Почему мой советник продолжает давать отрицательную прибыль при обратном тестировании? - страница 5

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[Удален] 2013.02.03 15:37 #41

deVries:

Посмотрите на код советника Moving Average EA на вашей станции metatrader и посмотрите, как это делается там .....

хорошо

[Удален] 2013.02.05 03:22 #42

deVries:

В этот момент вы должны проверить, открыта ли уже сделка

Прежде чем открыть сделку, вы должны знать, открыта ли сделка.

я не вижу, что вы выполнили подсчет сделок.

Посмотрите на код советника Moving Average на вашей станции metatrader и посмотрите, как это делается там .....

Я читал много примеров и подражал их стилю кодирования.

Это мой последний код. К сожалению, он все еще приносит отрицательную прибыль, чего не должно быть.

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
#include <stderror.mqh>
#include <stdlib.mqh>


extern int RSIPeriod        =  2;      //number of periods for RSI
extern double UpperBound    =  95;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI

extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 10;



//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   
  Alert(OrdersTotal());

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
RefreshRates();
   int Ticket1;
   int Ticket2;
   bool Ticket3;
   bool Ticket4;
   
   double SL,TP;
   int Total;
   double MagicNo;
   double Slippage;
    int cnt;
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double pAskPrev = iClose(Symbol(),0,1);
   double pBidPrev = iClose(Symbol(),0,1);
   double pAskLast = iClose(Symbol(),0,2);
   double pBidLast = iClose(Symbol(),0,2);
   double MA200 = iMA(NULL, 1440, 200, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, 5, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,0);
   double PrevRSI =  iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,1);
   double LastRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,2);
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }



//Check for open orders if there are none then check for conditions to open one

      if ((OrdersTotal() ==0) && (LastRSI > PrevRSI) && (PrevRSI > CurrentRSI) && (CurrentRSI < LowerBound) && (pAsk > MA200) && (pAsk < pAskPrev) && (pAskPrev < pAskLast)) {    //Condition to execute buy entry
  
        Ticket1 = OrderSend(Symbol(), OP_BUY, Lots, pAsk, Slippage.Pips, pBid - ( StopLoss * Point ), pBid + ( TakeProfit * Point ), "Buy.", MagicNumber,0,Yellow);       //execute buy order
   
    if(Ticket1>0)
           {
            if(OrderSelect(Ticket1,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
            
           }
         if (Ticket1 < 0) {
         Print("Error opening BUY order : ",GetLastError()); 
         return(0); 
   }  
   }
  

  if ((OrdersTotal() ==0) && (LastRSI < PrevRSI) && (PrevRSI < CurrentRSI) && (CurrentRSI > UpperBound) && (pBid < MA200)) {     //Condition to execute sell entry
  
       Ticket2 = OrderSend(Symbol(), OP_SELL, Lots, pBid, Slippage.Pips, pAsk + ( StopLoss * Point ), pAsk - ( TakeProfit * Point ), "Sell.",MagicNumber, 0, Yellow)  ;     //execute sell order
       if(Ticket2>0)
           {
            if(OrderSelect(Ticket2,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("SELL order opened : ",OrderOpenPrice());
           
           }
         if (Ticket2<0) {
          Print("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
   } 
      
      
 


   
    int ticket=OrderTicket();
    double lots=OrderLots();
   
   
   for (int i = OrdersTotal() - 1; i >= 0; i--)
   {
   
      if (OrderSelect(i, SELECT_BY_POS))
      {
      if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == MagicNumber) ) {


         if (OrderType() == OP_BUY && pBid > MA5 && (pBid > pBidPrev) && (pBidPrev > pBidLast))
         {
          Ticket3 = OrderClose(ticket, lots, pBid, Slippage.Pips);
          
          if (Ticket3 == true ) {
          Print("BUY position closed", OrderClosePrice());
          }
          if (Ticket3 == false) {
          Print("Error closing BUY position", ErrorDescription(GetLastError()));
          }
          }
      }
   }
   }
   
   
   for (int m = OrdersTotal() - 1; m >= 0; m--)
   {
   
      if (OrderSelect(m, SELECT_BY_POS))
      {
      if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == MagicNumber)) {


    if (OrderType() == OP_SELL && pAsk < MA5)
          {
          Ticket4 = OrderClose(ticket, lots, pAsk, Slippage.Pips);
           if (Ticket4 == true ) {
          Print("SELL position closed", OrderClosePrice());
          }
          if (Ticket4 == false) {
          Print("Error closing SELL position", ErrorDescription(GetLastError()));
          }
    }
       }
   }
   }
   
        
        
           return(0);
}

не могли бы вы мне прямо сказать, какая часть неверна?

