Problem with MathRand() in StrategyTester

[tommy Y]

Hi,I'm new to programing.

I have problems using the Mathrand() function in the strategy tester.

I hope to conduct a MONKEY TEST with the Mathrand() function, but it does not operate in a way I want.

In a Monkey Test, I hope to create a series of random trade results, by Entering / Exiting each trades depending on the value generated from MathRand. 

In addition, my aim here is to conduct the MONKEY TEST 10000 times ; therefore by setting 'Repeat_value' as an input parameter and optimizing this ( 1-10000, step:1 ).

However, the result here is that every  10 to 20 optimization result turn out to be the same.(The only one result without optimizing is all different and seems good.)

//Exit rules

 int shift = 0;

       OrderSelect(LatestTicket,SELECT_BY_TICKET);  

       datetime myopentime = OrderOpenTime();

       shift = iBarShift(NULL,PERIOD_CURRENT,myopentime,True); 

       

   bool EXIT_LONG_CONDITION  = false;

   bool EXIT_SHORT_CONDITION = false;

   

   int shiftnum = MathRand()%(2* holdbars);

   

   if (shift > shiftnum)        //when to exit LONG

   {

      //Print("shiftnum = ",shiftnum);

         EXIT_LONG_CONDITION = true;

   }

   

      

   

   if (shift >  MathRand()%(15* holdbars))        //when to exit SHORT

   {

      //Print("shiftnum = ",shiftnum);

         EXIT_SHORT_CONDITION = true;

   }

//Entry rules

 int num1000 = MathRand()%1000;

   int num100 = MathRand()%100;

   //Print("num100 = ",num100);

   //Print("num1000 =",num1000);

   

   if (num100 <= longposition && possibilityoftrades >= num1000)  LONGCONDITION  = true;

   if (num100 > longposition && possibilityoftrades >= num1000)  SHORTCONDITION = true;

[Mladen Rakic]

tommy Y:

Hi,I'm new to programing.

I have problems using the Mathrand() function in the strategy tester.

I hope to conduct a MONKEY TEST with the Mathrand() function, but it does not operate in a way I want.

In a Monkey Test, I hope to create a series of random trade results, by Entering / Exiting each trades depending on the value generated from MathRand. 

In addition, my aim here is to conduct the MONKEY TEST 10000 times ; therefore by setting 'Repeat_value' as an input parameter and optimizing this ( 1-10000, step:1 ).

However, the result here is that every  10 to 20 optimization result turn out to be the same.(The only one result without optimizing is all different and seems good.)

//Exit rules

 int shift = 0;

       OrderSelect(LatestTicket,SELECT_BY_TICKET);  

       datetime myopentime = OrderOpenTime();

       shift = iBarShift(NULL,PERIOD_CURRENT,myopentime,True); 

       

   bool EXIT_LONG_CONDITION  = false;

   bool EXIT_SHORT_CONDITION = false;

   

   int shiftnum = MathRand()%(2* holdbars);

   

   if (shift > shiftnum)        //when to exit LONG

   {

      //Print("shiftnum = ",shiftnum);

         EXIT_LONG_CONDITION = true;

   }

   

      

   

   if (shift >  MathRand()%(15* holdbars))        //when to exit SHORT

   {

      //Print("shiftnum = ",shiftnum);

         EXIT_SHORT_CONDITION = true;

   }

//Entry rules

 int num1000 = MathRand()%1000;

   int num100 = MathRand()%100;

   //Print("num100 = ",num100);

   //Print("num1000 =",num1000);

   

   if (num100 <= longposition && possibilityoftrades >= num1000)  LONGCONDITION  = true;

   if (num100 > longposition && possibilityoftrades >= num1000)  SHORTCONDITION = true;

Use MathSrand() before a call to MathRand()

[tommy Y]

Mladen Rakic:

Use MathSrand() before a call to MathRand()

Thank you for replying.

I tried different parameterss for MathSrand() for each optimization, but some results remain to be the same.

Also, in some results, no trades were made..

What parameter should I input in MathSrand() if used in the strategy tester?

Or is there another problem with my coding of random number?

[William Roeder]

1. Please edit your (original) post and use the CODE button (Alt-S)! (For large amounts of code, attach it.)
             General rules and best pratices of the Forum. - General - MQL5 programming forum 2019.05.06
             Messages Editor

2.        OrderSelect(LatestTicket,SELECT_BY_TICKET);  

   You don't test if the ticket has already been closed.

[tommy Y]

William Roeder:

1. Please edit your (original) post and use the CODE button (Alt-S)! (For large amounts of code, attach it.)
             General rules and best pratices of the Forum. - General - MQL5 programming forum 2019.05.06
             Messages Editor

2. You don't test if the ticket has already been closed.

Sorry,I edited.

Sorry, I omitted some parts of the original code - 

well first of all I gained 'the current market position' by using OrderSelect(), and executed market orders if only 'LONG/SHORT conditions' and conditions based on 'the current market position' ( ex. go long only when your market position is 0 or short) were both met.

[amrali]

Try this:

//--- Initialize the generator of random numbers
   MathSrand(GetTickCount()^(uint)ChartID());

[tommy Y]

amrali:

Try this:

Thank you for replying.

I tried this,but this also did not make it.

[Dominik Egert]

May I point you to a source showing the issue, you are facing?

https://en.wikipedia.org/wiki/Random_number_generation

It's a rabbit hole...