StrategyTester - Trades have different Results on two PCs
Thomas Behnke:
is the Tick-Data corrupt
double Sum = 0; void OnTick() { MqlTick Tick; if (SymbolInfoTick(_Symbol, Tick)) Sum += Tick.ask - Tick.bid + 1; } void OnDeinit( const int ) { Print(Sum); }
Hi fxsaber,
thanks again. Ich will post the Code here. I have erased everything that is not important for the trades. cause it is too long. hope it is enough. if not tell me and I attach the file with the complete code.
I try to trade multiple currencys on the daily timeframe. I test in in Strategy-Tester with OpenPriceOnly.
I know my code is not pretty and I didnt use functions. sorry for that :S
It isnt suppost to work as an EA in Live Trading. It only should give me correct data on the onTester-Function in Strategy-Tester (It only counts Wins and loses). But for that the Trades have to work....
Hope you still can read it/its still ok to understand.
have a great day!
//--- Include standard libraries #include <Trade\Trade.mqh> #include <SmoothAlgorithms.mqh> CTrade trade; //--- Number of symbols for each strategy #define Strategy_A 27 string SymbolArray[]={"EURUSDmy","GBPUSDmy","USDCHFmy" ,"USDJPYmy","USDCADmy","AUDUSDmy","EURGBPmy","GBPJPYmy", "AUDJPYmy","CHFJPYmy","EURCADmy","EURNZDmy","NZDCADmy","NZDCHFmy","NZDJPYmy","EURJPYmy", "AUDCADmy","AUDCHFmy","AUDNZDmy","CADCHFmy","CADJPYmy","EURAUDmy","GBPAUDmy","GBPCADmy", "GBPCHFmy","GBPNZDmy","NZDUSDmy"}; //*/ input ENUM_TIMEFRAMES Period_A0 = PERIOD_D1; input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price input group "Testeinstellungen - 3ATR (FC and SC)" input int Inp_MinTrades = 500; //Mindestanzahl an Trades input double Inp_MaxChalkAll = 30.0; //Maximaler Anteil Chalk Ups input double Inp_Min3ATR_TPRate = 45.0; //Minimale Anteil an 3ATR Wins nach 1ATRTP input double Inp_MinTPSLWinRate = 65.0; //Minimale WinRate (nur TP und SL ohne ChalkUps) input double Inp_MinWinRateAll = 50.0; //Minimale WinRate (alle Trades) input group "Auswahl der Indikatorart und Buffer" input bool TwoLineCrossIndi2Direction = true; //TLC with Two Direktion input group "Buffer" input bool TwoBufferIndi =true; input int Buffer1Value = 0; input int Buffer2Value = 2; input group "1. Confi" input int Short=4; input int Media=8; input int Longa=95; input group "Position Size Calculations" input int InpATRperiod=14; // ATR Periods input double InpRiskPC=1.0; // Risk Size % input double InpSLfactor=1.5; // Stop Loss as a factor of ATR input double InpTPfactor=3.0; // Second TP-Point (3ATR) input double Inp1ATRfactor=1.0; // First TP- Point (1ATR) //------------- Set variables of strategy A ----- //--- Arrays for external parameters string mySymbolPair[Strategy_A]; bool myIsTrade_A[Strategy_A]; int myPosTotalBreak[Strategy_A]; int myPosModiValue [Strategy_A]; double Points[Strategy_A]; int myPosAnzahlValue[Strategy_A]; //--- Indicator handle Array und Variablen für CI1 int FirstConfiDefinition[Strategy_A]; double myFirstConfiBuffer1Array[]; double myFirstConfiBuffer2Array[]; double myFirstConfiBuffer3Array[]; double FirstConfi1Value; double FirstConfi1Vergl; double FirstConfi2Value; double FirstConfi2Vergl; //--- PositionSize Verarbeitung int ATRDefinition[Strategy_A]; double myATRValueArray[]; bool IsNewCandle[Strategy_A]; static datetime TimeLastTickProcessed[Strategy_A]; //---===================== The OnInit function ======================================================= int OnInit() { //--- Copy external variables to arrays for(int i=0; i<Strategy_A; i++) {mySymbolPair[i] =SymbolArray[i]; myPosModiValue[i] =0; myPosAnzahlValue[i] =0; IsNewCandle[i] = false; TimeLastTickProcessed[i] =iTime(mySymbolPair[i],Period_A0,0); } // Set the Calculation