Indicators not signaling Buy/Sell.

Griffin Mahoney 2024.03.01 17:47

So I'm pretty new to MQL5 and Metatrader in general but I wanted to build my own EA with simple moving average and stochastic crossover. I feel as though I have the code right but when run in the strategy tester it places no orders, even when the conditions to do so are seemingly met in the data. Is there anything super obvious I'm missing? Thanks in advance!

#include <Trade\Trade.mqh> // Include the Trade library for trading operations

// Input parameters
input int Fast_MA_Period = 5;
input int Medium_MA_Period = 8;
input int Slow_MA_Period = 13;
input int Stochastic_Period = 5;
input int Stochastic_Slowing = 3;
input ENUM_MA_METHOD Stochastic_Method = MODE_SMMA; // Stochastic Method
input double Overbought_Level = 80;
input double Oversold_Level = 20;
input double Stop_Loss_Multiplier = 1.5; // Multiplier for dynamic stop loss
input double Take_Profit_Multiplier = 2.0; // Multiplier for dynamic take profit
input double Volume = 0.1; //Trading volume

// Global variables
double Ask, Bid;
int signal = 0; // 0 - no signal, 1 - buy signal, -1 - sell signal
double stopLossLevel, takeProfitLevel;


void OnTick()
  {
   Ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   Bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   printf(DoubleToString(signal));
   
   // Calculate indicators
   double fast_ma = iMA(NULL, 0, Fast_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   double medium_ma = iMA(NULL, 0, Medium_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   double slow_ma = iMA(NULL, 0, Slow_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   
   double stochastic_main = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_LOWHIGH);
   double stochastic_signal = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_CLOSECLOSE);
   
   // Check for crossover
   if (fast_ma > medium_ma && medium_ma > slow_ma && stochastic_main < Oversold_Level && stochastic_signal < Oversold_Level) {
       signal = 1; // Buy signal
       printf(DoubleToString(signal));
       // Calculate dynamic stop loss and take profit
       stopLossLevel = Bid - Stop_Loss_Multiplier * (medium_ma - slow_ma);
       takeProfitLevel = Bid + Take_Profit_Multiplier * (medium_ma - slow_ma);
   }
   else if (fast_ma < medium_ma && medium_ma < slow_ma && stochastic_main > Overbought_Level && stochastic_signal > Overbought_Level) {
       signal = -1; // Sell signal
       printf(DoubleToString(signal));
       // Calculate dynamic stop loss and take profit
       stopLossLevel = Ask + Stop_Loss_Multiplier * (medium_ma - slow_ma);
       takeProfitLevel = Ask - Take_Profit_Multiplier * (medium_ma - slow_ma);
   }
   else {
       signal = 0; // No signal
   }
   
   // Execute trade based on signal
   if (signal == 1) {
       // Buy
       CTrade trade;
       trade.Buy(Volume, _Symbol, Ask, stopLossLevel, takeProfitLevel, "Buy Order");
   }
   else if (signal == -1) {
       // Sell
       CTrade trade;
       trade.Sell(Volume, _Symbol, Bid, stopLossLevel, takeProfitLevel, "Sell Order");
   }
   
  }
//+------------------------------------------------------------------+

The Fundamentals of Testing in MetaTrader 5

www.mql5.com

What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments, take place? When and how are the indicator values calculated during testing, and how are the events handled? How to synchronize the bars from different instruments during testing in an "open prices only" mode? This article aims to provide answers to these and many other questions.

Vladislav Boyko 2024.03.01 18:20 #1

gmaho:
So I'm pretty new to MQL5 and Metatrader in general but I wanted to build my own EA with simple moving average and stochastic crossover. I feel as though I have the code right but when run in the strategy tester it places no orders, even when the conditions to do so are seemingly met in the data. Is there anything super obvious I'm missing? Thanks in advance!

   // Calculate indicators
   double fast_ma = iMA(NULL, 0, Fast_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   double medium_ma = iMA(NULL, 0, Medium_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   double slow_ma = iMA(NULL, 0, Slow_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
   
   double stochastic_main = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_LOWHIGH);
   double stochastic_signal = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_CLOSECLOSE);

These functions return the indicator handle, not the buffer values.

https://www.mql5.com/en/docs/indicators/ima

https://www.mql5.com/en/docs/indicators/istochastic

Most likely, you generated this code using artificial intelligence. Artificial intelligence harms MQL learning because it generates complete nonsense. Don't use artificial intelligence when learning MQL

Griffin Mahoney 2024.03.01 19:49 #2

Vladislav Boyko #:

These functions return the indicator handle, not the buffer values.

https://www.mql5.com/en/docs/indicators/ima

https://www.mql5.com/en/docs/indicators/istochastic

Thank you I do see what I did wrong there. I didn't use AI but I have been extensively youtube/googling and I guess you're bound to end up with something ridiculous at some point.

That being said I did update my code using CopyBuffer but still no orders being placed.

