EA doesn't open LIVE trades

_4_ _xtasy 2019.07.04 19:01

The attached is a bad strategy for testing only (don't actually trade it). On axitrader it won't open during live trading but it will open during demo trading and in the strategy tester (yes, I have a smiley face, enabled auto trading, etc.) It was generated with fxpro quant. I tested it on the M1 chart and it opens on a new bar on a demo account. But on a live account it doesn't open. Any thoughts?

//+------------------------------------------------------------------+
//+                           Code generated using FxPro Quant 2.1.4 |
//+------------------------------------------------------------------+
#property strict

#define __STRATEGY_MAGIC 1001000000
#define __SLEEP_AFTER_EXECUTION_FAIL 400

//Input variables
input int _TP_Pips = 300;                       // TP Pips
input int _Trailing_Stop_Points = 9999;                 // Trailing Stop Points
input double _Max_Spread = 20;                  // Max Spread
input int _Min_Adjust_Points = 9999;                    // Min Adjust Points
input int _Max_Open_Trades = 0;                 // Max Open Trades
input double _LotsPer1000 = 0.01;                       // LotsPer1000
input int _SL_Pips_Below_Bar_1_low = 0;                 // SL Pips Below Bar 1 low

//Global declaration

int init() {

   return(0);
}

int start() {

   
   //Local declaration
   bool _Simple_Trailing_Stop = false;
   bool _Buy = false;
   _Simple_Trailing_Stop = Simple_Trailing_Stop(0, 0, _Trailing_Stop_Points, _Min_Adjust_Points);
   if( ((Volume[0] == 1) && 
   ((Ask -
    (Bid)) <= Transform(_Max_Spread, 2))) ) _Buy = Buy(0, ((AccountFreeMargin() /
    (1000)) *
    (_LotsPer1000)), 2, (iLow(Symbol(), 0, 1) -
    (Transform(_SL_Pips_Below_Bar_1_low, 3))), 1, _TP_Pips, 5, _Max_Open_Trades, 0, "");

   return(0);
}

bool Simple_Trailing_Stop(int MagicIndex, int WaitForProfit, int TrailingStopPoints, int MinAdjustmentPoints)
{   
   double pnlPoints=0;   
   double price, sl, tp;
   double point = MarketInfo(Symbol(),MODE_POINT);
   int stopLevel = int(MarketInfo(Symbol(),MODE_STOPLEVEL) + MarketInfo(Symbol(),MODE_SPREAD));  
   int cmd; 
      
   bool result = true;   
   double newSl;

   int total = OrdersTotal();
      for(int i=total-1;i>=0;i--){
      if (!OrderSelect(i, SELECT_BY_POS)) continue;
      if(OrderMagicNumber() != __STRATEGY_MAGIC + MagicIndex || OrderSymbol() != Symbol()) continue;
      
      cmd = OrderType();      
      sl = NormalizeDouble(OrderStopLoss(),Digits);
      tp = OrderTakeProfit();
       
      if (OrderType() == OP_BUY)
      {
         price = MarketInfo(Symbol(),MODE_BID);
         newSl = NormalizeDouble(price - TrailingStopPoints * point, Digits);    
         if(((tp - price)/point) < stopLevel && tp != 0) continue;         
         if(((price - newSl)/point) < stopLevel)continue; 
         if(WaitForProfit == 0)
         {        
            pnlPoints = (price - OrderOpenPrice())/point; 
            if (pnlPoints < TrailingStopPoints ) continue;  
         }        
         if (sl + MinAdjustmentPoints*point>= newSl) continue;       
         
         if(!OrderModify(OrderTicket(), OrderOpenPrice(), newSl, tp, 0))
         {
            printf("Error: Failed to modify trade. Ticket #%i, error code: %i", OrderTicket(), GetLastError());
            result = false;
            Sleep(__SLEEP_AFTER_EXECUTION_FAIL);
         }
      }  
      else if (OrderType() == OP_SELL)
      {
         price = MarketInfo(Symbol(),MODE_ASK);
         newSl = NormalizeDouble(price+ TrailingStopPoints * point, Digits);
         if(((price - tp)/point) < stopLevel) continue;
         if(((newSl - price)/point) < stopLevel) continue;
         if(WaitForProfit == 0)
         {              
            pnlPoints = (OrderOpenPrice() - price)/point;
            if (pnlPoints < TrailingStopPoints) continue; 
         }         
         if (sl - MinAdjustmentPoints*point <= newSl && sl != 0) continue;
         
         if(!OrderModify(OrderTicket(), OrderOpenPrice(), newSl, tp, 0))
         {
            printf("Error: Failed to modify trade. Ticket #%i, error code: %i", OrderTicket(), GetLastError());
            result = false;
            Sleep(__SLEEP_AFTER_EXECUTION_FAIL);
         }         
       }      
   }   
   return(result);
}


bool Buy(int MagicIndex, double Lots, int StopLossMethod, double StopLossPoints, int TakeProfitMethod, double TakeProfitPoints, int Slippage, int MaxOpenTrades,
         int MaxFrequencyMins, string TradeComment)
{
   static double pipSize = 0;   
   if(pipSize == 0) pipSize = Point * (1 + 9 * (Digits == 3 || Digits == 5));

   double sl = 0, tp = 0;
   double stopLossPoints = 0, takeProfitPoints = 0;
   
   int numberOfOpenTrades = 0;
   
   for(int i=OrdersTotal()-1;i>=0;i--){
      if(!OrderSelect(i, SELECT_BY_POS)) continue;
      if(OrderMagicNumber() != __STRATEGY_MAGIC + MagicIndex || OrderSymbol() != Symbol()) continue;
      numberOfOpenTrades ++;    
   }   

