Joe. Swing-trade your way to a baby equity millipede

[SteveHopwood]

Steve, don't know if here is the problem, I have modified condition anyway to assure trade is in profit and at a certain number of pips away (BreakEvenPips), but seems to me that OrderModify it's the problem...

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      if (OpenTrades > 0)
      {
         if (OrderStopLoss() < OrderOpenPrice() && Ask - OrderOpenPrice() >= NormalizeDouble(BreakEvenPips*Point, Digits)) //Attempt to move stop to breakeven
         {
            result = OrderModify(TicketNo, OrderOpenPrice(), OrderOpenPrice(), OrderStopLoss(), OrderExpiration(), CLR_NONE);
            if (!result) 

...shouldn't be something like

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 {
           stop = NormalizeDouble(OrderOpenPrice() + xPips*Point,Digits);
           result = OrderModify(TicketNo, OrderOpenPrice(), stop, 0, OrderExpiration(), CLR_NONE);

Leaving this aside, why does the damn code insist on allowing the new trade when the stop loss modify fails? Until we work this out, anything else is prone to error.

I cannot work out why the bloody trade is still sent even though the bloody stop loss modify bloody well fails.

SCREAAAAMMMMMMMM

I am going to leave it for now and start again tomorrow.

For now, the initial trade send is fine. It is the stack stuff that is failing. It will be a simple logic bloop - it always is. If all else fails, then rewriting void LookForTradingOpportunities() will solve the problem.

[gaheitman]

Leaving this aside, why does the damn code insist on allowing the new trade when the stop loss modify fails? Until we work this out, anything else is prone to error.

I cannot work out why the bloody trade is still sent even though the bloody stop loss modify bloody well fails.

SCREAAAAMMMMMMMM

I am going to leave it for now and start again tomorrow.

For now, the initial trade send is fine. It is the stack stuff that is failing. It will be a simple logic bloop - it always is. If all else fails, then rewriting void LookForTradingOpportunities() will solve the problem.

A couple things to start from in the morning:

I dropped this code into ModifyOrder():

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   if (OrderType() == OP_BUY && stop > OrderOpenPrice())
      Alert("Buy Tkt: ",ticket,"  bid ",Bid," ",,OrderOpenPrice()," ",stop," ",take);
   if (OrderType() == OP_SELL && stop < OrderOpenPrice())
      Alert("Sell Tkt: ",ticket,"  bid ",Bid," ",OrderOpenPrice()," ",stop," ",take);

and get these in the log:

19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: open #54 buy 0.01 EURUSD at 1.33472 ok
19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: Alert: Buy Tkt: 54 bid 1.3345 1.3347 1.3389 0
19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: OrderModify error 130
"' "' removed 8 more of these lines....
19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: OrderModify error 130
19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: EURUSD SL/TP order modify failed with error(130): invalid stops
19:07:17 2011.10.02 19:00 Joe (3) EURUSD,H4: Alert: EURUSD SL/TP order modify failed with error(130): invalid stops

As you can see, the initial order creation is sending an order with an invalid stop loss, since nothing else calls ModifyOrder() -- it's the anti-ECN code....

It's only throwing these on the initial order, not the stacked orders (I added OpenTrades to the error message on a later run.).

So, assuming we now have some of our trades running around without stop losses set, we now see that the test for setting sells to break even fails on them.

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         if (OrderStopLoss() > OrderOpenPrice() && OrderProfit() > 0) //Attempt to move stop to breakeven

since OrderStopLoss() = 0.


Also, your code doesn't check the type of the last trade, so on the turns, it's possible you have a sell open and trigger a buy. The buy code looks at the last trade and checks

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         if (OrderStopLoss() < OrderOpenPrice() && OrderProfit() > 0) //Attempt to move stop to breakeven

In this case, it will evaluate as true if you never set it to breakeven. I believe that's what happened in my final EURUSD trades.

pic_01 2011-12-11 19.54.gif

As you can see, order 84 was still open, without a BE SL, and a buy triggered.

Sorry this is disjointed, just kind or dumping my observations as I have them. I'll be fresher in the middle of the night.

George

[SteveHopwood]

Sorry this is disjointed, just kind or dumping my observations as I have them. I'll be fresher in the middle of the night.

George

Hehe. George, I have lost the will to live and don't care whether it is disjointed or not. If you can make this blasted robot work, then just upload a version here and I can adopt it into post 1 before resorting to the razor blades.

This will save me completely rewriting the damned robot in the morning, which is what I shall do otherwise.

You have never known me as fed up as I am tonight.

[mobthehop]

Steve, as you know I can not code (unfortunately).... I have recently read about MODE_FREEZELEVEL:
quote
FreezeLevel Limitation (Freezing Distance).

