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Questions from Beginners MQL5 MT5 MetaTrader 5 - page 1328

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I am asking for help from the community...
MT5
Unable to perform optimization by overshooting parameters on multiple pairs at the same time.
When I select "All symbols from Market Watch" option in the tester under "Symbol" it disables the ability to set overshooting of input parameters in the "Parameters" tab, just no checkboxes are checked and no values are entered. What should be done ?
MikeZv:
I'm asking for help from the community...
MT5
Could not do optimization by overshooting parameters on multiple pairs at the same time.
When I select "All symbols from Market Watch" option in the tester in the "Symbol" column it disables the ability to set overshooting of input parameters in the "Parameters" tab, just no ticks and no values are entered. What should be done ?

is not optimised on a few characters, just tested

Mikhail Mishanin:

is not optimised on multiple characters, just tested

And it has to go through the parameters for each symbol in a separate test ?
The same in MT4. So the possibility of multi-currency testing in MT5 is a myth ?

UPD However, the documentation explicitly says :

  • It should be understood that specifying a symbol does not mean that the tester will only use this historical data. Information on all symbols used in the EA, the tester loads it automatically.
I.e. one symbol is supposed to be selected with parameter sets, and the tester will then apply these parameters " to all symbols involved in the EA ".
[Deleted]
MikeZv:

Do I have to go through the parameters for each symbol in a separate test?
In MT4 the same way. So multicurrency testing in MT5 is a myth ?

.....

Do you understand the difference between the words "testing" and "optimisation"?

Сергей Таболин:

Do you understand the difference between "testing" and "optimisation"?

Is characterby character testing or optimisation?

Vitaly Muzichenko:

So he needs to know on open positions

Forum on Trading, Automated Trading Systems & Strategy Tests

FAQ from Beginners MQL5 MT5 MetaTrader 5

Aleksandr Egorov, 2021.07.14 18:04

how to calculate the commission for open orders in mt5 for each pair separately?

Yes, my mistake. By enumerating positions on each pair)

Hi all, does anyone know where the crosshair on the chart in the MT-5 strategy tester is switched on or if it is there at all?
Yuriy Vins:
Hi all, does anyone know where the crosshair on the chart in the MT-5 strategy tester is enabled and is it even there?

Middle button on the mouse (click on the scroll wheel)

friends who can tell me how to set a trailing stop,

//+------------------------------------------------------------------+
//|                          EMA_WMA v2(barabashkakvn's edition).mq5 |
//|                               Copyright © 2009, Vladimir Hlystov |
//|                                                cmillion@narod.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Vladimir Hlystov"
#property link      "cmillion@narod.ru"
#property version   "2.000"
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
CPositionInfo  m_position;                   // trade position object
CTrade         m_trade;                      // trading object
CSymbolInfo    m_symbol;                     // symbol info object
CAccountInfo   m_account;                    // account info wrapper
//+------------------------------------------------------------------+
//| Enum Prices                                                      |
//+------------------------------------------------------------------+
enum enPrices
  {
   pr_close,      // Close
   pr_open,       // Open
   pr_high,       // High
   pr_low,        // Low
   pr_median,     // Median
   pr_typical,    // Typical
   pr_weighted,   // Weighted1
   pr_average     // Average (high+low+oprn+close)/4
  };
//+------------------------------------------------------------------+
//--- Super Trend Hull Indicator
int      Inp_hullPeriod             = 18;         // Hull period
int      Inp_hullPeriod2            = 6660;         // Hull period
enPrices Inp_Price                  = pr_close;    // Price

 
extern double  Lots                = 5.0; 
//---
int            period_EMA          = 80;        // EMA: averaging period
int            period_WMA          = 80;         // WMA: averaging period
extern int     InpStopLoss         = 5000;          // StopLoss
extern int     InpTakeProfit       = 10000;          // TakeProfit
double         my_lot;
ulong          m_magic=72406264;                  // magic number

 
 