   if(MaxOpenTrades > 0 && numberOfOpenTrades >= MaxOpenTrades) return(false);       
  
   if(MaxFrequencyMins  > 0)
   {   
      int recentSeconds = MaxFrequencyMins * 60;

      for(int i=OrdersTotal()-1;i>=0;i--){
         if(!OrderSelect(i, SELECT_BY_POS)) continue;
         if(OrderMagicNumber() != __STRATEGY_MAGIC + MagicIndex || OrderSymbol() != Symbol()) continue;
         if(TimeCurrent() - OrderOpenTime() < recentSeconds) return(false);
      }  

      int hstTotal=OrdersHistoryTotal();
   
      for(int i=hstTotal-1;i>=0;i--)
      {  
         if(!OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)) continue;
         if(OrderMagicNumber() != __STRATEGY_MAGIC + MagicIndex || OrderSymbol() != Symbol()) continue;      
         if(TimeCurrent() - OrderOpenTime() < recentSeconds) return(false);
         break;            
      }  
   }
   
   if(Lots < MarketInfo(Symbol(),MODE_MINLOT)) return(false);
   
   if(AccountFreeMarginCheck(Symbol(), OP_SELL,Lots) <= 0) {
      Print("Buy error: insufficient capital");
      return(false);
   }   

   if (StopLossPoints > 0)
   {
      if(StopLossMethod == 0)
      {
         sl = NormalizeDouble(Ask - StopLossPoints * Point, Digits);
         stopLossPoints = StopLossPoints;
      }
      else if (StopLossMethod == 1)
      {
         sl = NormalizeDouble(Ask - StopLossPoints * pipSize, Digits);
         stopLossPoints = StopLossPoints * (1 + 9 * (Digits == 3 || Digits == 5));
      }
      else
      {
         sl  = StopLossPoints;
         stopLossPoints = (Ask - sl)/Point; 
      }
   }
   
   if (TakeProfitPoints > 0)
   {
      if(TakeProfitMethod == 0)
      {
         tp = NormalizeDouble(Ask + TakeProfitPoints * Point, Digits);
         takeProfitPoints = TakeProfitPoints;
      }
      else if (TakeProfitMethod == 1)
      {
         tp = NormalizeDouble(Ask + TakeProfitPoints * pipSize, Digits);
         takeProfitPoints = TakeProfitPoints * (1 + 9 * (Digits == 3 || Digits == 5));
      }
      else
      {
         tp = TakeProfitPoints;
         takeProfitPoints = (tp - Ask)/Point; 
      }
   }  
   
   double stopLevel = MarketInfo(Symbol(),MODE_STOPLEVEL) + MarketInfo(Symbol(),MODE_SPREAD);
   
   if( (sl > 0 && stopLossPoints <= stopLevel) || (tp > 0 && takeProfitPoints <= stopLevel) )
   {
      Print("Cannot Buy: Stop loss and take profit must be at least " 
      + DoubleToStr(MarketInfo(Symbol(),MODE_STOPLEVEL) + MarketInfo(Symbol(),MODE_SPREAD),0) 
      + " points away from the current price");
      return (false);
   }
          
   RefreshRates();
        int result = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, sl, tp, "FxProQuant" + "(" + WindowExpertName() + ") " + TradeComment, __STRATEGY_MAGIC + MagicIndex);
        
        if (result == -1){
                Print("Failed to Buy: " + IntegerToString(GetLastError()));
                Sleep(__SLEEP_AFTER_EXECUTION_FAIL);
           return(false); 
        }
         
   return(true); 
}


double Transform (double Value, int Transformation)
{
   static double pipSize = 0;   
   if(pipSize == 0) pipSize = Point * (1 + 9 * (Digits == 3 || Digits == 5));

   switch(Transformation)
   { 
      case 0: return(Value/Point);
      case 1: return(Value/pipSize);
      case 2: return(Value*Point);
      case 3: return(Value*pipSize);  
      default: return(0);    
   }
}

Files:

0000001_testing_see_if_open.mq4 8 kb

lippmaje 2019.07.04 20:05 #1

Most likely the new bar check fails:

Volume[0] == 1

There are brokers who set the initial bar volume (that is Volume[0] on the first tick of a new bar) to 2.

_4_ _xtasy 2019.07.04 20:13 #2

ok, but why did it work in demo and not live?

lippmaje 2019.07.04 20:57 #3

No idea. A Print(Volume[0]) could tell you what's going on. Would be interesting to know.

_4_ _xtasy 2019.07.04 20:59 #4

i think it's .... Code says if (free-margin/1000)*(input lot size) is less than minimum lot, to not send orders. Beerrun over in forexfactory helped me. My live amount is less than $1000. So it wouldn't open. Thanks for your help!

using Account information functions RentaSignal Service Website: How Require some advice in

lippmaje 2019.07.04 21:15 #5

Try LotsPer1000=minimum lot that should work. Why use it live if it's a bad strategy? And the new bar check is still error prone.

_4_ _xtasy 2019.07.04 21:17 #6

This ea is less complicated than the other one I'm working on. Thanks, that should be very helpful.

William Roeder 2019.07.05 17:09 #7

lippmaje: Most likely the new bar check fails:

For a new bar test, Bars is unreliable (a refresh/reconnect can change number of bars on chart,) volume is unreliable (miss ticks,) Price is unreliable (duplicate prices and The == operand. - MQL4 programming forum.) Always use time.
I disagree with making a new bar function, because it can only be called once per tick. A variable can be tested multiple times.
New candle - MQL4 programming forum

Execute Trade only at multi-timeframe rectangle regions for iCustom not working with

Keith Watford 2019.07.06 04:54 #8

Comments that do not relate to this topic, have been moved to "My expert advisor doesnot open live Trades Please help me out".

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