MQL4: Why is my script so slow in backtesting?
Just restarted MT4 and backtesting is back to normal speeds so doesn't look to be like the code.
Very strange.
Thanks anyway.
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Hi,
I've modified the sample MACD script and now is is so, so slow under backtesting but I don't understand why! Could you someone tell what I'm doing wrong please (I'm a newbie to MT4):
//+------------------------------------------------------------------+
//| MACD Sample.mq4 |
//| Copyright 2005-2014, MetaQuotes Software Corp. |
//| https://www.mql4.com |
//+------------------------------------------------------------------+
#include <AndrewsFunctions.mqh>
#property copyright "2005-2014, MetaQuotes Software Corp."
#property link "https://www.mql4.com"
input double TakeProfit =50;
input double Lots =0.1;
input double TrailingStop =30;
input double MACDOpenLevel =3;
input double MACDCloseLevel=2;
input int MATrendPeriod =26;
extern int CountBars =3;
double MacdValue[];
double MacdSignal[];
double MaShort[];
datetime TimeArray[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnInit(void)
{
ArrayResize(MacdValue,CountBars);
ArrayResize(MacdSignal,CountBars);
ArrayResize(MaShort,CountBars);
}
void OnTick(void)
{
int cnt,ticket,total;
int i, limit=CountBars;
//---
// initial data checks
// it is important to make sure that the expert works with a normal
// chart and the user did not make any mistakes setting external
// variables (Lots, StopLoss, TakeProfit,
// TrailingStop) in our case, we check TakeProfit
// on a chart of less than 100 bars
//---
if(Bars<100)
{
Print("bars less than 100");
return;
}
if(TakeProfit<10)
{
Print("TakeProfit less than 10");
return;
}
//--- to simplify the coding and speed up access data are put into internal variables
if(isNewBar())
{
DebugBreak();
for(i=0; i<limit; i++) MacdValue[i]=iMACD(NULL,0,12,26,3,PRICE_CLOSE,MODE_MAIN,i);
for(i=0; i<limit; i++) MacdSignal[i]=iMACD(NULL,0,12,26,3,PRICE_CLOSE,MODE_SIGNAL,i);
for(i=0; i<limit; i++) MaShort[i]=iMA(NULL,0,20,0,MODE_SMA,PRICE_CLOSE,i);
}
total=OrdersTotal();
if(total<1)
{
//--- no opened orders identified
if(AccountFreeMargin()<(1000*Lots))
{
Print("We have no money. Free Margin = ",AccountFreeMargin());
return;
}
//--- check for long position (BUY) possibility
if(MacdValue[0]<0 && MacdValue[0]>MacdSignal[0] && MacdValue[1]<MacdSignal[1] &&
MathAbs(MacdValue[0])>(MACDOpenLevel*Point) && MaShort[0]>MaShort[1])
{
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"macd sample",16384,0,Green);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("BUY order opened : ",OrderOpenPrice());
}
else
Print("Error opening BUY order : ",GetLastError());
return;
}
//--- check for short position (SELL) possibility
if(MacdValue[0]>0 && MacdValue[0]<MacdSignal[0] && MacdValue[1]>MacdSignal[1] &&
MacdValue[0]>(MACDOpenLevel*Point) && MaShort[0]<MaShort[1])
{
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Point,"macd sample",16384,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("SELL order opened : ",OrderOpenPrice());
}
else
Print("Error opening SELL order : ",GetLastError());
}
//--- exit from the "no opened orders" block
return;
}
//--- it is important to enter the market correctly, but it is more important to exit it correctly...
for(cnt=0;cnt<total;cnt++)
{
if(!OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
continue;
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
{
//--- long position is opened
if(OrderType()==OP_BUY)
{
//--- should it be closed?
if(MacdValue[0]>0 && MacdValue[0]<MacdSignal[0] && MacdValue[1]>MacdSignal[1] &&
MacdValue[0]>(MACDCloseLevel*Point))
{
//--- close order and exit
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet))
Print("OrderClose error ",GetLastError());
return;
}
//--- check for trailing stop
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
//--- modify order and exit
if(!OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green))
Print("OrderModify error ",GetLastError());
return;
}
}
}
}
else // go to short position
{
//--- should it be closed?
if(MacdValue[0]<0 && MacdValue[0]>MacdSignal[0] &&
MacdValue[1]<MacdSignal[1] && MathAbs(MacdValue[0])>(MACDCloseLevel*Point))
{
//--- close order and exit
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet))
Print("OrderClose error ",GetLastError());
return;
}
//--- check for trailing stop
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{
//--- modify order and exit
if(!OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red))
Print("OrderModify error ",GetLastError());
return;
}
}
}
}
}
}
//---
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| AndrewsFunctions.mqh |
//+------------------------------------------------------------------+
#property strict
datetime lastbar;
bool isNewBar()
{
datetime curbar = Time[0];
if(lastbar!=curbar)
{
lastbar=curbar;
return(true);
}
else
{
return(false);
}
}
Thanks.