Market orders can not be closed if the StopLoss and TakeProfit values violate the FreezLevel parameter requirements.
StopLoss or TakeProfit orders can not be modified if StopLoss or TakeProfit values violate the StopLevel parameter requirements.
Pending orders can not be deleted or modified if the declared open price violates the FreezeLevel parameter requirements.
unquote
Here is a link to a thread on mql4.com - http://forum.mql4.com/43812
Maybe a mandatory check against broker's FreezeLevel will help to resolve these "can not mondify..." & "invalid stops" errors?
Just a thought and have a peacefull rest... bath tub time tomorrow????

[andydoc]

Mobthehop may have something: I have modified 2 lines in the stack:modify routine (not that it has helped yet but am looking for other similar lines)

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if (OrderStopLoss() < OrderOpenPrice() && OrderProfit() > 0 && Bid > OrderOpenPrice()+MarketInfo(Symbol(),MODE_STOPLEVEL)) //Attempt to move stop to breakeven

and

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if (OrderStopLoss() > OrderOpenPrice() && OrderProfit() > 0 && Ask < OrderOpenPrice()-MarketInfo(Symbol(),MODE_STOPLEVEL)) //Attempt to move stop to breakeven
         

[andydoc]

and here:

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if (Bid >= OrderOpenPrice () + (Point*BreakEvenPips) && Bid > OrderOpenPrice()+MarketInfo(Symbol(),MODE_STOPLEVEL))          
      

and

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if (Ask <= OrderOpenPrice() - (Point*BreakEvenPips) && Ask < OrderOpenPrice()-MarketInfo(Symbol(),MODE_STOPLEVEL)) 
     

in void BreakEvenStopLoss()

still no difference

[gaheitman]

Progress, I think.

I believe the attached version fixes the issues with SL setting.

I have added a MinimumStopLoss setting to the extern variables. It is currently set at 30 pips, which I know is wrong, so be sure to change it in your testing.

The more insidious error was that PendingBuy and PendingSell were not being set to true/false appropriately in LookForTradingOpportunities(). That allowed what we thought was a pending buy to be filled as a pending sell (or perhaps the other way around). Either way, it is fixed as well.

I need to look at BE now, but I wanted to give everyone something else to run for a while. My changes are marked in the code with //gah

George

[gaheitman]

Progress, I think.

I believe the attached version fixes the issues with SL setting.

I have added a MinimumStopLoss setting to the extern variables. It is currently set at 30 pips, which I know is wrong, so be sure to change it in your testing.

The more insidious error was that PendingBuy and PendingSell were not being set to true/false appropriately in LookForTradingOpportunities(). That allowed what we thought was a pending buy to be filled as a pending sell (or perhaps the other way around). Either way, it is fixed as well.

I need to look at BE now, but I wanted to give everyone something else to run for a while. My changes are marked in the code with //gah

George

OK, I think I know the issue with stacking. The code is evaluating the FbTrend and HtfDirection to see if it should enter any orders. Here is the sequence of values prior to a sell and each bar thereafter:

03:39:35 2011.11.14 04:00 Joe (1) EURUSD,H4: Alert: Down Down
03:39:35 2011.11.14 04:00 Joe (1) EURUSD,H4: open #82 sell 0.01 EURUSD at 1.37697 ok
03:39:35 2011.11.14 04:00 Joe (1) EURUSD,H4: modify #82 sell 0.01 EURUSD at 1.37697 sl: 1.37930 tp: 0.00000 ok
03:39:35 2011.11.14 08:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:35 2011.11.14 12:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:35 2011.11.14 16:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:35 2011.11.14 20:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:35 2011.11.15 00:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:35 2011.11.15 04:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:35 2011.11.15 08:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:35 2011.11.15 12:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:35 2011.11.15 16:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.15 20:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:36 2011.11.16 00:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.16 04:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.16 08:00 Joe (1) EURUSD,H4: Alert: Up Down
03:39:36 2011.11.16 12:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.16 16:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.16 20:00 Joe (1) EURUSD,H4: Alert: None Down
03:39:36 2011.11.17 00:00 Joe (1) EURUSD,H4: Alert: None Up
03:39:36 2011.11.17 04:00 Joe (1) EURUSD,H4: modify #82 sell 0.01 EURUSD at 1.37697 sl: 1.37697 tp: 0.00000 ok
03:39:36 2011.11.17 04:00 Joe (1) EURUSD,H4: Alert: Up Up


As you can see, the code doesn't even evaluate whether it should move to breakeven until a new trade is triggered.

Back in a few....

George

[andydoc]

Well spotted - I was looking in too deep and missed that.

[gaheitman]

OK, this one seems to be working (more ). I added a variable to track the last complete signal (FbTrend and HtfDirection matched) and now use that in the LookForTradingOpportunities() to test for the trade:

in GetFlyingBuddha

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   //gah - capture last signal
   if(FbTrend == HtfDirection)
      LastSignalDirection = FbTrend;

and in LFTO()

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   //Long 
   if ((FbTrend == up || (LastSignalDirection == up)) && HtfDirection == up)

(opposite for sell)

Since we only want to start new sequences (initial trade folllowed by stacks) if we have a fresh flying Buddha, I added the following test (opposite for sell).

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      if (OpenTrades == 0 && FbTrend != up) return;

George