How to calculate the profit and take-profit levels in a TS? - General

kaus_bonus 2017.04.20 08:08 #18621

fxsaber:

ACCOUNT_PROFIT in the tester shows nonsense.

I will add:

1. for exchange instruments

Как следствие, неправильно оцениваются эквити, просадка и т.д.

2. Also, the Expert Advisor's logic does not work correctly when focusing on the total profit/loss of positions.

We focus on ACCOUNT_PROFIT values at closing.

2017.04.20 11:30:26.318 Core 1  2017.04.17 18:02:46   Профит = 333.01

On closing, the terminal recalculates the profit, so you end up with

close on loss

2017.04.20 11:30:26.318 Core 1  2017.04.17 22:02:08   Профит = -338.66

as a result we have

#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
//--- global variable
CPositionInfo  m_position;                   // trade position object
CTrade         m_trade;                      // trading object
input     string symb="GOLD-6.17";
input     string symb1="GOLD-9.17";
input     double  ТП  =333;
datetime date1;
double i1,ask1,ask2,bid1,bid2,last1,last2,profit;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
  double price1=SymbolInfoDouble(symb,SYMBOL_BID);
  double price2=SymbolInfoDouble(symb1,SYMBOL_BID);
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
Comment("");
   }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+

void OnTick()
  {
//---
      profit=AccountInfoDouble(ACCOUNT_PROFIT);
      Comment("ПРофит = ",profit);
     if(PositionsTotal()==0 )
     {
      m_trade.Buy(1.00,symb);
      m_trade.Buy(1.00,symb1);    
     }

   if( MathAbs(profit)>=ТП )
     {
      Print("Профит = ",profit);
     CloseAll();
     }

  }  
//+------------------------------------------------------------------+
void CloseAll()
  {
   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
      if(m_position.SelectByIndex(i))
         m_trade.PositionClose(m_position.Ticket());
  }
//+------------------------------------------------------------------+

fxsaber 2017.04.20 08:10 #18622

kaus_bonus:

I'll add:

In the SD, we're dealing with...

fxsaber 2017.04.20 08:12 #18623

Slawa:
Apparently I do not understand something about HFT. As far as I know, when you trade "very fast", you don't care about previous trades.

HFT gave an example of a TS that just makes a lot of trades.

You can run a run over a long period of some scalper. The main thing is to have a lot of trades (tens of thousands). Then the disadvantages of the current implementation of working with history will appear.

The current situation is as follows. If there are a lot of deals, do not use history.

Help! MT4 charts not Who trades hands? Questions from Beginners MQL5

kaus_bonus 2017.04.20 08:13 #18624

fxsaber:
In the SD...

that's great.

it is enough to remove the use of LAST price to get adequate results

Maxim Khrolenko 2017.04.20 08:27 #18625

Please help me to find minimum indentation in points from position open price to stop-loss and take-profit levels, in order not to put them too close to open price and not to run into error 10016 (TRADE_RETCODE_INVALID_STOPS). I tried to use SymbolInfoInteger (see code below), but this calculation returns 0. If anyone can give me an idea how to calculate it correctly.

void OnStart()
  {
   long stopLevel;
   if(SymbolInfoInteger("EURUSD",SYMBOL_TRADE_STOPS_LEVEL,stopLevel))
      Print("stopLevel = ",stopLevel);
  }

How to calculate take how do i compare I will write an

fxsaber 2017.04.20 08:39 #18626

Maxim Khrolenko:

Please help me to find minimum indentation in points from position open price to stop-loss and take-profit levels, in order not to put them too close to open price and not to run into error 10016 (TRADE_RETCODE_INVALID_STOPS). I tried to use SymbolInfoInteger (see code below), but this calculation returns 0. If anyone can give me an idea how to calculate it correctly.

0 - no limit. But there are also SYMBOL_SESSION_PRICE_LIMIT_MIN and SYMBOL_SESSION_PRICE_LIMIT_MAX.

Maxim Khrolenko 2017.04.20 09:32 #18627

fxsaber:

0 - there is no limit. But there are also SYMBOL_SESSION_PRICE_LIMIT_MIN and SYMBOL_SESSION_PRICE_LIMIT_MAX.

Hmm, in that case I wish SYMBOL_TRADE_STOPS_LEVEL would somehow work differently. If 0 is unlimited, then theoretically, when sending .PositionOpen(...) to the server, we could set stops at 1 point (by 5 digits) from the open price but the TRADE_RETCODE_INVALID_STOPS error would pop up 100%. I'm stumped so far.

OrderSend problem with Bid error alert Best Alternative Solutions Comparatively

Vitaly Muzichenko 2017.04.20 09:35 #18628

Maxim Khrolenko:
Hmm, in that case I would like SYMBOL_TRADE_STOPS_LEVEL to work differently somehow. If 0 is unlimited, then theoretically, when sending .PositionOpen(...) to the server, one could place stops at 1 pip (by 5 digits) from the open price, but the TRADE_RETCODE_INVALID_STOPS error would pop up 100% here. I'm stumped so far.

How about this?

 if(stoplevel==0) stoplevel=SymbolInfoInteger(symb,SYMBOL_SPREAD);

fxsaber 2017.04.20 09:54 #18629

Something has happened to the tester again - 1586. Expert Advisor for playback

#include <MT4Orders.mqh>

// Metaquotes-Demo, RTS-6.17, 2017.04.07 - 2017.04.08, на основе реальных тиков, начальный баланс 100000
void OnTick()
{  
  static int Type = OP_BUY;

  MqlTick Tick;    
  
  if (OrderSelect(0, SELECT_BY_POS) && (OrderType() <= OP_SELL))
    OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 0);    
  else if ((OrdersTotal() == 0) && SymbolInfoTick(_Symbol, Tick) && (Tick.bid != 0) && (Tick.ask != 0))
  {
    OrderSend(_Symbol, Type + OP_BUYLIMIT, 1, (Type == OP_BUY) ? Tick.ask : Tick.bid, 0, 0, 0);
    
    Type = OP_SELL - Type;
  }    
}

At every tick either puts a limit at the current price (to execute immediately) or closes the position. That is, there should be a lot of positions. But this is not the case, as the limiters have stopped executing. Here is the end of the log showing

2017.04.20 12:47:41.885 2017.04.07 10:00:00   sell limit 1.00 RTS-6.17 at 114060 (114060 / 114180 / 113770)
2017.04.20 12:47:41.885 2017.04.07 23:44:59   order canceled due end of test [#140  sell limit 1.00 RTS-6.17 at 114060]
2017.04.20 12:47:41.885 final balance 91195.12 RUR
2017.04.20 12:47:41.885 RTS-6.17,M1: 327182 ticks, 788 bars generated. Test passed in 0:00:00.218.

SellLimit was set at Bid, but it was never executed.

In 1585 everything was ok with it.

fxsaber 2017.04.20 10:18 #18630

fxsaber:
Something has been done to the tester again - 1586.

And I understand that I'm wrong, but still I get the impression of some wrong approach to builds release. There used to be no such a large number of bug reports after builds release.

Errors, bugs, questions - page 1863