//---
double         my_SL,my_TP;
datetime       TimeBar;



double         ExtStopLoss=0.0;
double         ExtTakeProfit=0.0;


 
int            m_bar_current=0;
int            handle_iCustom;               // variable for storing the handle of the iCustom indicator
int            handle_iCustom2;              // variable for storing the handle of the iCustom indicator
int            handle_iMA_EMA;               // variable for storing the handle of the iMA indicator
int            handle_iMA_WMA;               // variable for storing the handle of the iMA indicator
int            all_positions;                // offene Positionen
input bool     Reverse                = true;


bool           UseTimeLimit = true;
int            startHour    = 1 ;
int            stopHour     = 23;
bool           YesStop=false;
input          ENUM_TIMEFRAMES Timeframe = PERIOD_CURRENT;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+


int OnInit()
  {
 
//---
 
   m_symbol.Name(Symbol());                  // sets symbol name
//---
   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number
   if(!RefreshRates())
     {
      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),
            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));
      return(INIT_FAILED);
     }
   m_symbol.Refresh();
//--- tuning for 3 or 5 digits
   int digits_adjust=1;
   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
      digits_adjust=10;
 
   ExtStopLoss    = InpStopLoss     * digits_adjust;
   ExtTakeProfit  = InpTakeProfit   * digits_adjust;
 
//--- create handle of the indicator iMA
   handle_iMA_EMA=iMA(Symbol(),Period(),period_EMA,0,MODE_EMA,PRICE_OPEN);
//--- if the handle is not created
   if(handle_iMA_EMA==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//--- create handle of the indicator iMA
   handle_iMA_WMA=iMA(Symbol(),Period(),period_WMA,0,MODE_LWMA,PRICE_OPEN);
//--- if the handle is not created
   if(handle_iMA_WMA==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//--- create handle of the indicator iCustom
   handle_iCustom=iCustom(m_symbol.Name(),Period(),"hull_variation",Inp_hullPeriod,Inp_Price );
   handle_iCustom2=iCustom(m_symbol.Name(),Period(),"23",Inp_hullPeriod2,Inp_Price );
//--- if the handle is not created
   if(handle_iCustom==INVALID_HANDLE || handle_iCustom2==INVALID_HANDLE)
        {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iCustom 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 tick function                                             |
//+------------------------------------------------------------------+

int Crossed(double line1,double line2)
  {
   static int last_direction=0;
   static int current_direction=0;
//--- don't work in the first load, wait for the first cross!
   static bool first_time=true;
   if(first_time==true)
     {
      first_time=false;
      //---
      if(line1>line2)
         current_direction=1;  //up
      else
         current_direction=2;  //(line1<line2) //down

      last_direction=current_direction;
      //---
      return (0);
     }
//---
   if(line1>line2)
      current_direction=1;  //up
   else
      current_direction=2;  //(line1<line2) //down
//---
   if(current_direction!=last_direction) //changed
     {
      last_direction=current_direction;
      return(last_direction);
     }
   else
     {
      return(0);  //not changed
     }
  }
void OnTick()
  {
  
  double close1 = iClose(_Symbol,Timeframe,1);

   datetime time_0=iTime(0);
   if(TimeBar==time_0)
      return;
   if(TimeBar==0)
     {
      TimeBar=time_0;
      return;
     }//first program run
 
   double colorBuffer[],hull[],EMA0[],WMA0[];
   ArraySetAsSeries(colorBuffer,true);
   ArraySetAsSeries(hull,true);
   ArraySetAsSeries(EMA0,true);
   ArraySetAsSeries(WMA0,true);

 
 
 
   int start_pos=1,count=3;
   if(!iGetArray(handle_iCustom,1,start_pos,count,colorBuffer))
     return;
   if(!iGetArray(handle_iCustom2,1,start_pos,count,hull))
      return;
   if(!iGetArray(handle_iMA_EMA,0,start_pos,count,EMA0))
      return;
   if(!iGetArray(handle_iMA_WMA,0,start_pos,count,WMA0))
      return;
//---

   if(UseTimeLimit)
     {
       YesStop=true;
       MqlDateTime str1;
       TimeToStruct(TimeCurrent() , str1);
       if(str1.hour > startHour && str1.hour < stopHour)
          YesStop=false;
     }
   if(YesStop==false)
   ulong  m_ticket=0;
   double SEma,LEma;
   
   SEma = iMAGet(handle_iMA_WMA,0);
   LEma = iMAGet(handle_iMA_EMA,0);
   
      static int isCrossed=0;
   if(!Reverse)
      isCrossed=Crossed(LEma,SEma);
   else
      isCrossed=Crossed(SEma,LEma);
//---
   if(!RefreshRates())
      return;


  {  
   bool Buy_Condition_1 = (WMA0[m_bar_current] < EMA0[m_bar_current+1]);
   bool Buy_Condition_2 = (close1 > WMA0[0]);