for the Symbol Points for the SL/TP Calculator for(int i=0; i<Strategy_A; i++) {Points[i] = SymbolInfoDouble(mySymbolPair[i],SYMBOL_POINT); int Digits = int(SymbolInfoInteger(mySymbolPair[i],SYMBOL_DIGITS)); if((SymbolInfoInteger(mySymbolPair[i],SYMBOL_DIGITS) == 3) || (SymbolInfoInteger(mySymbolPair[i],SYMBOL_DIGITS) == 5)) { Points[i]*=10; } } //--- Set indicator handles for(int i=0; i<Strategy_A; i++) { if(myIsTrade_A[i]==false) continue; FirstConfiDefinition[i] =iCustom(mySymbolPair[i],Period_A0,"Downloads\\Confirmation Indi\\Two Lines Cross\\d-index", Short,Media,Longa); ATRDefinition[i]=iATR(mySymbolPair[i],Period_A0,InpATRperiod); } // Set Values for GlobalVariables FirstConfi1Value= 0; FirstConfi1Vergl= 0; FirstConfi2Value= 0; FirstConfi2Vergl= 0; return(INIT_SUCCEEDED); } //-===================== The OnTimer function ====================================================== void OnTick() { //--- Check if the terminal is connected to the trade server if(TerminalInfoInteger(TERMINAL_CONNECTED)==false) return; //--- Check for New Candle for(int A=0; A<Strategy_A; A++) { IsNewCandle[A] = false; if(TimeLastTickProcessed[A] != iTime(mySymbolPair[A],Period_A0,0)) { IsNewCandle[A] = true; TimeLastTickProcessed[A]=iTime(mySymbolPair[A],Period_A0,0); } if(IsNewCandle[A]==true) { //--------------------------------------------------Werte der Indikatoren berechnen------------------------------------------------ if(TwoBufferIndi == true) { ArraySetAsSeries(myFirstConfiBuffer1Array,true); ArraySetAsSeries(myFirstConfiBuffer2Array,true); CopyBuffer(FirstConfiDefinition[A],Buffer1Value,0,3,myFirstConfiBuffer1Array); CopyBuffer(FirstConfiDefinition[A],Buffer2Value,0,3,myFirstConfiBuffer2Array); FirstConfi1Value = NormalizeDouble(myFirstConfiBuffer1Array[1],10); FirstConfi1Vergl = NormalizeDouble(myFirstConfiBuffer1Array[2],10); FirstConfi2Value = NormalizeDouble(myFirstConfiBuffer2Array[1],10); FirstConfi2Vergl = NormalizeDouble(myFirstConfiBuffer2Array[2],10); } //--------------------------------------------------Ablauf der Positionen für TS,Exit------------------------------------------------ //---Look for First TP and Move Second positon to Break Even if(PositionsTotal()>=1 && myPosModiValue[A]==0) { myPosAnzahlValue[A]=0; for(int i =0;i <= PositionsTotal();i++) //i-- bedeutet i= i-1 { ulong ticket = PositionGetTicket(i); if(PositionSelectByTicket(ticket)) { string symbol = PositionGetString(POSITION_SYMBOL); string PositionComment = PositionGetString(POSITION_COMMENT); if (symbol == mySymbolPair [A]) { myPosAnzahlValue[A]++; } } } if (myPosAnzahlValue[A] == 1) { for(int i =0;i <= PositionsTotal();i++) //i-- bedeutet i= i-1 { ulong ticket = PositionGetTicket(i); if(PositionSelectByTicket(ticket)) { string symbolFullTP = PositionGetString(POSITION_SYMBOL); string PositionCommentFullTP = PositionGetString(POSITION_COMMENT); double PositionOpenPriceFullTP=PositionGetDouble(POSITION_PRICE_OPEN); double PositionFullTPPrice=PositionGetDouble(POSITION_TP); if(symbolFullTP==mySymbolPair[A] && PositionCommentFullTP=="FullTP") { trade.PositionModify(ticket,PositionOpenPriceFullTP,PositionFullTPPrice); myPosModiValue[A]=1; } } } } } //---Check if Positons have to be closed if(PositionsTotal()>=1) { for(int i = PositionsTotal()-1; i>=0; i--) //i-- bedeutet i= i-1 { ulong ticket = PositionGetTicket(i); if(PositionSelectByTicket(ticket)) { long type = PositionGetInteger(POSITION_TYPE); string symbol = PositionGetString(POSITION_SYMBOL); if(TwoLineCrossIndi2Direction == true) { if (symbol == mySymbolPair [A] && type == POSITION_TYPE_BUY && FirstConfi1Value<FirstConfi2Value ) { trade.PositionClose(ticket); myPosTotalBreak[A] = 0; Print (mySymbolPair[A]," :Position