strategy tester error
justinmcridge :
I am wondering if someone can help me figure out this issue:
the MQL5 function in SymbolInfo.mqh : Point()
returns
Point: 0.00001000 when I call it via the Comment
(which is correct and as expected .....)
and returns :
Point :-1998362383 in the strategy tester !!!
how can that be?
Do you initialize the object of the CSymbolInfo class? Show your code (code header and OnInit are especially interested)
Vladimir Karputov:
Do you initialize the object of the CSymbolInfo class? Show your code (code header and OnInit are especially interested)
I did initialize the objects. or so I thought
here is part of the code:
//--- #include <Trade\PositionInfo.mqh> #include <Trade\Trade.mqh> #include <Trade\SymbolInfo.mqh> CPositionInfo m_position; // trade position object CTrade m_trade; // trading object CSymbolInfo m_symbol; // symbol info object //--- input parameters sinput string _1_ = "Trade settings"; // Trade settings input double InpLots = 0.5; // Lots input ushort InpStopLoss = 130; // Stop Loss (in pips) input ushort InpTakeProfit = 170; // Take Profit (in pips) input ulong m_magic = 108813112; // magic number input int InpTrailingStop=30; //--- ulong m_slippage = 15; // slippage double ExtStopLoss = 0.0; double ExtTakeProfit = 0.0; int handle_MACD; // variable for storing the handle of the MACD indicator input int MACD_open_level; input int MACD_close_level; int handle_EMA; double m_adjusted_point; // point value adjusted for 3 or 5 points //---- bool buysig, sellsig; int lastsig; //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- if(!m_symbol.Name(Symbol())) return(INIT_FAILED); RefreshRates(); //--- m_trade.SetExpertMagicNumber(m_magic); //--- if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK)) m_trade.SetTypeFilling(ORDER_FILLING_FOK); else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC)) m_trade.SetTypeFilling(ORDER_FILLING_IOC); else m_trade.SetTypeFilling(ORDER_FILLING_RETURN); //--- m_trade.SetDeviationInPoints(m_slippage); //--- tuning for 3 or 5 digits int digits_adjust = 1; if(m_symbol.Digits() == 3 || m_symbol.Digits() == 5) digits_adjust = 10; if (!m_symbol.Refresh()) return (INIT_FAILED); m_adjusted_point = m_symbol.Point() * digits_adjust; double pip = m_symbol.Point(); double m_macd_open_level =MACD_open_level*m_adjusted_point; double m_macd_close_level=MACD_close_level*m_adjusted_point; double m_traling_stop =InpTrailingStop*m_adjusted_point; double m_take_profit =InpTakeProfit*m_adjusted_point; ExtStopLoss = InpStopLoss * m_adjusted_point; ExtTakeProfit = InpTakeProfit * m_adjusted_point; PrintFormat(" Point :%d",m_symbol.Point()); Comment("Point",DoubleToString(m_symbol.Point())); PrintFormat(" m_adjusted_point :%d",m_adjusted_point); PrintFormat(" ExtStopLoss :%d", ExtStopLoss); PrintFormat(" ExtTakeProfit :%d",ExtTakeProfit ); //--- create handle of the indicator MACD handle_MACD = iMACD(NULL,0,27,7,5,PRICE_CLOSE); //--- if the handle is not created if(handle_MACD == INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the MACD indicator for the symbol %s/%s, error code %d", m_symbol.Name(), EnumToString(Period()), GetLastError()); //--- the indicator is stopped early return(INIT_FAILED); } //--- create handle of the indicator EMA handle_EMA = iMA(NULL,0,27,0,MODE_EMA,PRICE_CLOSE); //--- if the handle is not created if(handle_EMA == INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the EMA indicator for the symbol %s/%s, error code %d", m_symbol.Name(), EnumToString(Period()), GetLastError()); //--- the indicator is stopped early return(INIT_FAILED); } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- we work only at the time of the birth of new bar static datetime PrevBars = 0; datetime time_0 = Timei(0); if(time_0 == PrevBars) return; PrevBars = time_0; if(!RefreshRates()) { PrevBars = Timei(1); return; } //--- bool buys = false; bool sells = false; if(!CheckForSignals(buys, sells)) { PrevBars = Timei(1); return; } if(buys) { double sl = (InpStopLoss == 0) ? 0.0 : m_symbol.Ask() - ExtStopLoss; double tp = (InpTakeProfit == 0) ? 0.0 : m_symbol.Ask() + ExtTakeProfit; PrintFormat("the stoploss used is = %d",sl); PrintFormat( "the TP used is =%d",tp); OpenBuy(sl, tp); ClosePositions(POSITION_TYPE_SELL); } if(sells) { double sl = (InpStopLoss == 0) ? 0.0 : m_symbol.Bid() + ExtStopLoss; double tp = (InpTakeProfit == 0) ? 