Why it opens orders 10 pips higher than price? It executes them as wel....

[lemming78]

Hello everyone, i have a problem with this ea. I think the images can explain themselves.

//+------------------------------------------------------------------+
//|                                                  Momentum_v1.mq4 |
//|                                                             Skox |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Skox"
#property link      ""
#property indicator_separate_window

double Punto;
extern bool DisplayInfo=true;
extern string    S1 ="Lotti da aprire, minimo 0.02 ";
extern double BE=15;
extern double Lotti=0.02;
extern string    S2 ="Numero posizioni massime. Minimo 2";
extern int NPosMax=2;
static double trl;

extern double TrailingStop = 7;
static int ticketTL, ticketTL2;
string Cross;


int TF,i;
string cmt;
datetime Time_0;


extern int MagicNumber=987569;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
Time_0=Time[0];

// Compatibility wiht 3,4,5 digits prices
   
   if(Digits>=4) Punto = 0.0001;
   else Punto = 0.01;

//----Gestione TimeFrame, =1 fino a 4h, =2 oltre
if (Period()<=240) TF=1;
else TF=2;
Cross=Symbol();

  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
{
 //---Stampa informazioni su CHART
   void PrintInfo;
   {
   bool setupBAR;
   string cmt="";
      cmt = "========================";
      cmt =  cmt + "\nAccount Name: [ " + AccountName() + " ]";            
      cmt =  cmt + "\nAccount Leverage: [ " + DoubleToStr( AccountLeverage(), 0 ) + " ]";      
      cmt =  cmt + "\nMin Lot: [ " + DoubleToStr( MarketInfo(Symbol(),MODE_MINLOT), 3 ) + " ]";      
      cmt =  cmt + "\nLot Step: [ " + DoubleToStr( MarketInfo(Symbol(),MODE_LOTSTEP), 3 ) + " ]";      
      cmt =  cmt + "\nCurrent Profit: [ " + DoubleToStr(AccountEquity()-AccountBalance(),2) + " ]";
      cmt =  cmt + "\nAccount Balance: [ " + DoubleToStr(AccountBalance(),2) + " ]";
      cmt =  cmt + "\nAccount Equity: [ " + DoubleToStr(AccountEquity(),2) + " ]";      
      cmt =  cmt + "\n========================";
      Comment(cmt);
      }

//---Indicatori      
   double Atr=iATR(NULL,0,20,0);
   double fastMA=iMA(NULL,0,20,0,MODE_SMA,PRICE_CLOSE,0);
   double slowMA=iMA(NULL,0,40,0,MODE_SMA,PRICE_CLOSE,0);
   double Adx=iADX(NULL,0,14,PRICE_CLOSE,MODE_MAIN,0);

//---Funzione Buffer
  double buffer;
  if (TF==1) buffer=2*Punto;
  else buffer=0.001*Close[0];
  


//--- verifica la presenza di ordini
  int  ordtot=OrdersTotal()-1;   
   for(i=ordtot;i>=0;i--){   
      OrderSelect(i,SELECT_BY_POS);
      //--- c'è un ordine di questo EA     
      if(OrderMagicNumber()==MagicNumber && OrderSymbol()==Cross) Gestisci();
   }      
   
   
//--- Se setup bar esiste setupBAR=true, altrimenti false  

   if (Low[1]>fastMA && Low[1]>slowMA && Close[1]>Open[1] && Close[1]>(High[1]-Low[1])*0.7 && High[1]<High[iHighest(Symbol(),0,MODE_HIGH,5,1)] && (Close[1]-Open[1])<1.5*Atr && Adx>25) 
     {setupBAR = true;}
   else{setupBAR = false;}

//--- Se il targetprofit non viene raggiunto entro 5 candele, la posizione si chiude al close della 5°  
   double prezzo;
   
   
   if(OrderType()==OP_BUY) prezzo=Ask;
   else prezzo=Bid;
   
//---Gestione stoploss. Prima di piazzarlo in reale ricordarsi di cambiare 10 pips con MarketInfo(Symbol(),MODE_STOPLEVEL)
   double StopLoss=20*Punto;
   if(Close[1]-(Low[1]-buffer)<15*Punto)
   {StopLoss=Low[1]-15*Punto;}
   else StopLoss=(Low[1]-buffer);


//--- Controllo numero ordini
   double Spread=Bid-Ask;
   ordtot=OrdersTotal();
   int ticket;
//---Gestione TrailingStop. La variabile TrailingStop è external. Trailing è il nuovo livello di stoploss per ordini con trailingstop 
   double TSTP=TrailingStop*Punto;
  // double Trailing;
   
//---Gestione ordini e modifica di trailingstop e targetprofit 
   if(ordtot<NPosMax)
     {
       if (setupBAR==true && !New_Bar())
         {
           ticket=OrderSend(Symbol(),OP_BUY,Lotti/2,prezzo,3,StopLoss,prezzo+Atr,"Momentum Method",MagicNumber,0);
             OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES);
               
            ticketTL=OrderSend(Symbol(),OP_BUY,Lotti/2,prezzo,3,prezzo-TSTP,0,"Momentum Method",MagicNumber,0);
            OrderSelect(ticketTL,SELECT_BY_TICKET,MODE_TRADES);
           
