Pcontour
279
Pcontour  

Minimum lots MQ4 technique

autumnleaves:
Hi PC Contour,

Here is a snippet from my log.

autumn

23:00:42 LibOrderReliable GBPJPY,H1: OrderSendReliable v1_1_3: attempted OP_BUY 0.05000000 lots@225.25000000 sl:0.00000000 tp:0.00000000

23:00:42 LibOrderReliable GBPJPY,H1: OrderSendReliable v1_1_3:non-retryable error: 131:invalid trade volume

23:00:42 LibOrderReliable GBPJPY,H1: OrderSendReliable v1_1_3:failed to execute OP_BUY/OP_SELL, after 0 retries

23:00:42 LibOrderReliable GBPJPY,H1: OrderSendReliable v1_1_3:failed trade: OP_BUY GBPJPY@225.25000000 tp@0.00000000 sl@0.00000000

error: 131:invalid trade volume means that the number of lots is not valid. I`m not sure why you use so few lots. Perhaps .1 is the minimum.

This EA actually uses these fields.

extern double Lots = 0.1;

extern double MinLots = 0.01;

extern double MaxLots = 100.0;[/CODE]

However it is better to use the various brokers custom lot settings likethe following code snipet. We need to add the following and then test to ensure that the number of lots is greater than U_MinLot.

[CODE]if(U_MinLot==0) U_MinLot = MarketInfo(Symbol(),MODE_MINLOT); //Pcontour

if(U_MaxLot==0) U_MaxLot = MarketInfo(Symbol(),MODE_MAXLOT); //Pcontour
t182bryan
6
t182bryan  

New to this

I have had my first day using the Derk Synergy EA, still getting used to it. Glad to be a new part of this forum and look forward to seeing great results to come! I called a friend of Dean Malone (synergy creator) today and he told me Dean and Compassfx were working on an EA for the synergy. I have a request in for a rough copy as soon as possible, I think it will be interesting to put the two side by side and see which is better. From what little I know about this, my vote is for the Derk EA. Happy Pipping!

Derk Wehler
345
Derk Wehler  

Autumn:

I'm not sure what you mean about duplicate trades... you mean when it was opening more than one at a time (both directions)?

At this point, what I have done is make a bunch of [presumably] non-functional changes to the code, all optimizations for backtesting, but now find it has introduced more bugs. So I will be trying to get that new version fixed up and posted here, and given to Nondisclosure for backtesting.

autumnleaves:
The broker is FXDD. See the report I posted earlier. It seems to me that the trade should not trigger until the bar closes, otherwise you could have all kinds of anomalous behaviour. I had an issue with this in the MT group. It seems prudent to fill the bar if this does not introduce too much lag.

How do you explain the duplicate trades?

autumn
Derk Wehler
345
Derk Wehler  

Autumn:

I hope you will keep this in mind in case I forget. As mentioned, for now I really need to get the bugs out, but this thoughtful analysis is undoubtedly going to be needed later.

The code might come in handy too, if you have already done this, even if it's not perfect.

I really hope to have the current version working correctly in two days; then we can move on from there. I kind of want to put a moratorium on the code after that, just until Nondisclosure007 can get us some backtesting optimization results. He is working on it now with the current version, but says the optimization is wanting to run until Dec 22nd. So I really need to get him my backtesting-adjusted version and hope that helps.

-Derk

autumnleaves:
Hi Droogie Derk,

If you would like to incorporate a very effective volume based indicator into the EA you might consider using Force. I suggest the following:

put a 13 period Force Method EMA Price Typical in an array

run a 2 period MA (exponential) and a 13 period MA (exponential) on the array

run a 13 period exponential Standard Deviation on the array

Trade when 2MA is above/below 13MA and both moving in same direction, plus STDev above a value to be determined empirically.

(Alternatively, you can omit the 2 period MA and use the raw 13 period Force in its place, since there is not much difference in the values.)

You can optimize on the MA periods and STDev threshold. However, the array seems to slow backtesting and optimizing down terribly, and you might have to settle for visual estimates.

This combines price/volume/volatility in one indicator and does so with very responsive action.

Please be aware that I am not a programmer, and am only tinkering with indicators and signals to find optimal trading rules.

Let me know your thoughts, and I'll send you the code if you wish. I hope this helps.

autumn
Derk Wehler
345
Derk Wehler  
Paulinge:
Hi Mr. DerkWehler and Mr. autumnleaves or everybody " CODER ",

(etc)

I fear it will be a while before I have time to pursue that, but we'll see how things go.

Best,

-Derk

Derk Wehler
345
Derk Wehler  
t182bryan:
I have had my first day using the Derk Synergy EA, still getting used to it. Glad to be a new part of this forum and look forward to seeing great results to come! I called a friend of Dean Malone (synergy creator) today and he told me Dean and Compassfx were working on an EA for the synergy. I have a request in for a rough copy as soon as possible, I think it will be interesting to put the two side by side and see which is better. From what little I know about this, my vote is for the Derk EA. Happy Pipping!

I have also been working privately on an advanced synergy EA. But it does nothing special at this time; only enters trades based on the arrows that their DM_TradeSignal indicator puts up, and since I only have the .ex4 version, I do not know what criteria they use to put up those arrows.

But what I can tell you was that when I ran it, it seemed this basic EA was doing better, so I went back to spending my time on it. I do not have permission to post CompassFx's indicators, but thought about including their use in the EA for anyone who doeshave them.

Perhaps compass should just hire me; getting pretty familiar with it these days! ;-)

-Derk

Derk Wehler
345
Derk Wehler  

Pcontour:

Thank you for answering (correctly) and the advice; you are right; it should check. Will add....

EDIT: Okay, done... added this line to init():

MinLots = MathMax(MinLots, MarketInfo(Symbol(), MODE_MINLOT));

Pcontour:
error: 131:invalid trade volume means that the number of lots is not valid. I`m not sure why you use so few lots. Perhaps .1 is the minimum.

This EA actually uses these fields.

extern double Lots = 0.1;

extern double MinLots = 0.01;

extern double MaxLots = 100.0;[/code]However it is better to use the various brokers custom lot settings likethe following code snipet. We need to add the following and then test to ensure that the number of lots is greater than U_MinLot.

[code]if(U_MinLot==0) U_MinLot = MarketInfo(Symbol(),MODE_MINLOT); //Pcontour

if(U_MaxLot==0) U_MaxLot = MarketInfo(Symbol(),MODE_MAXLOT); //Pcontour
sinecure
324
sinecure  

Duplicates etc

Greetings Droogies,

I'm glad to see that we have greater collaboration now. With PC Contour on board you'll get great feedback!

Derk, you asked what I meant by duplicates. If you check the report I uploaded in message #255 you will see that the EA was opening 2 identical trades each time.

autumn

Derk Wehler
345
Derk Wehler  
autumnleaves:
Greetings Droogies,

I'm glad to see that we have greater collaboration now. With PC Contour on board you'll get great feedback!

Derk, you asked what I meant by duplicates. If you check the report I uploaded in message #255 you will see that the EA was opening 2 identical trades each time.

autumn

Hey there Autumn:

I looked back at that post, at Nov26Report.htm, and saw what you meant... If you were using the latest version on post #65, it has SplitOrder set to true by default, and that is what it looks like it did. When split order is set, it splits it into 2 orders, half size each. One gets set with whatever your TP is, the other is allowed to run....

Is that possibly the case?

sinecure
324
sinecure  

Duplicates etc

Hi Derk,

That must explain the duplicates. What is the best fix for the error messages and no trading action? Should I reinstall? Do you have a bug-free version to upload?

autumn