durch Exit-LONG-Fast gescchlossen. ", myPosTotalBreak[A]); } if (symbol == mySymbolPair[A] && type == POSITION_TYPE_SELL && FirstConfi1Value>FirstConfi2Value ) { trade.PositionClose(ticket); myPosTotalBreak[A] = 0; Print (mySymbolPair[A]," :Position durch Exit-SHORT-Fast gescchlossen. ", myPosTotalBreak[A]); } } } } } //--- Check if one Position for the Symbol is given if yes dont do anything else if (PositionsTotal()>0) { int cntMyPos=PositionsTotal(); for(int ti=cntMyPos-1; ti>=0; ti--) { // skip if there is a position for the current symbol if(PositionGetSymbol(ti) == mySymbolPair[A] ) { myPosTotalBreak[A] = 1; break; } else { myPosTotalBreak[A] = 0; } } } else { myPosTotalBreak[A] = 0; } //--- Calculate SL and TP Values and Check for opening a Position (if no position is open) if (myPosTotalBreak[A]==0) { double ask = SymbolInfoDouble(mySymbolPair[A], SYMBOL_ASK); double bid = SymbolInfoDouble(mySymbolPair[A], SYMBOL_BID); myPosModiValue[A]=0; myPosAnzahlValue[A]=0; //Set Arrays straid ArraySetAsSeries(myATRValueArray,true); CopyBuffer(ATRDefinition[A],0,0,3,myATRValueArray); double ATRValue = NormalizeDouble(myATRValueArray[1],int(SymbolInfoInteger(mySymbolPair[A],SYMBOL_DIGITS))); double ATRPoints = ATRValue / SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); //Get the ATR in points to calc SL and TP // Print("ATRPoints: ", ATRPoints); double ATRPointslotSize = (ATRPoints/10); //Risk in Account Currency double slpoints=(ATRPointslotSize*InpSLfactor); //Risk in Counter Currency double PipsToRisk = slpoints; double freeMargin = AccountInfoDouble(ACCOUNT_EQUITY); double PipValue = (((SymbolInfoDouble(mySymbolPair[A], SYMBOL_TRADE_TICK_VALUE))*Points[A])/(SymbolInfoDouble(mySymbolPair[A],SYMBOL_TRADE_TICK_SIZE))); //Risk in currency per point //Print("PipValue: ",PipValue); double lotSize = (InpRiskPC/100) * freeMargin / (PipValue * PipsToRisk); //Print ("LotSize is: "+ (string)NormalizeDouble(lotSize,2)); double askPoint = SymbolInfoDouble(mySymbolPair[A], SYMBOL_ASK)/SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double bidPoint = SymbolInfoDouble(mySymbolPair[A], SYMBOL_BID)/SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double buySLPoints = -1*ATRPoints*InpSLfactor; double buySLPrice = (askPoint + buySLPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double buyTPPoints = ATRPoints * InpTPfactor; double buyTPPrice = (askPoint + buyTPPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double buy1ATRPoints = ATRPoints * Inp1ATRfactor; double buy1ATRPrice = (askPoint + buy1ATRPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double sellSLPoints = ATRPoints*InpSLfactor; double sellSLPrice = (bidPoint + sellSLPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double sellTPPoints = -1*ATRPoints*InpTPfactor; double sellTPPrice = (bidPoint + sellTPPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double sell1ATRPoints = -1*ATRPoints*Inp1ATRfactor; double sell1ATRPrice = (bidPoint + sell1ATRPoints)*SymbolInfoDouble(mySymbolPair[A],SYMBOL_POINT); double PositionLotsHalf = (NormalizeDouble(lotSize,2) - MathMod( NormalizeDouble(lotSize,2), 2*SymbolInfoDouble(mySymbolPair[A], SYMBOL_VOLUME_STEP )))/2; //Print("LotSizeHalf is: " + (string)PositionLotsHalf); if (PositionLotsHalf < 0.01) {PositionLotsHalf = 0.01;} //Open Trade Conditions if(TwoLineCrossIndi2Direction == true) { if(FirstConfi1Value>FirstConfi2Value && FirstConfi1Vergl<FirstConfi2Vergl) { trade.PositionOpen(mySymbolPair[A],ORDER_TYPE_BUY,NormalizeDouble((PositionLotsHalf),2),ask,buySLPrice,buyTPPrice,"FullTP"); trade.PositionOpen(mySymbolPair[A],ORDER_TYPE_BUY,NormalizeDouble((PositionLotsHalf),2),ask,buySLPrice,buy1ATRPrice,"ATR1TP"); } if (FirstConfi1Value<FirstConfi2Value && FirstConfi1Vergl>FirstConfi2Vergl) { trade.PositionOpen(mySymbolPair[A],ORDER_TYPE_SELL,NormalizeDouble((PositionLotsHalf),2),bid,sellSLPrice,sellTPPrice,"FullTP"); trade.PositionOpen(mySymbolPair[A],ORDER_TYPE_SELL,NormalizeDouble((PositionLotsHalf),2),bid,sellSLPrice,sell1ATRPrice,"ATR1TP"); } } } } //Ends is NewCandle } //End For (all Symbols) } //Ends OnTick //-===================== The OnDeinit function ============================ void OnDeinit(const int reason) { //--- Delete indicator handles for(int i=0; i<Strategy_A; i++) { IndicatorRelease(FirstConfiDefinition[i]); IndicatorRelease(ATRDefinition[i]); } } //+-----------------------------------------+ //| END OF PROGRAM | //+-----------------------------------------+
Some posts that do not make sense have been deleted. Replies have also been deleted.
Please note that this is an English language forum so post in English only.
Thanks a lot
Thomas Behnke #: Hi fxsaber, thanks again. Ich will post the Code here. I have erased everything that is not important for the trades. cause it is too long. hope it is enough. if not tell me and I attach the file with the complete code. I try to trade multiple currencys on the daily timeframe. I test in in Strategy-Tester with OpenPriceOnly. I know my code is not pretty and I didnt use functions. sorry for that :S It isnt suppost to work as an EA in Live Trading. It only should give me correct data on the onTester-Function in Strategy-Tester (It only counts Wins and loses). But for that the Trades have to work.... Hope you still can read it/its still ok to understand.
have a great day!
I don't think that many users will be willing to undertake testing and debugging your code for you for free, because it could end up taking many hours if not longer and your code is not well structured.
You should consider doing this kind thing on your own, either by using the MetaEditor debugger or by using "Print()" to output to the log.
This is part of what a developer does on a daily basis, but it all begins by writing clean and properly structured code.
So, start by improving your code quality to make it easier for you to debug it.
Hi fxsaber and Hi Fernando,
thanks for your answers, I will try to figure it out on my own. Thanks for your help anyway!
Can you mybe give me a hint how to give it a better strutcture? like using more functions and not writing all in the OnTick function or am I doing something very wrong on one point?
If not its fine. I know my code is messy. I try to improve it everytime I work with it^^
Have a great day!
Thomas
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Hallo everybody,
I have ran an EA on two different Computers. Both have the same Version of MT5 (3550) and both use the same Demo-Account. Also Both of them use the same created CustomSymbols with the same Tick-DataI extracted.
Still both of them have different Trade outcomes.
They both have the same ammount of trades and find the same entrance to the trades. But the outcome is diffrent even if the SL and TP I set for the trades are the same (I have checked that with the Journal in the Visualisation Mode). I attach a screenshot what shows my problem. I circle one example but you can see several little differences within the screenshot.
For Structure: I Open two trades at the same time for the Symbol. One with a short TP one with a higher TP. If the first TP is taken the other Trade moves its SL to BE and and keeps running from there until TP or SL is hit.
Can anyone tell what the problem here maybe? Is this problem Code related or is the Tick-Data corrupt or anything else?
I wish all of you a great day!
Thomas