Pourquoi mon EA donne-t-il toujours un profit négatif lors du back-testing ? - page 5

 
deVries:


Jetez un coup d'œil au code de l' EA de la moyenne mobile sur votre station metatrader et voyez comment cela se passe là .....


Bien,
 
deVries:

À ce moment-là, vous devez vérifier s'il y a déjà une transaction ouverte.

avant d'ouvrir un trade, vous devez savoir s'il y a un trade ouvert.

Je ne vois toujours pas que vous avez effectué le comptage des transactions.

.

Jetez un coup d'oeil au code de l' EA Moyenne Mobile sur votre station metatrader et voyez comment il est fait là .....


J'ai lu de nombreux exemples et j'ai imité leur style de codage.

C'est mon dernier code. Malheureusement, il fait toujours des profits négatifs, ce qui ne devrait pas être le cas.

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

pouvez-vous me dire directement quelle partie est incorrecte ?

 

J'ai aussi essayé ceci

//+------------------------------------------------------------------+
//|                                       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:


je lisais beaucoup d'échantillons et j'imitais leur style de codage.

voici mon dernier code. malheureusement, il fait toujours un profit négatif, ce qui ne devrait pas être le cas.

pouvez-vous me dire directement quelle est la partie qui ne va pas ?

Je t'ai dit ce qui n'allait pas, n'ai-je pas été assez clair ?

vous avez fait des changements dans le code que je vous ai donné

vos changements dans cette partie sont tous faux et j'ai écrit avant où c'était faux...

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

Il y a plus dans la boucle que je donne plus tard

Après la boucle, faites la partie pour ouvrir les trades d'achat...

// MAKE PART FOR OPENING BUY TRADE          

doit fonctionner pour les courtiers à 4/5 chiffres et pour les comptes ECN.

.

.

.

.

J'aime voir

Vous changez ce code original que vous aviez

    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);
        }

Il doit fonctionner pour les courtiers à 4/5 chiffres et pour les comptes ECN.