0.0 : m_symbol.Bid() - ExtTakeProfit; PrintFormat("the stoploss used is = %d",sl); PrintFormat( "the TP used is =%d",tp); OpenSell(sl, tp); ClosePositions(POSITION_TYPE_BUY); } //--- } //+------------------------------------------------------------------+ //| TradeTransaction function | //+------------------------------------------------------------------+ void OnTradeTransaction(const MqlTradeTransaction &trans, const MqlTradeRequest &request, const MqlTradeResult &result) { //--- } //============================================================================= //+------------------------------------------------------------------+ //| Refreshes the symbol quotes data | //+------------------------------------------------------------------+ bool RefreshRates(void) { //--- refresh rates if(!m_symbol.RefreshRates()) { Print("RefreshRates error"); return(false); } //--- protection against the return value of "zero" if(m_symbol.Ask() == 0 || m_symbol.Bid() == 0) return(false); //--- return(true); } //+------------------------------------------------------------------+ //| Check the correctness of the order volume | //+------------------------------------------------------------------+ bool CheckVolumeValue(double volume, string &error_description) { //--- minimal allowed volume for trade operations // double min_volume=m_symbol.LotsMin(); double min_volume = SymbolInfoDouble(Symbol(), SYMBOL_VOLUME_MIN); if(volume < min_volume) { error_description = StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f", min_volume); return(false); } //--- maximal allowed volume of trade operations // double max_volume=m_symbol.LotsMax(); double max_volume = SymbolInfoDouble(Symbol(), SYMBOL_VOLUME_MAX); if(volume > max_volume) { error_description = StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f", max_volume); return(false); } //--- get minimal step of volume changing // double volume_step=m_symbol.LotsStep(); double volume_step = SymbolInfoDouble(Symbol(), SYMBOL_VOLUME_STEP); int ratio = (int)MathRound(volume / volume_step); if(MathAbs(ratio * volume_step - volume) > 0.0000001) { error_description = StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f", volume_step, ratio * volume_step); return(false); } error_description = "Correct volume value"; return(true); } //+------------------------------------------------------------------+ //| Checks if the specified filling mode is allowed | //+------------------------------------------------------------------+ bool IsFillingTypeAllowed(int fill_type) { //--- Obtain the value of the property that describes allowed filling modes int filling = m_symbol.TradeFillFlags(); //--- Return true, if mode fill_type is allowed return((filling & fill_type) == fill_type); } //+------------------------------------------------------------------+ //| Get Time for specified bar index | //+------------------------------------------------------------------+ datetime Timei(const int index, string symbol = NULL, ENUM_TIMEFRAMES timeframe = PERIOD_CURRENT) { if(symbol == NULL) symbol = Symbol(); if(timeframe == 0) timeframe = Period(); datetime Time[1]; datetime time = 0; int copied = CopyTime(symbol, timeframe, index, 1, Time); if(copied > 0) time = Time[0]; return(time); } //---------------------------------MACD double MACDGet(const int buffer, const int index) { double MACD_buff[]; ArraySetAsSeries(MACD_buff,true); //--- reset error code ResetLastError(); //--- fill a part of the MACD array with values from the indicator buffer that has 0 index if(CopyBuffer(handle_MACD, buffer, index, 1, MACD_buff) < 0) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the MACD indicator, error code %d", GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(0.0); } return(MACD_buff[0]); } //---------------------------------------EMA double EMAGet(const int buffer, const int index) { double EMA_buff[]; ArraySetAsSeries(EMA_buff,true); //--- reset error code ResetLastError(); //--- fill a part of the EMA array with values from the indicator buffer that has 0 index if(CopyBuffer(handle_EMA, buffer, index, 1, EMA_buff) < 0) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the EMA indicator, error code %d", GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(0.0); } return(EMA_buff[0]); } //+------------------------------------------------------------------+ //| Get Open for specified bar index | //+------------------------------------------------------------------+ double Openi(string symbol = NULL, ENUM_TIMEFRAMES timeframe = PERIOD_CURRENT, const int index = 0) { if(symbol == NULL) symbol = m_symbol.Name(); if(timeframe == 0) timeframe = Period(); double Open[1]; double open = 0; int copied = CopyOpen(symbol, timeframe, index, 1, Open); if(copied > 0) open = Open[0]; return(open); } //+------------------------------------------------------------------+ //| Get Close for specified bar index | //+------------------------------------------------------------------+ double Closei(string symbol = NULL, ENUM_TIMEFRAMES timeframe = PERIOD_CURRENT, const int index = 0) { if(symbol == NULL) symbol = m_symbol.Name(); if(timeframe == 0) timeframe = Period(); double Close[1]; double close = 0; int copied = CopyClose(symbol, timeframe, index, 1, Close); if(copied > 0) close = Close[0]; return(close); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ bool CheckForSignals(bool &buys, bool &sells) { double MACDMainCurr = MACDGet(0, 1); double MACDMainPrev = MACDGet(0, 2); double MACDSignalCurr = MACDGet(1, 1); double MACDSignalPrev = MACDGet(1, 2); double EMACurr = EMAGet(0,1); double EMAPrev= EMAGet(0,2); double m_macd_open_level =MACD_open_level*m_adjusted_point; double m_macd_close_level=MACD_close_level*m_adjusted_point; double m_traling_stop =InpTrailingStop*m_adjusted_point; double m_take_profit =InpTakeProfit*m_adjusted_point; //PrintFormat( "MACDSignal = %s", DoubleToString(MACDSignal)); double Open = Openi(_Symbol, Period(), 1); double Close = Closei(_Symbol, Period(), 1); if(Open == 0.0 || Close == 0.0) return(false); if(MACDMainCurr<0) { if(MACDMainCurr > MACDSignalCurr && MACDMainPrev <MACDSignalPrev) { if(MathAbs(MACDMainCurr)>(m_macd_open_level) && EMACurr>EMAPrev) { //--- sell signal buys = true; sells = false; return(true); } } } if(MACDMainCurr>0) {if(MACDMainCurr<MACDSignalCurr && MACDMainPrev>MACDSignalPrev) {if(MACDMainCurr>(m_macd_open_level) && EMACurr<EMAPrev) { //--- sell signal buys = false; sells = true; return(true); } } } //--- return(false); } //+------------------------------------------------------------------+ //| Close positions | //+------------------------------------------------------------------+ void ClosePositions(const ENUM_POSITION_TYPE pos_type) { for(int i = PositionsTotal() - 1; i >= 0; i--) // returns the number of current positions if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties if(m_position.Symbol() == Symbol() && m_position.Magic() == m_magic) if(m_position.PositionType() == pos_type) // gets the position type m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol } //+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ void OpenBuy(double sl, double tp) { sl = m_symbol.NormalizePrice(sl); tp = m_symbol.NormalizePrice(tp); //--- check volume before OrderSend to avoid "not enough money" error (CTrade) double check_volume_lot = m_trade.CheckVolume(m_symbol.Name(), InpLots, m_symbol.Ask(), ORDER_TYPE_BUY); if(check_volume_lot != 0.0) if(check_volume_lot >= InpLots) { if(m_trade.Buy(InpLots, NULL, m_symbol.Ask(), sl, tp)) { if(m_trade.ResultDeal() == 0) { Print("#1 Buy -> false. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } else { Print("#2 Buy -> true. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } } else { Print("#3 Buy -> false. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } } //--- } //+------------------------------------------------------------------+ //| Open Sell position | //+------------------------------------------------------------------+ void OpenSell(double sl, double tp) { sl = m_symbol.NormalizePrice(sl); tp = m_symbol.NormalizePrice(tp); //--- check volume before OrderSend to avoid "not enough money" error (CTrade) double check_volume_lot = m_trade.CheckVolume(m_symbol.Name(), InpLots, m_symbol.Bid(), ORDER_TYPE_SELL); if(check_volume_lot != 0.0) if(check_volume_lot >= InpLots) { if(m_trade.Sell(InpLots, NULL, m_symbol.Bid(), sl, tp)) { if(m_trade.ResultDeal() == 0) { Print("#1 Sell -> false. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } else { Print("#2 Sell -> true. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } } else { Print("#3 Sell -> false. Result Retcode: ", m_trade.ResultRetcode(), ", description of result: ", m_trade.ResultRetcodeDescription()); //PrintResult(m_trade,m_symbol); } } //--- } //+------------------------------------------------------------------+
output from log file attached : Point :-1998362383 <----------------------------------------------- error here
but when I run it in debug it prints a comment as 0.00001000
justinmcridge:
I did initialize the objects. or so I thought
here is part of the code:
output from log file attached : Point :-1998362383 <----------------------------------------------- error here
but when I run it in debug it prints a comment as 0.00001000
Read Help:
//--- if(!m_symbol.Name(Symbol())) // sets symbol name { Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name"); return(INIT_FAILED); } RefreshRates(); //--- *** //--- double value output with variable number of digits after the decimal point double point_value=m_symbol.Point(); string format_string=StringFormat("%%s: point value = %%.%df",m_symbol.Digits()); PrintFormat(format_string,m_symbol.Name(),point_value);
Vladimir Karputov:
Read Help:
It did actually format it as a string and printed it as 0.0001 in the log file.
so I am using the StringToDouble to read the 0.0001 as as double so I can use it in calculations
it returned the same wrong number!!!
so i was wondering if this a MQL issue or C++ issue
justinmcridge:
It did actually format it as a string and printed it as 0.0001 in the log file.
so I am using the StringToDouble to read the 0.0001 as as double so I can use it in calculations
it returned the same wrong number!!!
so i was wondering if this a MQL issue or C++ issue
That's a Justin Mcridge issue.
PrintFormat(" Point :%d",m_symbol.Point());
Read the documentation please. You are using %d all over to print double value. %d is for an INT !
Alain Verleyen:
That's a Justin Mcridge issue.
Read the documentation please. You are using %d all over to print double value. %d is for an INT !
Nice one. ;)
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I am wondering if someone can help me figure out this issue:
the MQL5 function in SymbolInfo.mqh : Point()
returns
Point: 0.00001000 when I call it via the Comment
(which is correct and as expected .....)
and returns :
Point :-1998362383 in the strategy tester !!!
how can that be?