Posible loss of data due to type conversion
Hello,
Anyone can help me on solving the the warning message of "Posible loss of data due to type conversion" on the lines highlighted below:
Thanks!
Cast to datetime instead of long, and check your brackets:
tempStartDateTime = datetime(StartOfDay - (x*OneDay)); tempEndDateTime = datetime(LastVolumeDateTime - (x*OneDay));
thanks a lot Seng Joo Thio! Really helped!
Maybe you can also assist another issue I found, which is the Inconsistency in opening positions when I compare back test and live trading.
I noticed that some trades were executed at back test but not live. I did some investigations and notice the following but not sure if there is any relation with the live trading differences. It seems related to the Trading time filters.
Examples:
A) I run a backs test using H1 timeframe with date range (2019.01.29 – 2019.01.31) using Trading Open Hour = 10, Trading Open Minute =00 and there is no trade at 10:00 on 2019.01.29.
B) If I run same backtest with date range starting one day before (2019.01.28 – 2019.01.31), there is a trade at 10:00 on 2019.01.29. Why? EA is needy of more data and when time is allowed it could not calculate fast enough to trade at that time?
C) If I run same back test with date range (2019.01.29 – 2019.01.31) with Trading Open Hour = 9, then there is a trade at 10:00 on 2019.01.29.
Below the code that maybe is generating this issue:
input string TradingDays ="12345";// Trading Days. 0:Sun 1:Mon ... input uint TradingOpenHr =10; input uint TradingOpenMin =00; input uint TradingCloseHr =16; input uint TradingCloseMin =00; input uint PositionCloseHr =17; input uint PositionCloseMin =00; input bool CloseOrdersAtClose= true; //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- Open for trade? TimeToStruct(TimeCurrent(),MyServerTime); GetMyPositions = getMyPositions(); if(GetMyPositions != 0){ if(CloseOrdersAtClose){ if( MyServerTime.hour > MyPositionCloseTime.hour || (MyServerTime.hour == MyPositionCloseTime.hour && MyServerTime.min > MyPositionCloseTime.min) ) doCloseAll(); } } if( StringFind(TradingDays,(string)MyServerTime.day_of_week,0) == -1 || MyServerTime.hour < MyOpenTime.hour || (MyServerTime.hour == MyOpenTime.hour && MyServerTime.min < MyOpenTime.min) || MyServerTime.hour > MyCloseTime.hour || (MyServerTime.hour == MyCloseTime.hour && MyServerTime.min > MyCloseTime.min) ){ Comment("==== We are closed "+ThisVersion+" ====\n Current Time: "+(string)TimeCurrent() +"\n Open:"+(string)MyOpenTime.hour+":"+(string)MyOpenTime.min +"\n Close:"+(string)MyCloseTime.hour+":"+(string)MyCloseTime.min ); DoneForToday=false; DailyProfit = 0; DailyTradeAllowed = true; return; } //------------------------------------- INITS bool initTimeRelated(){ //CheckTimes //open bool Init=true; if(TradingOpenHr>23){ Print("Trading Open Hour out of range"); Init=false; } if(TradingOpenMin>59){ Print("Trading Open Minutes out of range"); Init=false; } //close if(TradingCloseHr>23){ Print("Trading Close Hour out of range"); Init=false; } if(TradingCloseMin>59){ Print("Trading Close Minutes out of range"); Init=false; } if(TradingOpenHr > TradingCloseHr){ Print("Trading Open Hour out of range"); Init=false; } OpenTime=(string)TradingOpenHr+":"+(string)TradingOpenMin; CloseTime=(string)TradingCloseHr+":"+(string)TradingCloseMin; PositionTime=(string)PositionCloseHr+":"+(string)PositionCloseMin; //--- Init the variables TimeToStruct(StringToTime(OpenTime),MyOpenTime); TimeToStruct(StringToTime(CloseTime),MyCloseTime); TimeToStruct(StringToTime(PositionTime),MyPositionCloseTime); return Init; } bool isNewBar() { static datetime last_time=0; datetime lastbar_time; if(!SeriesInfoInteger(Symbol(),Period(),SERIES_LASTBAR_DATE,lastbar_time)){ Print("Error getting last bar time"); return false; }; //--- if it is the first call of the function if(last_time==0) { //--- set the time and exit last_time=lastbar_time; return(false); } //--- if the time differs if(last_time!=lastbar_time) { //--- memorize the time and return true last_time=lastbar_time; return(true); } //--- if we passed to this line, then the bar is not new; return false return(false); }
thanks a lot Seng Joo Thio! Really helped!
Maybe you can also assist another issue I found, which is the Inconsistency in opening positions when I compare back test and live trading.
I noticed that some trades were executed at back test but not live. I did some investigations and notice the following but not sure if there is any relation with the live trading differences. It seems related to the Trading time filters.
Examples:
A) I run a backs test using H1 timeframe with date range (2019.01.29 – 2019.01.31) using Trading Open Hour = 10, Trading Open Minute =00 and there is no trade at 10:00 on 2019.01.29.
B) If I run same backtest with date range starting one day before (2019.01.28 – 2019.01.31), there is a trade at 10:00 on 2019.01.29. Why? EA is needy of more data and when time is allowed it could not calculate fast enough to trade at that time?
C) If I run same back test with date range (2019.01.29 – 2019.01.31) with Trading Open Hour = 9, then there is a trade at 10:00 on 2019.01.29.
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Hello,
Anyone can help me on solving the the warning message of "Posible loss of data due to type conversion" on the lines highlighted below:
void updateVolume(){
long OneDay=60*60*24;
datetime StartOfDay=StringToTime((string)MyServerTime.year+"."+(string)MyServerTime.mon+"."+(string)MyServerTime.day+" 00:00:00");
LastVolumeDateTime = TimeCurrent();
datetime tempStartDateTime=0;
datetime tempEndDateTime=0;
MqlDateTime DayCheck;
int tempVolume=0;
long TotalVolume = 0;
AvgVolume = 0;
DayVolume=0;
int tempVolumePeriod = Volume_Period;
for(int x=0;x<=tempVolumePeriod;x++){
if(IsStopped())
break;
tempStartDateTime = (long)StartOfDay - (x*OneDay);
tempEndDateTime = (long)LastVolumeDateTime - (x*OneDay);
TimeToStruct(tempEndDateTime,DayCheck);
//check if it was a working day
if(StringFind(TradingDays,(string)DayCheck.day_of_week,0) == -1){
tempVolumePeriod++;
} else {
if(TickVolume)
tempVolume= CopyTickVolume(Symbol(),PERIOD_M1,tempStartDateTime,tempEndDateTime,VolumeBuffer);
else
tempVolume= CopyRealVolume(Symbol(),PERIOD_M1,tempStartDateTime,tempEndDateTime,VolumeBuffer);
TotalVolume = 0;
int VolBufferSize = ArraySize(VolumeBuffer);
for(int y=0; y<VolBufferSize;y++)
TotalVolume+=VolumeBuffer[y];
if(x==0)
DayVolume=TotalVolume;
else
AvgVolume += TotalVolume;
if(Debug)
Print((string)tempStartDateTime+" "+(string)tempEndDateTime+" "+(string)TotalVolume);
}
}
AvgVolume = (long)(AvgVolume/Volume_Period);
if(Debug)
Print("Average volume over last "+ (string)Volume_Period + " at "+(string)LastVolumeDateTime+" is "+(string)AvgVolume);
Thanks!