           

         }
   }
   
}

 //*** gestisce gli ordini aperti
int Gestisci(){
   static double trl;
   double przopen= OrderOpenPrice();
   double sl= OrderStopLoss();
   double tp= OrderTakeProfit();
   double lotti= OrderLots();
   datetime open=OrderOpenTime();
  
   
   // ordine BUY
   if(OrderType()==OP_BUY){
      double prezzo=Bid;
   
      // dopo 5 candele chiude l'ordine
      if(Time[0]>open+(TF*60)*4){
         if(!OrderClose(OrderTicket(),lotti,prezzo,3,Yellow))
            Print("Errore chiusura totale OP_BUY # "+GetLastError());
         return(0);
      }
      
      // porta l'ordine in breakeven
      if(sl<przopen){
         if((Bid-przopen)>=BE)
            if(!OrderModify(OrderTicket(),przopen,przopen,tp+BE,0)) 
               Print("Errore modifica Breakeven BUY # "+GetLastError());                                                                     
         return(0);
      }
      
      // chiude la prima parte dell'ordine         
      if(lotti==Lotti){
         if((tp-BE)<=Bid){
            if(!OrderClose(OrderTicket(),lotti/2,prezzo,3,Yellow))
               Print("Errore 1^ chiusura OP_BUY # "+GetLastError());
            else trl=Bid-TrailingStop;   
         }         
         return(0);
      }
      
      // gestisce il trailing
      if(Bid<=trl){
         if(!OrderClose(OrderTicket(),lotti,prezzo,3,Yellow))
            Print("Errore 2^ chiusura OP_BUY # "+GetLastError());
      }else 
      if((Bid-TrailingStop)>trl) trl=Bid-TrailingStop;      
      return(0);                 
   }   
 } 
                 
   
//---Controlla se è nata una nuova candela
bool  New_Bar(){                                           
    if (Time_0 != Time[0])                                  
      {
      New_Bar = 1; 
      NoTradeFlag=false;                                             
      Time_0 = Time[0]; 
      }   
}
  

[dabbler]

The strategy tester can only buy at the current price, regardless of how the EA is coded. Remember that the bars are of BID price. A long position starts from the ASK price. I would suggest the spread is quite high for that simulation.

[Tjipke de Vries]

Did you make this picture with backtesting after the market had closed ?

In that case look to the spread of your broker this moment....

[lemming78]

Thanks both.. I did the backtest when markets were still open. How can i fix this?

[Tjipke de Vries]

lemming78:
Thanks both.. I did the backtest when markets were still open. How can i fix this?

make a printstatement to see what is your spread " double Spread=Bid-Ask; "
Print("Spread ",Spread);

[lemming78]

I may have found the problem. In the expert properties in the backtest section the spread is 100... so 10 pips, but i can't modify it...

[lemming78]

yes i tried also with your strategy devries, but it returns 0.001. So 10 pips...

[Simon Gniadkowski]

There are tools to set the spread, they have been mentioned recently . . .

https://www.mql5.com/en/forum/138405 and https://www.mql5.com/en/forum/138459 you can get SpreadGenerator here: SpreadGenerator the instructions are in the script, open in MetaEditor and read carefully.

[lemming78]

Thanks, another question. Why is it closing anyway positions in the next bar? Stoploss has not been reached yet.

[Simon Gniadkowski]

lemming78:
Thanks, another question. Why is it closing anyway positions in the next bar? Stoploss has not been reached yet.

Why is it closing orders ? what does it say in the History ?

[lemming78]

Solved that problem too, there was an error in the code.

Last thing and then i fixed this ea..

Everytime the setupbar condition is true it opens too many positions (300-400)... how to fix this? There's no difference in putting an

double ordtot=OrdersTotal();
if(ordtot<NPosMax){blabla}

or not...

i tried also with a for

for(ordtot=0;ordtot<NPosMax;ordtot++)

but with no results... I temporary solved writing 0 instead of MagicNumber, but the ea needs it...

 for(ordtot=0;ordtot<NPosMax;ordtot++){    
      /* if (setupBARb==true && !New_Bar())
         {
           ticket=OrderSend(Symbol(),OP_BUY,Lotti/2,prezzo,3,Low[1]-buffer,prezzo+Atr,"Momentum Method",0,0);
             OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES);
                           
            ticketTL=OrderSend(Symbol(),OP_BUY,Lotti/2,prezzo,3,Low[1]-buffer,0,"Momentum Method",0,0);
            OrderSelect(ticketTL,SELECT_BY_TICKET,MODE_TRADES);}*/
       if (setupBARs==true && !New_Bar()) 
         
         {    
           ticket=OrderSend(Symbol(),OP_SELL,Lotti/2,prezzo,3,prezzo+StopLoss*Punto,prezzo-Atr,"Momentum Method",MagicNumber,0,Green);
             OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES);
             
             
                           
            /*ticketTL=OrderSend(Symbol(),OP_SELL,Lotti/2,prezzo,3,0,0,"Momentum Method",0,0);
            OrderSelect(ticketTL,SELECT_BY_TICKET,MODE_TRADES);*/} 
        
        }
   }