#include <Trade\Trade.mqh>

input int Fast_MA_Period = 5;
input int Medium_MA_Period = 8;
input int Slow_MA_Period = 13;
input int Stochastic_Period = 5;
input int Stochastic_Slowing = 3;
input ENUM_MA_METHOD Stochastic_Method = MODE_SMA; // Stochastic Method
input double Overbought_Level = 80;
input double Oversold_Level = 20;
input double Stop_Loss_Multiplier = 1.5; // Multiplier for dynamic stop loss
input double Take_Profit_Multiplier = 2.0; // Multiplier for dynamic take profit
input double Volume = 0.1; // Trading volume

double Ask, Bid;
int signal = 0; // 0 - no signal, 1 - buy signal, -1 - sell signal
double stopLossLevel, takeProfitLevel;

int fast_ma_handle, medium_ma_handle, slow_ma_handle;
int stochastic_main_handle, stochastic_signal_handle;


void OnInit() 
{
    fast_ma_handle = iMA(NULL, 0, Fast_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
    medium_ma_handle = iMA(NULL, 0, Medium_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
    slow_ma_handle = iMA(NULL, 0, Slow_MA_Period, 0, MODE_EMA, PRICE_CLOSE);
    stochastic_main_handle = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_LOWHIGH);
    stochastic_signal_handle = iStochastic(NULL, 0, Stochastic_Period, 3, Stochastic_Slowing, Stochastic_Method, STO_CLOSECLOSE);
}


void OnTick()
{
    Ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
    Bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   
    
    double fast_ma_value[], medium_ma_value[], slow_ma_value[];
    double stochastic_main_value[], stochastic_signal_value[];
   
    
    ArraySetAsSeries(fast_ma_value, true);
    ArraySetAsSeries(medium_ma_value, true);
    ArraySetAsSeries(slow_ma_value, true);
    ArraySetAsSeries(stochastic_main_value, true);
    ArraySetAsSeries(stochastic_signal_value, true);
   
    
    CopyBuffer(fast_ma_handle, 0, 0, ArraySize(fast_ma_value), fast_ma_value);
    CopyBuffer(medium_ma_handle, 0, 0, ArraySize(medium_ma_value), medium_ma_value);
    CopyBuffer(slow_ma_handle, 0, 0, ArraySize(slow_ma_value), slow_ma_value);
    CopyBuffer(stochastic_main_handle, MAIN_LINE, 0, ArraySize(stochastic_main_value), stochastic_main_value);
    CopyBuffer(stochastic_signal_handle, SIGNAL_LINE, 0, ArraySize(stochastic_signal_value), stochastic_signal_value);
    
    for (int i = ArraySize(fast_ma_value) - 1; i >= 0; i--)
    {   
    
    double fast_ma = fast_ma_value[i];
    double medium_ma = medium_ma_value[i];
    double slow_ma = slow_ma_value[i];
    double stochastic_main = stochastic_main_value[i];
    double stochastic_signal = stochastic_signal_value[i];
    
        if (fast_ma > medium_ma && medium_ma > slow_ma && stochastic_main < Oversold_Level && stochastic_signal < Oversold_Level)
        {
            signal = 1;
            
            stopLossLevel = Bid - Stop_Loss_Multiplier * (medium_ma - slow_ma);
            takeProfitLevel = Bid + Take_Profit_Multiplier * (medium_ma - slow_ma);
            break;
        }
        else if (fast_ma < medium_ma && medium_ma < slow_ma && stochastic_main > Overbought_Level && stochastic_signal > Overbought_Level)
        {
            signal = -1;
            
            stopLossLevel = Ask + Stop_Loss_Multiplier * (medium_ma - slow_ma);
            takeProfitLevel = Ask - Take_Profit_Multiplier * (medium_ma - slow_ma);
            break;
        }
        else
        {
            signal = 0;
        }
    }
   
    
    if (signal == 1)
    {
        // Buy
        CTrade trade;
        trade.Buy(Volume, _Symbol, Ask, stopLossLevel, takeProfitLevel, "Buy Order");
    }
    else if (signal == -1)
    {
        // Sell
        CTrade trade;
        trade.Sell(Volume, _Symbol, Bid, stopLossLevel, takeProfitLevel, "Sell Order");
    }
}
//+------------------------------------------------------------------+

Need Help With Using BRENT Questions from Beginners MQL5

Vladislav Boyko 2024.03.01 20:36 #3

gmaho #:
Thank you I do see what I did wrong there. I didn't use AI but I have been extensively youtube/googling and I guess you're bound to end up with something ridiculous at some point.

That being said I did update my code using CopyBuffer but still no orders being placed.

void OnTick()
{
    Ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
    Bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   
    
    double fast_ma_value[], medium_ma_value[], slow_ma_value[];
    double stochastic_main_value[], stochastic_signal_value[];
   
    
    ArraySetAsSeries(fast_ma_value, true);
    ArraySetAsSeries(medium_ma_value, true);
    ArraySetAsSeries(slow_ma_value, true);
    ArraySetAsSeries(stochastic_main_value, true);
    ArraySetAsSeries(stochastic_signal_value, true);
   
    
    CopyBuffer(fast_ma_handle, 0, 0, ArraySize(fast_ma_value), fast_ma_value);
    CopyBuffer(medium_ma_handle, 0, 0, ArraySize(medium_ma_value), medium_ma_value);
    CopyBuffer(slow_ma_handle, 0, 0, ArraySize(slow_ma_value), slow_ma_value);
    CopyBuffer(stochastic_main_handle, MAIN_LINE, 0, ArraySize(stochastic_main_value), stochastic_main_value);
    CopyBuffer(stochastic_signal_handle, SIGNAL_LINE, 0, ArraySize(stochastic_signal_value), stochastic_signal_value);
    
    Comment(ArraySize(fast_ma_value)); // 0

[EDIT]

You are copying 0 values because the sizes of the arrays are zero

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