Why does my EA keeps giving negative profit when back testing? - page 5

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deVries:


Take a look at the code of the Moving Average EA on your metatrader Station and see how it is done there  .... 


alright
 
deVries:

At this moment you have to check if there is already a trade  open

before you open a trade you have to know if there is a trade open

still I can't see you have done the counting of trades  

.

Take a look at the code of the Moving Average EA on your metatrader Station and see how it is done there  .... 


i'd read many samples and imitate their coding style.

 

this is my latest code. unfortunately, its still making negative profit, which it shouldnt be.

 

//+------------------------------------------------------------------+
//|                                       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);
}

 can you please tell me directly which part is wrong?

 

I also attempted this

 

//+------------------------------------------------------------------+
//|                                       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);
}
 
cyxstudio:


i'd read many samples and imitate their coding style.

 this is my latest code. unfortunately, its still making negative profit, which it shouldnt be.

 

 can you please tell me directly which part is wrong?

I did tell what was wrong wasn't I clear enough ??

you made changes in the code I gave you

your changes to that part are all wrong  and I wrote before where it was wrong...

//+------------------------------------------------------------------+
//|                                       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);
  }
//+------------------------------------------------------------------+

 There is more inside the loop i give later

  After the loop make the part for opening buy trades...

// MAKE PART FOR OPENING BUY TRADE          

  has to work for 4/5 digit brokers and has to work for ECN accounts 

.

.

.

.

I like to see 

You change this original code  you had

    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);
        }

 it has to work for 4/5 digit brokers and it has to work for ECN accounts

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