Помощь в кодировании GoldWarrior EA (торговая система Странная работа iLowest в

[Удален] 2013.02.05 03:27 #43

Я также попытался сделать следующее

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
#include <stderror.mqh>
#include <stdlib.mqh>

extern int maxTrades = 1;
extern int RSIPeriod        =  2;      //number of periods for RSI
extern double UpperBound    =  95;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI

extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 10;



//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   


//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
RefreshRates();
   int Ticket1;
   int Ticket2;
   bool Ticket3;
   bool Ticket4;
   
   double SL,TP;

   double MagicNo;
   double Slippage;
  
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double pAskPrev = iClose(Symbol(),0,1);
   double pBidPrev = iClose(Symbol(),0,1);
   double pAskLast = iClose(Symbol(),0,2);
   double pBidLast = iClose(Symbol(),0,2);
   double MA200 = iMA(NULL, 1440, 200, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, 5, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,0);
   double PrevRSI =  iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,1);
   double LastRSI = iRSI (NULL, 0, RSIPeriod,PRICE_CLOSE ,2);
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }



//Check for open orders if there are none then check for conditions to open one
int ticket;
   int total=CheckOpenTrade(MagicNumber, Symbol());
   
   if(total<maxTrades)
   {
      if ((LastRSI > PrevRSI) && (PrevRSI > CurrentRSI) && (CurrentRSI < LowerBound) && (pAsk > MA200) && (pAsk < pAskPrev) && (pAskPrev < pAskLast)) {    //Condition to execute buy entry
  
        Ticket1 = OrderSend(Symbol(), OP_BUY, Lots, pAsk, Slippage.Pips, pBid - ( StopLoss * Point ), pBid + ( TakeProfit * Point ), "Buy.", MagicNumber,0,Yellow);       //execute buy order
   
    if(Ticket1>0)
           {
            if(OrderSelect(Ticket1,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
            
           }
         if (Ticket1 < 0) {
         Print("Error opening BUY order : ",GetLastError()); 
         return(0); 
   }  
   }
  

  if ((OrdersTotal() ==0) && (LastRSI < PrevRSI) && (PrevRSI < CurrentRSI) && (CurrentRSI > UpperBound) && (pBid < MA200)) {     //Condition to execute sell entry
  
       Ticket2 = OrderSend(Symbol(), OP_SELL, Lots, pBid, Slippage.Pips, pAsk + ( StopLoss * Point ), pAsk - ( TakeProfit * Point ), "Sell.",MagicNumber, 0, Yellow)  ;     //execute sell order
       if(Ticket2>0)
           {
            if(OrderSelect(Ticket2,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("SELL order opened : ",OrderOpenPrice());
           
           }
         if (Ticket2<0) {
          Print("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
   } 
     } 
      
 
double lots=OrderLots();

total=CheckOpenTrade(MagicNumber, Symbol());
   for(int cnt=total-1;cnt>=0;cnt--)
    {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(   OrderType()<=OP_SELL                      // check for opened position 
         && OrderSymbol()==Symbol()                   // check for symbol
         && OrderMagicNumber() == MagicNumber)        // my magic number
      {



         if (OrderType() == OP_BUY && pBid > MA5 && (pBid > pBidPrev) && (pBidPrev > pBidLast))
         {
          Ticket3 = OrderClose(ticket, lots, pBid, Slippage.Pips);
          
          if (Ticket3 == true ) {
          Print("BUY position closed", OrderClosePrice());
          }
          if (Ticket3 == false) {
          Print("Error closing BUY position", ErrorDescription(GetLastError()));
          }
          }

    if (OrderType() == OP_SELL && pAsk < MA5)
          {
          Ticket4 = OrderClose(ticket, lots, pAsk, Slippage.Pips);
           if (Ticket4 == true ) {
          Print("SELL position closed", OrderClosePrice());
          }
          if (Ticket4 == false) {
          Print("Error closing SELL position", ErrorDescription(GetLastError()));
          }
    }
}
}
   
   

   
   
   
   
   
   
        
        
           return(0);
}


int CheckOpenTrade(int iMN, string sOrderSymbol)
{
   int icnt, itotal, retval;
 
   retval=0;
   itotal=OrdersTotal();
 
      for(icnt=itotal-1;icnt>=0;icnt--) // for loop
      {
         OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES);
         // check for opened position, symbol & MagicNumber
         if (OrderSymbol()== sOrderSymbol)
         {
            if (OrderMagicNumber()==iMN) 
               retval++;             
         } // sOrderSymbol
      } // for loop
 
   return(retval);
}

Tjipke de Vries 2013.02.05 08:56 #44

cyxstudio:

Я читал много примеров и подражал их стилю кодирования.

это мой последний код. к сожалению, он все еще приносит отрицательную прибыль, чего не должно быть.

Не могли бы вы прямо сказать мне, какая часть неверна?

Я же сказал, что не так, разве я не достаточно ясно выразился?

Вы внесли изменения в код, который я вам дал.

