TrailingParabolicSAR.mqh is returning wrong _symbol.Point() value causing invalid stops
It seems this code is done for Forex only.
Try :
double ticksize=m_symbol.TickSize(); double new_sl=NormalizeDouble(MathRound(m_sar.Main(1)/ticksize)*ticksize,m_symbol.Digits());
Not tested.
I have the same problem with TrailingStopMA . Exactly !
I create a new folder MyTrailing, and I modified TrailingParabolicSAR.mqh to MyTrailingParabolicSAR.mqh
where I put some code to test if Symbol is WINxxx and in this case adapt to work without error.
Is not good solution, but is the way I solved my problem.
see the code
After change in your expert advisor
#include <Expert\Trailings\TrailingParabolicSAR.mqh> //Trailing Stop Based on Parabolic SAR
to
#include <Expert\MyTrailings\MyTrailingParabolicSAR.mqh> //Trailing Stop Based on Parabolic SAR
//+------------------------------------------------------------------+ //| TrailingParabolicSAR.mqh | //| Copyright 2009-2013, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #include <Expert\ExpertTrailing.mqh> // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Trailing Stop based on Parabolic SAR | //| Type=Trailing | //| Name=ParabolicSAR | //| Class=CTrailingPSAR | //| Page= | //| Parameter=Step,double,0.02,Speed increment | //| Parameter=Maximum,double,0.2,Maximum rate | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| Class CTrailingPSAR. | //| Appointment: Class traling stops with Parabolic SAR. | //| Derives from class CExpertTrailing. | //+------------------------------------------------------------------+ class CTrailingPSAR : public CExpertTrailing { protected: CiSAR m_sar; // object-indicator //--- adjusted parameters double m_step; // the "speed increment" parameter of the indicator double m_maximum; // the "maximum rate" parameter of the indicator public: CTrailingPSAR(void); ~CTrailingPSAR(void); //--- methods of setting adjustable parameters void Step(double step) { m_step=step; } void Maximum(double maximum) { m_maximum=maximum; } //--- method of creating the indicator and timeseries virtual bool InitIndicators(CIndicators *indicators); //--- virtual bool CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp); virtual bool CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ void CTrailingPSAR::CTrailingPSAR(void) : m_step(0.02), m_maximum(0.2) { } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ void CTrailingPSAR::~CTrailingPSAR(void) { } //+------------------------------------------------------------------+ //| Create indicators. | //+------------------------------------------------------------------+ bool CTrailingPSAR::InitIndicators(CIndicators *indicators) { //--- check pointer if(indicators==NULL) return(false); //--- add object to collection if(!indicators.Add(GetPointer(m_sar))) { printf(__FUNCTION__+": error adding object"); return(false); } //--- initialize object if(!m_sar.Create(m_symbol.Name(),m_period,m_step,m_maximum)) { printf(__FUNCTION__+": error initializing object"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Checking trailing stop and/or profit for long position. | //+------------------------------------------------------------------+ bool CTrailingPSAR::CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp) { double resto=0.0; //--- check if(position==NULL) return(false); //ver //https://www.mql5.com/pt/articles/134 /* //--- get Stop Loss value for the buy position sl=BuyStoploss(); //--- find out allowed level of Stop Loss placement for the buy position double minimal=SymbolInfoDouble(m_symbol,SYMBOL_BID)-m_point* SymbolInfoInteger(m_symbol,SYMBOL_TRADE_STOPS_LEVEL); sl=NormalizeDouble(sl,m_digits); //--- value normalizing minimal=NormalizeDouble(minimal,m_digits); //--- value normalizing //--- if unable to place Stop Loss on level, obtained from indicator, // this Stop Loss will be placed on closest possible level sl=MathMin(sl,minimal); double possl=PositionGetDouble(POSITION_SL); //--- value of Stop Loss position possl=NormalizeDouble(possl,m_digits); //--- value normalizing */ if ((StringSubstr(Symbol(),0,3)=="WIN") && m_symbol.Point()!