- Experts: FMOneEA
- Running MT4 on Virtual Machine (cloud).
- Error handling - what to expect
You're running a (2000 line program plus every indicator/parameter combination called [ima,iatr,icustom]) for 100,000 ticks per test * 100-12000 tests (optimization) * N (mql4 interpreter) * M (VM interpreter). So yes it can take a lot. I've had a full optimization run take about 7 days.
The best way is to not process ticks that can not change anything and don't do unnecessary things.
extern bool Show.Comments = true; int init(){ if (IsTesting() && !IsVisualMode()){ Show.Comments = false; Show.Objects = false; } ... //+------------------------------------------------------------------+ //| Skip useless ticks | //+------------------------------------------------------------------+ double CA.below, CA.above=0; // Export to start void CallAgain(double when){ if (when>=Bid && CA.above > when) CA.above = when; if (when<=Bid && CA.below < when) CA.below = when; return; } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start(){ static datetime Time0; #define INF 0x7FFFFFFF if (Time0 != Time[0] || Bid < CA.below || Bid > CA.above){ // Important CA.below = 0; CA.above = INF; Time0 = Time[0]; need2refresh = false; // New tick, data is fresh. Analyze(); // Affects ModifyStop and Decide } // Important if (Show.Comments) { Comment(... void Analyze(){ ... oo.OP = pattern.trigger; double delta = (Bid-oo.OP)*DIR; if (delta <= 0){ CallAgain(oo.OP); return; } // Below if (delta > 0.5*atr){ CallAgain(oo.OP); return; } // Gapped above ... void ModifyStops(){... for(pos = OrdersTotal()-1; pos >= 0 ; pos--) if ( OrderSelect(pos, SELECT_BY_POS) // Only my orders w/ && OrderMagicNumber() == magic.number // my magic number && OrderSymbol() == Symbol() ){ // and my pair. ... if(...) ... OrderModify(...) CallAgain(oo.SL +stop.to.Bid); CallAgain(oo.TP +stop.to.Bid); ... void TLine( string name, datetime T0, double P0, datetime T1, double P1 , color clr, bool ray=false ){ if (!Show.Objects) return; /**/ if(ObjectMove( name, 0, T0, P0 )) ObjectMove(name, 1, T1, P1); else if(!ObjectCreate( name, OBJ_TREND, WINDOW_MAIN, T0, P0, T1, P1 )) ...
I can't say I entirely understand what this code is doing. In my EAs I use:
int start() { if( now != Time[0] ) { now = Time[0] ...update indicators } ... }
I use this to update indicators that are based on the previous bar or later so they are not being processed unnecessarily. My primary signal indicator happens outside of this block so that it updates with every tick.
I also make sure that my position sizing is only being calculated when I call OrderSend. I do this with a function I call getPositionSize(); I use it as the lots argument in OrderSend.
What I haven't figured out is how to avoid enumerating my orders on every tick. It seems necessary to do that in order to have trailing stops...
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What I haven't figured out is how to avoid enumerating my orders on every tick. It seems necessary to do that in order to have trailing stops...
As trailing stops (should) only move one way, the chances are that you only need check/adjust them when PriceNow causes a HigherHigh or LowerLow in current bar
I also allow price to move a small fraction beyond these limits before actually adjusting SL. Actual code snippet follows
int OrderProcessing.AdjustTSL() { // only adjust SL if a higher hi or lower lo this bar int ix = 0; static double sdBarHi, sdBarLo; // if 1st tick of bar, reset Hi & Lo markers // NB also reset on new order! if(gsdtAdjTSLBarTime != Time[ix]) { gsdtAdjTSLBarTime = Time[ix]; sdBarHi = 0; sdBarLo = 999999999; } double MinMovement = MarketInfo(Symbol(), MODE_STOPLEVEL) * SLCheckAsPercentOfMinSL / 100.0; bool skipTick=true; if(sdBarLo - MinMovement > Low[ix]) { skipTick=false; sdBarLo = Low[ix]; } if(sdBarHi + MinMovement < High[ix]) { skipTick=false; sdBarHi = High[ix]; } if(skipTick) return(0); ... check & maybe adjust SLs
What I haven't figured out is how to avoid enumerating my orders on every tick. It seems necessary to do that in order to have trailing stops...
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