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MA in strategy tester does not trade

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wolfofwalstreet
15
wolfofwalstreet 2014.01.16 15:13 

Hello every body?

I have a problem with all The MA in the strategy tester of MT5. I can load MA's in the strategy tester and START the test but the problem is that the MA does not trade.

I am using it in the stock market. I have tried some classic ones like MAC-D and ADX MA's but it still does not trade and there are some positions that it should.

I would appreciate if it leads to solving the problem.

thanks

Rodrigo Malacarne
Moderator
9904
Rodrigo Malacarne 2014.01.16 15:21  

Could you show us any piece of code you're using?

wolfofwalstreet
15
wolfofwalstreet 2014.01.16 15:33  
Malacarne:

Could you show us any piece of code you're using?

yes, here is the code of MAC-D expert as follows:

//+------------------------------------------------------------------+

//|                                                   ExpertMACD.mq5 |
//|                   Copyright 2009-2013, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2013, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include <Expert\Expert.mqh>
#include <Expert\Signal\SignalMACD.mqh>
#include <Expert\Trailing\TrailingNone.mqh>
#include <Expert\Money\MoneyNone.mqh>
//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
//--- inputs for expert
input string Inp_Expert_Title            ="ExpertMACD";
int          Expert_MagicNumber          =10981;
bool         Expert_EveryTick            =false;
//--- inputs for signal
input int    Inp_Signal_MACD_PeriodFast  =12;
input int    Inp_Signal_MACD_PeriodSlow  =24;
input int    Inp_Signal_MACD_PeriodSignal=9;
input int    Inp_Signal_MACD_TakeProfit  =50;
input int    Inp_Signal_MACD_StopLoss    =20;
//+------------------------------------------------------------------+
//| Global expert object                                             |
//+------------------------------------------------------------------+
CExpert ExtExpert;
//+------------------------------------------------------------------+
//| Initialization function of the expert                            |
//+------------------------------------------------------------------+
int OnInit(void)
  {
//--- Initializing expert
   if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing expert");
      ExtExpert.Deinit();
      return(-1);
     }
//--- Creation of signal object
   CSignalMACD *signal=new CSignalMACD;
   if(signal==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating signal");
      ExtExpert.Deinit();
      return(-2);
     }
//--- Add signal to expert (will be deleted automatically))
   if(!ExtExpert.InitSignal(signal))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing signal");
      ExtExpert.Deinit();
      return(-3);
     }
//--- Set signal parameters
   signal.PeriodFast(Inp_Signal_MACD_PeriodFast);
   signal.PeriodSlow(Inp_Signal_MACD_PeriodSlow);
   signal.PeriodSignal(Inp_Signal_MACD_PeriodSignal);
   signal.TakeLevel(Inp_Signal_MACD_TakeProfit);
   signal.StopLevel(Inp_Signal_MACD_StopLoss);
//--- Check signal parameters
   if(!signal.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error signal parameters");
      ExtExpert.Deinit();
      return(-4);
     }
//--- Creation of trailing object
   CTrailingNone *trailing=new CTrailingNone;
   if(trailing==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating trailing");
      ExtExpert.Deinit();
      return(-5);
     }
//--- Add trailing to expert (will be deleted automatically))
   if(!ExtExpert.InitTrailing(trailing))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing trailing");
      ExtExpert.Deinit();
      return(-6);
     }
//--- Set trailing parameters
//--- Check trailing parameters
   if(!trailing.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error trailing parameters");
      ExtExpert.Deinit();
      return(-7);
     }
//--- Creation of money object
   CMoneyNone *money=new CMoneyNone;
   if(money==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating money");
      ExtExpert.Deinit();
      return(-8);
     }
//--- Add money to expert (will be deleted automatically))
   if(!ExtExpert.InitMoney(money))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing money");
      ExtExpert.Deinit();
      return(-9);
     }
//--- Set money parameters
//--- Check money parameters
   if(!money.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error money parameters");
      ExtExpert.Deinit();
      return(-10);
     }
//--- Tuning of all necessary indicators
   if(!ExtExpert.InitIndicators())
     {
      //--- failed
      printf(__FUNCTION__+": error initializing indicators");
      ExtExpert.Deinit();
      return(-11);
     }
//--- succeed
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Deinitialization function of the expert                          |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ExtExpert.Deinit();
  }
//+------------------------------------------------------------------+
//| Function-event handler "tick"                                    |
//+------------------------------------------------------------------+
void OnTick(void)
  {
   ExtExpert.OnTick();
  }
//+------------------------------------------------------------------+
//| Function-event handler "trade"                                   |
//+------------------------------------------------------------------+
void OnTrade(void)
  {
   ExtExpert.OnTrade();
  }
//+------------------------------------------------------------------+
//| Function-event handler "timer"                                   |
//+------------------------------------------------------------------+
void OnTimer(void)
  {
   ExtExpert.OnTimer();
  }
//+------------------------------------------------------------------+
Automated Trading and Strategy Testing
Automated Trading and Strategy Testing
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MQL5: language of trade strategies built-in the MetaTrader 5 Trading Platform, allows writing your own trading robots, technical indicators, scripts and libraries of functions
Rodrigo Malacarne
Moderator
9904
Rodrigo Malacarne 2014.01.16 15:42  
This EA works fine for me... you said you're using it in the stock market... what symbol and timeframe are you trying to use in the Strategy Tester?
wolfofwalstreet
15
wolfofwalstreet 2014.01.16 16:04  

I used it in a Daily time-frame for testing the EA.

I added the log file of the test too.

Files:
20140116.log 67 kb
Alain Verleyen
Moderator
30752
Alain Verleyen 2014.01.16 16:06  
wolfofwalstreet:

yes, here is the code of MAC-D expert as follows:

...

Please use the SRC button when you post code.

Check the Journal tab of the Strategy Tester to see if any message can help. (our posts are crossed)

Alain Verleyen
Moderator
30752
Alain Verleyen 2014.01.16 16:20  
wolfofwalstreet:

I used it in a Daily time-frame for testing the EA.

I added the log file of the test too.

Your last test, on وپارس generated only 140 ticks for 70 daily bars ! Are you using "Every tick" mode ? Seems the problem comes from the data.

Can you test it on EURUSD and report your result ?

Rodrigo Malacarne
Moderator
9904
Rodrigo Malacarne 2014.01.16 16:34  
I've done the same test, on the same server, on the same symbol and on the same timeframe... The quality of analyzed history is only 7% for this symbol/timeframe on Every Tick mode...
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