Ваши изменения в этой части все неправильные, и я уже писал, где это было неправильно...

//+------------------------------------------------------------------+
//|                                       RSI_strategy_cyxstudio.mq4 |
//|                                  Copyright 2013, Tjipke de Vries |
//|                                     https://forum.mql4.com/53695/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"


extern int RSIPeriod        =  3;      //number of periods for RSI
extern double UpperBound    =  90;     //set upper bound value for RSI
extern double LowerBound    =  5;      //set lower bound value for RSI
extern int MASlowPeriod     = 200;
extern int MAFastPeriod     = 5;
extern double Lots  = 0.1;
extern double StopLoss      = 60;       //Set the stop loss level
extern double TakeProfit    = 120;       //Set the take profit level
extern double TrailingStop = 40;
//extra settings for OrderSend
extern int        MagicNumber = 54333;
extern string     CommentEA = "RSI strategy";
extern int        Slippage.Pips    = 3;


int    BUYS=1,SELLS=1;
//++++ These are adjusted for 5 digit brokers.
int     pips2points;      // slippage  3 pips    3=points    30=points
double  pips2dbl;         // Stoploss 15 pips    0.015      0.0150
int     Digits.pips;      // DoubleToStr(dbl/pips2dbl, Digits.pips)
//---
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----   
   if(Digits % 2 == 1)  // DE30=1/JPY=3/EURUSD=5 forum.mql4.com/43064#515262
     {pips2dbl = Point*10; pips2points = 10;   Digits.pips = 1;}
     else {pips2dbl = Point;    pips2points =  1;   Digits.pips = 0;}
     // OrderSend(... Slippage.Pips * pips2points, Bid - StopLossPips * pips2dbl        
//----      

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
   int Ticket;
   double SL,TP;
   int Total;
   
   double pAsk = MarketInfo(Symbol(), MODE_ASK);
   double pBid = MarketInfo(Symbol(), MODE_BID);
   double MA200 = iMA(NULL, 1440, MASlowPeriod, 0,MODE_SMA,PRICE_CLOSE, 0);  //200 day Moving Average   
   double MA5 = iMA(NULL, 1440, MAFastPeriod, 0,MODE_SMA,PRICE_CLOSE, 0);      //  5 day Moving Average
   double CurrentRSI = iRSI (NULL, 1440, RSIPeriod,PRICE_CLOSE ,0);
   
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   
   if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }


   if(OrdersTotal()<1)
        {
         BUYS=0;
         SELLS=0;
        } 


   if(BUYS>0||SELLS>0)    //condition start   LOOP FOR CHECKING TRADES THIS EA                     
    {
     BUYS=0;
     SELLS=0;             //RESET VALUES TO ZERO BEFORE START COUNTING
     for(int i = OrdersTotal()-1; i >= 0 ; i--) 
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MagicNumber || OrderSymbol()!=Symbol()) continue;
      //.
      //.
      //---- check order type
      if(OrderType()==OP_BUY)  // <==  IMPORTANT FUNCTION TO KNOW WHAT KIND OF TRADE IS SELECTED
        {
         BUYS++;           //COUNT BUY TRADES
         //.
         if(pAsk > MA5) {OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage.Pips*pips2points,White);}
        }
 
      if(OrderType()==OP_SELL)
        {
         SELLS++;           //COUNT SELL TRADES
         //.
         if(pBid < MA5) {OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage.Pips*pips2points,White);}
        }
     }
    }

// MAKE PART FOR OPENING BUY TRADE            
..........          

//----
   return(0);
  }
//+------------------------------------------------------------------+

Внутри цикла есть еще кое-что, о чем я расскажу позже.

После цикла сделайте часть для открытия сделок на покупку...

// MAKE PART FOR OPENING BUY TRADE

должна работать для 4/5-значных брокеров и должна работать для ECN счетов

Мне нравится видеть.

Вы изменяете этот оригинальный код, который вы

    if (CurrentRSI < LowerBound && MarketInfo(Symbol(), MODE_ASK) > MA200 ) 
       {    //Condition to execute buy entry
        Ticket = OrderSend(Symbol(), OP_BUY, BuyVolume, Ask, 3, Bid - ( StopLoss * Point ), Ask + ( TakeProfit * Point ), "Buy.", 111,0,Yellow)   ;       //execute buy order
   
        if(Ticket>0)
           {
            if(OrderSelect(Ticket,SELECT_BY_TICKET,MODE_TRADES)) 
               Print("BUY order opened : ",OrderOpenPrice());
           }
         if (Ticket < 0) 
           {
            Print("Error opening BUY order : ",GetLastError()); 
            return(0); 
           }
         return(0);
        }

он должен работать для 4/5-значных брокеров и должен работать для ECN счетов

Обсуждение статьи "Торговые транзакции. Как кодировать? Что такое order_id?

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