_PRICE               MaPrice           =  PRICE_CLOSE;
input int                              MaShift           =  0;

Alain Verleyen 2013.05.11 10:06 #7

To using the styler :

Kayroth 2013.05.11 21:56 #8

Yes I do use the same inputs for both MA their periods are not the same (in order to make them cross each other) so I do not understand why this is a problem ...

I want to be sure : does the piece of code below mean

if there is no positions opened

if the next to last quote of the fast Ema is higher than the next to last of the slow ema, and if the last quote of the fast ema is now lower than or equals to the last quote of the fast ema :

S=1 otherwise S=0 ???? Am I right ?

   if(!PositionSelect(Symbol()))
      if(EMAFast[1]>EMASlow[1] && EMAFast[0]<=EMASlow[0])
        {S=1;}else{S=0;}

HELP with programming Ask! MA cross/Price cross MA

New comment