     {  
        int pos_total=PositionsTotal();
   if(pos_total==0)
     {
       if(isCrossed==1)
       {

      if(!RefreshRates())
         return;
      TimeBar=time_0;
      my_TP = m_symbol.Ask() + ExtTakeProfit*Point();
      my_SL = m_symbol.Ask() - ExtStopLoss*Point();
      my_lot = Lots;
      OPENORDER("Sell");
            }
      
 }
 
      if(isCrossed==2)       
         {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      my_TP  = m_symbol.Bid() - ExtTakeProfit*Point();
      my_SL  = m_symbol.Bid() + ExtStopLoss*Point();

      my_lot= Lots;
      OPENORDER("Buy");
         }
     }
     
   
 } 
   if(colorBuffer[m_bar_current+1]>colorBuffer[m_bar_current] ) //Buy
     {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      CLOSEORDER("Sell");
     }
 
  if(colorBuffer[m_bar_current+1]<colorBuffer[m_bar_current] ) //Sell
     {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      CLOSEORDER("Buy");
     }
 
   return;
  }
  
//--------------------------------------------------------------------
void CLOSEORDER(string ord)
  {
   for(int i=PositionsTotal()-1; i>=0; i--)  // returns the number of open positions
      if(m_position.SelectByIndex(i))
         if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)
           {
            if(m_position.PositionType()==POSITION_TYPE_BUY && ord=="Buy")
               m_trade.PositionClose(m_position.Ticket());  // Close Buy
            if(m_position.PositionType()==POSITION_TYPE_SELL && ord=="Sell")
               m_trade.PositionClose(m_position.Ticket()); // Close Sell
           }
  }
//--------------------------------------------------------------------

void OPENORDER(string ord)
  {
  if(ord=="Sell")
      for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
         if(m_position.SelectByIndex(i))
           if(m_position.PositionType()==POSITION_TYPE_SELL)
 
               return;                          // Если sell, то не открываемся
 
      if(!m_trade.Sell(my_lot,Symbol(),m_symbol.Bid(),my_SL,my_TP,""))
         Print("Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
               ", description of result: ",m_trade.ResultRetcodeDescription(),
               ", ticket of deal: ",m_trade.ResultDeal());
   if(ord=="Buy")
      for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
         if(m_position.SelectByIndex(i))
 
            if(m_position.PositionType()==POSITION_TYPE_BUY)
               return;                          // Если buy, то не открываемся
 

      if(!m_trade.Buy(my_lot,Symbol(),m_symbol.Ask(),my_SL,my_TP,""))
         Print("BUY_STOP -> false. Result Retcode: ",m_trade.ResultRetcode(),
               ", description of Retcode: ",m_trade.ResultRetcodeDescription(),
               ", ticket of order: ",m_trade.ResultOrder());
   return;
  }
  double iMAGet(const int handle,const int index)
  {
   double MA[];
   ArraySetAsSeries(MA,true);
//--- reset error code
   ResetLastError();
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
   if(CopyBuffer(handle,0,0,index+1,MA)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(0.0);
     }
   return(MA[index]);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
 
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data                                 |
//+------------------------------------------------------------------+
bool RefreshRates()
  {
//--- refresh rates
   if(!m_symbol.RefreshRates())
      return(false);
//--- protection against the return value of "zero"
   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
      return(false);
//---
   return(true);
  }
//+------------------------------------------------------------------+
//| Get Time for specified bar index                                 |
//+------------------------------------------------------------------+
datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)
  {
   if(symbol==NULL)
      symbol=Symbol();
   if(timeframe==0)
      timeframe=Period();
   datetime Time[];
   datetime time=0;
   ArraySetAsSeries(Time,true);
   int copied=CopyTime(symbol,timeframe,index,1,Time);
   if(copied>0)
      time=Time[0];
   return(time);
  }
//+------------------------------------------------------------------+
//| Get value of buffers                                             |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
               const int count,double &arr_buffer[])
  {
   bool result=true;
   if(!ArrayIsDynamic(arr_buffer))
     {
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
      return(false);
     }
   ArrayFree(arr_buffer);
//--- reset error code
   ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
   if(copied!=count)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
                  __FILE__,__FUNCTION__,count,copied,GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
   return(result);
 
 
}
//+------------------------------------------------------------------+
Yuriy Vins:
Hi all, does anyone know where the crosshair on the chart in the MT-5 strategy tester is turned on, or if it is there at all?

Ctrl+F

But only when testing with visualisation.
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