Buy and sell-signal not on correct places
Hello.
Why is it that MetaTrader don´t give the right buy and sell signal? When a 6 WMA cross a 9 WMA upward it is a buy signal but in MetaTrader it is npt always so. It miss many of the buysignals. The same with 6 WMA cross 9 WMA downwards for a sellsignal.
Lars
Here is the code for this strategy.
//+------------------------------------------------------------------+
//| This MQL is generated by Expert Advisor Builder |
//| http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/ |
//| |
//| In no event will author be liable for any damages whatsoever. |
//| Use at your own risk. |
//| |
//+------------------- DO NOT REMOVE THIS HEADER --------------------+
#define SIGNAL_NONE 0
#define SIGNAL_BUY 1
#define SIGNAL_SELL 2
#define SIGNAL_CLOSEBUY 3
#define SIGNAL_CLOSESELL 4
#property copyright "Expert Advisor Builder"
#property link "http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/"
extern int MagicNumber = 0;
extern bool SignalMail = False;
extern bool EachTickMode = False;
extern double Lots = 1.0;
extern int Slippage = 1;
extern bool UseStopLoss = True;
extern int StopLoss = 20;
extern bool UseTakeProfit = False;
extern int TakeProfit = 0;
extern bool UseTrailingStop = False;
extern int TrailingStop = 0;
int BarCount;
int Current;
bool TickCheck = False;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init() {
BarCount = Bars;
if (EachTickMode) Current = 0; else Current = 1;
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit() {
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start() {
int Order = SIGNAL_NONE;
int Total, Ticket;
double StopLossLevel, TakeProfitLevel;
if (EachTickMode &&Bars != BarCount) TickCheck = False;
Total = OrdersTotal();
Order = SIGNAL_NONE;
//+------------------------------------------------------------------+
//| Variable Begin |
//+------------------------------------------------------------------+
double Var1 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0);
double Var2 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0);
double Var3 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1);
double Var4 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1);
double Var5 = Var1 Var4 && Var4 > Var2 ;
double Var6 = Var1 > Var2 && Var3 0) {
if(Bid - OrderOpenPrice() > Point * TrailingStop) {
if(OrderStopLoss() 0) {
if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {
if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {
OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);
if (!EachTickMode) BarCount = Bars;
continue;
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| Signal Begin(Entry) |
//+------------------------------------------------------------------+
if (Buy1_1 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("BUY order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
} else {
Print("Error opening BUY order : ", GetLastError());
}
}
if (EachTickMode) TickCheck = True;
if (!EachTickMode) BarCount = Bars;
return(0);
}
}
//Sell
if (Order == SIGNAL_SELL &&((EachTickMode &&!TickCheck) || (!EachTickMode &&(Bars != BarCount)))) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("SELL order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");
} else {
Print("Error opening SELL order : ", GetLastError());
}
}
if (EachTickMode) TickCheck = True;
if (!EachTickMode) BarCount = Bars;
return(0);
}
}
if (!EachTickMode) BarCount = Bars;
return(0);
}
//+------------------------------------------------------------------+
- IndicatorRelease
- Formal Parameters
- SymbolSelect
you have to reenter this code with the source button (src) in the tool bar so we can read it
WHRoeder:
WHRoeder:
Sorry I didn´know how to do it.
Hope this will be right.
//+------------------------------------------------------------------+ //| This MQL is generated by Expert Advisor Builder | //| http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/ | //| | //| In no event will author be liable for any damages whatsoever. | //| Use at your own risk. | //| | //+------------------- DO NOT REMOVE THIS HEADER --------------------+ #define SIGNAL_NONE 0 #define SIGNAL_BUY 1 #define SIGNAL_SELL 2 #define SIGNAL_CLOSEBUY 3 #define SIGNAL_CLOSESELL 4 #property copyright "Expert Advisor Builder" #property link "http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/" extern int MagicNumber = 0; extern bool SignalMail = False; extern bool EachTickMode = False; extern double Lots = 1.0; extern int Slippage = 1; extern bool UseStopLoss = True; extern int StopLoss = 20; extern bool UseTakeProfit = False; extern int TakeProfit = 0; extern bool UseTrailingStop = False; extern int TrailingStop = 0; int BarCount; int Current; bool TickCheck = False; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { BarCount = Bars; if (EachTickMode) Current = 0; else Current = 1; return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { int Order = SIGNAL_NONE; int Total, Ticket; double StopLossLevel, TakeProfitLevel; if (EachTickMode && Bars != BarCount) TickCheck = False; Total = OrdersTotal(); Order = SIGNAL_NONE; //+------------------------------------------------------------------+ //| Variable Begin | //+------------------------------------------------------------------+ double Var1 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1); double Var2 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1); double Var3 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0); double Var4 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0); double Var5 = Var1 > Var2 && Var1 > Var3 && Var3 < Var4 && Var4 < Var2 ; double Var6 = Var1 < Var2 && Var3 > Var1 && Var3 > Var4 && Var4 > Var2 ; double Buy1_1 = Var5 ; double Buy1_2 = True ; double Sell1_1 = Var6 ; double Sell1_2 = True ; double CloseBuy1_1 = Var6 ; double CloseBuy1_2 = True ; double CloseSell1_1 = Var5 ; double CloseSell1_2 = True ; //+------------------------------------------------------------------+ //| Variable End | //+------------------------------------------------------------------+ //Check position bool IsTrade = False; for (int i = 0; i < Total; i ++) { OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if(OrderType() <= OP_SELL && OrderSymbol() == Symbol()) { IsTrade = True; if(OrderType() == OP_BUY) { //Close //+------------------------------------------------------------------+ //| Signal Begin(Exit Buy) | //+------------------------------------------------------------------+ if (CloseBuy1_1 == CloseBuy1_2) Order = SIGNAL_CLOSEBUY; //+------------------------------------------------------------------+ //| Signal End(Exit Buy) | //+------------------------------------------------------------------+ if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) { OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen); if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy"); if (!EachTickMode) BarCount = Bars; IsTrade = False; continue; } //Trailing stop if(UseTrailingStop && TrailingStop > 0) { if(Bid - OrderOpenPrice() > Point * TrailingStop) { if(OrderStopLoss() < Bid - Point * TrailingStop) { OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen); if (!EachTickMode) BarCount = Bars; continue; } } } } else { //Close //+------------------------------------------------------------------+ //| Signal Begin(Exit Sell) | //+------------------------------------------------------------------+ if (CloseSell1_1 == CloseSell1_2) Order = SIGNAL_CLOSESELL; //+------------------------------------------------------------------+ //| Signal End(Exit Sell) | //+------------------------------------------------------------------+ if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) { OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange); if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell"); if (!EachTickMode) BarCount = Bars; IsTrade = False; continue; } //Trailing stop if(UseTrailingStop && TrailingStop > 0) { if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) { if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) { OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange); if (!EachTickMode) BarCount = Bars; continue; } } } } } } //+------------------------------------------------------------------+ //| Signal Begin(Entry) | //+------------------------------------------------------------------+ if (Buy1_1 < Buy1_2) Order = SIGNAL_BUY; if (Sell1_1 == Sell1_2) Order = SIGNAL_SELL; //+------------------------------------------------------------------+ //| Signal End | //+------------------------------------------------------------------+ //Buy if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) { if(!IsTrade) { //Check free margin if (AccountFreeMargin() < (1000 * Lots)) { Print("We have no money. Free Margin = ", AccountFreeMargin()); return(0); } if (UseStopLoss) StopLossLevel = Ask - StopLoss * Point; else StopLossLevel = 0.0; if (UseTakeProfit) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0; Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue); if(Ticket > 0) { if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) { Print("BUY order opened : ", OrderOpenPrice()); if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy"); } else { Print("Error opening BUY order : ", GetLastError()); } } if (EachTickMode) TickCheck = True; if (!EachTickMode) BarCount = Bars; return(0); } } //Sell if (Order == SIGNAL_SELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) { if(!IsTrade) { //Check free margin if (AccountFreeMargin() < (1000 * Lots)) { Print("We have no money. Free Margin = ", AccountFreeMargin()); return(0); } if (UseStopLoss) StopLossLevel = Bid + StopLoss * Point; else StopLossLevel = 0.0; if (UseTakeProfit) TakeProfitLevel = Bid - TakeProfit * Point; else TakeProfitLevel = 0.0; Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink); if(Ticket > 0) { if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) { Print("SELL order opened : ", OrderOpenPrice()); if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell"); } else { Print("Error opening SELL order : ", GetLastError()); } } if (EachTickMode) TickCheck = True; if (!EachTickMode) BarCount = Bars; return(0); } } if (!EachTickMode) BarCount = Bars; return(0); } //+------------------------------------------------------------------+
I don't like the code generated - meaningless variable names, using double for storing bool, and then doing less-than comparisons with them. *shudder*.
Of course, YMMV
brewmanz:
How would you have done the code?
I don't like the code generated - meaningless variable names, using double for storing bool, and then doing less-than comparisons with them. *shudder*.
Of course, YMMV
double myMA6_1 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1); double myMA9_1 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 1); double myMA6_0 = iMA(NULL, 0, 6, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0); double myMA9_0 = iMA(NULL, 0, 9, 0, MODE_LWMA, PRICE_WEIGHTED, Current + 0); bool bMaPullback = myMA6_1 > myMA9_1 && myMA6_1 > maMA6_0 && myMA6_0 < myMA9_0 && myMA9_0 < myMA9_1; bool bMaRally = Var1 < Var2 && Var3 > Var1 && Var3 > Var4 && Var4 > Var2 ; // changed to mathc above line bool Buy1_1 = bMaPullback; bool Buy1_2 = True ;
brewmanz:
Thanks.
But it gives the same results. Only a lot of losses instead of profits. I don´t know if it has something to do with how the current and previous bars are defined. Should the current be 0 and the previous be +1?
lhw1234:
Thanks.
But it gives the same results. Only a lot of losses instead of profits. I don´t know if it has something to do with how the current and previous bars are defined. Should the current be 0 and the previous be +1?
I have backtest it now in Excel and there was an profit at 2011-04-11 at 00.00 in the test in metatrader there was a loss at the same time so there are something wrong with this EA. I cannot figure out what it is.
lhw1234:
Thanks.
But it gives the same results.
I've noticed that too. On other EAs I've written, I find that I get the same losses regardless of the names I give it. Even my Super-Amazing-Thunder-Profit naming scheme still made a loss.
I wonder how the internet marketers have managed to turn losing EAs into profitable ones just by choosing a super-profitable name.
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