=5) { Alert(Symbol()," - LONG WINJ16 Point:",DoubleToString(m_symbol.Point())); Alert(Symbol()," - LONG WINJ16 Point:",SymbolInfoDouble(Symbol(),SYMBOL_POINT)); //double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*5,m_symbol.Digits()); double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits()); double new_sl=NormalizeDouble(m_sar.Main(1),m_symbol.Digits()); Alert("new_sl:",new_sl); resto = MathMod(new_sl, (m_symbol.TickValue() * m_symbol.TickSize())); new_sl = new_sl - resto + (m_symbol.TickValue() * m_symbol.TickSize()); Alert("new_sl:",new_sl); double pos_sl=position.StopLoss(); double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl; Print("TraillingparabolicSAR point:",DoubleToString(m_symbol.Point()), " Digits:",IntegerToString(m_symbol.Digits()), " level:",level," new_sl:",new_sl," pos_sl:",pos_sl ); //--- sl=EMPTY_VALUE; tp=EMPTY_VALUE; if(new_sl>base && new_sl<level) sl=new_sl; //--- return(sl!=EMPTY_VALUE); } //--- double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits()); double new_sl=NormalizeDouble(m_sar.Main(1),m_symbol.Digits()); double pos_sl=position.StopLoss(); double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl; Print("OPS"); //--- sl=EMPTY_VALUE; tp=EMPTY_VALUE; if(new_sl>base && new_sl<level) sl=new_sl; //--- return(sl!=EMPTY_VALUE); } //+------------------------------------------------------------------+ //| Checking trailing stop and/or profit for short position. | //+------------------------------------------------------------------+ bool CTrailingPSAR::CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp) { double resto=0.0; //--- check if(position==NULL) return(false); /* 43456 1 43456-1+5 43560 43562 2 43562-2 43560 */ if ((StringSubstr(Symbol(),0,3)=="WIN") && m_symbol.Point()!=5) { Alert(Symbol()," - SHORT WINJ16 Point:",DoubleToString(m_symbol.Point())); //double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*5,m_symbol.Digits()); double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits()); double new_sl=NormalizeDouble(m_sar.Main(1)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits()); Alert("new_sl:",new_sl); resto = MathMod(new_sl, (m_symbol.TickValue() * m_symbol.TickSize())); new_sl = new_sl - resto;// + (m_symbol.TickValue * m_symbol.TickSize); Alert("new_sl:",new_sl); double pos_sl=position.StopLoss(); double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl; Print("TraillingparabolicSAR point:",DoubleToString(m_symbol.Point()), " Digits:",IntegerToString(m_symbol.Digits()), " level:",level," new_sl:",new_sl," pos_sl:",pos_sl ); //--- sl=EMPTY_VALUE; tp=EMPTY_VALUE; if(new_sl<base && new_sl>level) sl=new_sl; //--- return(sl!=EMPTY_VALUE); } //--- double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits()); double new_sl=NormalizeDouble(m_sar.Main(1)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits()); double pos_sl=position.StopLoss(); double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl; Print("OPS"); //--- sl=EMPTY_VALUE; tp=EMPTY_VALUE; if(new_sl<base && new_sl>level) sl=new_sl; //--- return(sl!=EMPTY_VALUE); } //+------------------------------------------------------------------+
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Hi
I am tring to use Cexpert with TraillingParabolic Sar in BM&F, with WINJ16
Tick size is 5, Digits is 0
But I get invalid stops when expert tries to modified stop loss, it try for examplo 50323 instead a 5 multiples like 50320 or 50325
I put some comment in TraillingParabolicSAR.mqh to show the Point and Digits tha function gets, but it is getting Points =1 instead 5 that is Market Observation Specification
My MetaTrader is version 5.0 build 1241 and editor also 22.dez.2015
See code from original Include file TrailingParabolicSAR.mqh where I put a Print do see the values the function is getting.
In case get Point=1 instead 5
Some Help?
Att
Elton