Mean Revert EA - bug! Any suggestions much appreciated
Please use this to post code . . . it makes it easier to read.
- Use SRC
- Count your open orders and don't open more.
int start(){ int count=0; for(pos = OrdersTotal()-1; pos >= 0 ; pos--) if ( OrderSelect(pos, SELECT_BY_POS) // Only my orders w/ && OrderMagicNumber() == magic.number // my magic number && OrderSymbol() == Symbol() ){ // and my pair. count++; } if (count != 0) return; // one open order per chart.
if(New_Time_M1 != iTime("EURUSD",PERIOD_M1,0)) // Compare time --> new bar is born
Tester limitation, you can NOT get bar zero data for other TF/pairs.
Please use this to post code . . . it makes it easier to read.
tks Raptor :-)
- Use SRC
- Count your open orders and don't open more.
Tks WHRoeder :-)
- Use SRC
- Count your open orders and don't open more.
Hi WHRoeder - Inserted the code as suggested. This solved the problem of multiple orders being opened (thanks).
However, there is an additional bug. There are many genuine signals created by the EA, but only the first signal that is encountered is executed, and is left open for the entire back test period.
When I change the start point of the back test, sometimes the first signal is a Buy and sometimes it is a Sell (as expected) but a second (opposite to the initital signal) is never executed.
For instance, when the first signal is a Buy, then further Sell signals are ignored.
Any advice appreciated.
Tks
Fracmap
- Use SRC
- Count your open orders and don't open more.
Tester limitation, you can NOT get bar zero data for other TF/pairs.
Hi - Yes that is correct. Am just using EURUSD. Tks Fracmap
- Use SRC
- Count your open orders and don't open more.
Tester limitation, you can NOT get bar zero data for other TF/pairs.
Hi - Yes that is correct. Am just using EURUSD. Tks Fracmap
Hi WHRoeder - Working through the code, does #2 prevent the reversal trade being executed? Tks
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Please note that much of the code was evolved from BasisForex's excellent EA_Fibo_Avg (as well as others). Thanks, and please note - I am a novice! Thanks in advance for your support. Fracmap.
PROBLEM
Multiple positions are opened up in the same bar.
DESCRIPTION
Always either long or short. Uses a proprietary indicator which is similar to Bollinger bands.
The logic for Buy signals are as follows:
1. The Value of the Buy indicator for the current bar is greater than the value of the Buy indicator for the future bar and the previous bar (this is possible because the Buy indicator is plotted into the future 1 bar.)
2. The Low of the bar is less than or equal to the Buy indicator value.
3. The close of the bar is greater or equal to the Buy indicator.
The logic for Sell signals are as follows:
1. The Value of the sell indicator for the current bar is less than the value of the sell indicator for the future bar and the previous bar (this is possible because the sell indicator is plotted into the future 1 bar.)
2. The High of the bar is greater than or equal to the sell indicator value.
3. The Close of the bar is less than or equal to the sell indicator.
#define MagicNum 10001
//-----
//-----
extern bool Retrace = False; //
extern int Band_Period = 1;
extern int price_type = 0; // 0 = High/Low | 1 = Open/Close
extern double phi = 1.618034; //
extern int order = 6; //
//+------------------------------------------------------------------+
int start()
{
double New_Time_M1;
bool New_Bar_M1;
//new bar is born
if(New_Time_M1 != iTime("EURUSD",PERIOD_M1,0)) // Compare time --> new bar is born
{
New_Time_M1=iTime("EURUSD",PERIOD_M1,0); // New time set
New_Bar_M1=true; // A new bar detected
}
else
{
New_Bar_M1=false;
}
string IndicatorStyle;
bool Golong = false;
bool Goshort = false;
//There are two different styles of indicator.
if(Retrace==False)
{
IndicatorStyle="fracmap_NoRetrace";
}
else
{
IndicatorStyle="fracmap_trade";
}
//
int cnt, ticket, total;
//New bar code for Min data
if(New_Bar_M1==true)
{
// delete allpending orders
string Symb=Symbol();
for(int i=1; i<=OrdersTotal(); i++) // Order searching cycle
{
if (OrderSelect(i-1,SELECT_BY_POS)==true) // If the next is available
{ // Order analysis:
//----------------------------------------------------------------------- 3 --
if (OrderSymbol()!= Symb) continue; // Symbol is not ours
int Tip=OrderType(); // Order type
//if (Tip>2) continue; // Market or
OrderDelete(OrderTicket());
}
}
//----- Here the indicators are called.
double frac_sell=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,1,0);
double frac_buy=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,0,0);
double frac_sell_prev=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,1,1);
double frac_buy_prev=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,0,1);
double frac_sell_next=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,1,-1);
double frac_buy_next=iCustom(NULL, 0, IndicatorStyle,Band_Period,price_type,phi,order,0,-1);
//------------------------------------------------------- this is where signals are filtered
if(Close[0]>=frac_buy && Low[0]<=frac_buy && frac_buy_prev < frac_buy && frac_buy_next < frac_buy)
{
Golong=true;
}
else
{
Golong=false;
}
if(Close[0]<=frac_sell && High[0]>=frac_sell && frac_sell_prev > frac_sell && frac_sell_next > frac_sell)
{
Goshort = true;
}
else
{
Goshort = false;
}
//-------------------------------------------------------
if(Golong==true)
{
ticket=OrderSend(Symbol(),OP_BUY,OrderLots(),Ask,1,0,0,"Buy Entry",10001,0,Green);
if(ticket > 0)
{
return(0);
}
}
if(Goshort==true)
{
ticket=OrderSend(Symbol(),OP_SELL,OrderLots(),Bid,1,0,0,"Sell Entry",10001,0,Red);
if(ticket > 0)
{
return(0);
}
}
}
//-- here trades are exited and reversed
total = OrdersTotal();
for(cnt = 0; cnt < total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType() <= OP_SELL && OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNum)
{
//-----------------------
if(OrderType() == OP_BUY)
{
if(Goshort==true)
{
OrderClose(OrderTicket(), OrderLots(), Bid, 3, Violet);
return(0);
}
}
else if(OrderType() == OP_SELL)
{
if(Golong==true)
{
OrderClose(OrderTicket(), OrderLots(), Ask, 3, Violet);
return(0);
}
}
}
}
}