How to back test EA which uses DLL function
my ea code
my ea code
int a1=iCustom(NULL,0, "FXJ_TTT_base",6043,0,0, 0,1);
int a2=iCustom(NULL,0, "FXJ_TTT_base",6044,0,0, 0,1);
int a3=iCustom(NULL,0, "FXJ_TTT_base",6045,0,0, 0,1);
bool buyflag=a1>0.5 || a2>0.5 || a3>0.5;
bool sellflag=a1<-1 || a2<-1 || a3<-1;
Print("=============================================buyflag : " ,buyflag," sellflag ",sellflag);
my base indicators code
#include <fxj.mqh>
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 DarkViolet
#property indicator_color3 DarkGoldenrod
#property indicator_color4 Red
extern int param1=6043;
extern int param2=0;
extern int param3=0;
double Tii5[];
double S5[];
int init()
{
string short_name;
IndicatorBuffers(4);
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, Tii5);
short_name="FXJ_TTT_base";
IndicatorShortName(short_name);
SetIndexLabel(0,"Tii5");
return(0);
}
int start()
{
int counted_bars = IndicatorCounted();
double rates[][6];
ArrayResize(S5,Bars);
ArrayCopyRates(rates);
ArrayResize(S5,Bars);
ArrayResize(S7,Bars);
ArrayResize(S17,Bars);
ArrayResize(S31,Bars);
CreateAndBack(rates,Bars, counted_bars,Symbol(),param1,param2,param3,S5,Tii5);
return(0);
}
myinclude code
#import "fxj.dll"
int CreateAndBack(double rates[][6],int ,int ,string ,int ,int ,int ,double& temp[],double& TiiBuffer[]);
#import
mydll code
__declspec(dllexport) int __stdcall CreateAndBack(const RateInfo* rates,const int bars,const int rates_count,const char* name,
const int param1,const int param2,
const int param3,double *tempGroup,double *ar_TII)
{
if(rates_count == 0) // just the first time to enter the pro
{
for(i=0;i<bars;i++){
if(i%2==0)
ar_TII[i]=1;
else{
ar_TII[i]=0;
}
}else{
for(i=rates_count-1;i<bars;i++){
if(i%2==0)
ar_TII[i]=1;
else{
ar_TII[i]=0;
}
}
}
in facts,dll is more code than this ,so it's size is 208KB.
log
10:33:02 MyWaveEA EURUSD,M30: loaded successfully
10:33:02 FXJ_TTT_base EURUSD,M30: removed
10:33:02 FXJ_TTT_base EURUSD,M30: removed
10:33:02 FXJ_TTT_base EURUSD,M30: removed
10:33:02 MyWaveEA inputs: lStopLoss=370; sStopLoss=350; lTakeProfit=800; sTakeProfit=750; lTrailingStop=300; sTrailingStop=300; Slippage=4; Lots=1;
10:33:02 2012.01.02 02:00 MyWaveEA EURUSD,M30: ==================ret===================ret : 0
10:33:02 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: loaded successfully
10:33:02 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: bars less than 1001002
10:33:57 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: loaded successfully
10:33:57 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: bars less than 1001002
10:33:57 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: loaded successfully
10:33:57 2012.01.02 02:00 FXJ_TTT_base EURUSD,M30: bars less than 1001002
10:33:57 2012.01.02 02:00 MyWaveEA EURUSD,M30: =============================================buyflag : 0 sellflag 0
it is always
10:33:57 2012.01.02 02:00 MyWaveEA EURUSD,M30: =============================================buyflag : 0 sellflag 0
when it is no effect
sorry to all
if(rates_count == 0) // just the first time to enter the pro
{
for(i=0;i<bars;i++){
if(i%2==0)
ar_TII[i]=1;
else{
ar_TII[i]=0;
}
}else{
for(i=rates_count-1;i<bars;i++){
if(i%2==0)
ar_TII[i]=1;
else{
ar_TII[i]=0;
}
}
with this code,it is ok.
so the problem may ablout my dll
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I wrote an EA shell which uses a DLL function in start() function - and it works OK while in forward test mode, but is no any sign while I try to back test on historical data.
and i have also check the options
MYDLL's size is 208Kb,
it is work well for indicators called this dll with icustom in diffent timeframe,
also it is work well for ea running for demo account.
myea call my base indicators, my base indicators call dll.
but I found that ea is not work while I try to back test on historical data. specially, when i change some function in indicators ，it is maybe work well for only one time.
it does not work with nexttime without any code change in mt4 and dll.
can any one give me some advice?