MrLong wrote:
That is the RSI version, 1.07 doesn't use those indicators.
Version 1.08 will do though, we have a choice of RSI or STOCH.

Andy

snailbeard wrote:

Wkcfx wrote:Great work guys! question; I've been testing on demo with GP, IC, Alpari and Oanda. I hope this is peculiar to my hardware but with v1.07 and about 10+ trades active I get pegged CPU and lockup no matter which broker I try? Also when I close the platform and no other apps are running the CPU stays 100% until I reboot the machine? I couldn't figure where to put Slipshod's suggestion of "Sleep()" I assume I have missed something. Any thoughts?

I'm running Win7 64 pro on a wired cat 6 lan, Intel Core2Duo 2.2GHz, 2GB, 4GB DDR2

I'll look forward to v1.08 and, if it is only my hardware, a new workstation.

thanks again!!

The DisplayGrid() screen update uses more CPU than the trading logic. I am running two copies Empty4+EA and on a 4-core machine and I get bursts of 100% CPU usage on 2 CPUs.

The simplest way of reducing the CPU load would be to reduce the rate at which the screen is updated,
depending on how you use it, this could be once per 5 seconds or once per minute, etc.

Also, MQL is heavy on string operations inside loops, I have some (untested) code to use index look-up instead of string comparisons:

Code: Select all

int allPipFactors[];

//+------------------------------------------------------------------+
//| expert Get Factor function
//+------------------------------------------------------------------+
double PFactorByName(string symbol) {
	
	for (int i = ArraySize(pipFactor) - 1; i >= 0; i--)
		if (StringFind(symbol, pipFactor[i], 0) != -1)
			return(pipFactors[i]);
	return(10000);
}


//+------------------------------------------------------------------+
//| Set up fast look-up for pip factor 
//+------------------------------------------------------------------+
void initPipFactors(string& arPairs[], int& arPipFactors[])
{

	int pairCount = ArraySize(arPairs);
	ArrayResize(arPipFactors, pairCount);

	for (int i = 0; i < pairCount; i++) {

			arPipFactors[i] = PFactorByName( arPairs[i] );
	}	
}

//+------------------------------------------------------------------+
//| Fast look-up for pip factor 
//+------------------------------------------------------------------+
int PFactor(int pairIndex ) { return (arPipFactors[pairIndex]) }

//+------------------------------------------------------------------+
//| Faster pip conversions 
//+------------------------------------------------------------------+
int doubleToPip(int symIndex, double d)
{
	return ( d * allPipFactors[symIndex] )
}

double pipToDouble(int symIndex, double pips)
{
	return ( pips / allPipFactors[symIndex])
}

Regards
Brian

fx8000 wrote:

fx8000 wrote:Thank you very much MrLong for a great EA v1.07 and Bob for the underlying strategy.

The EA has been doing great on my live microlots account, and has increased equity by 10% from London open till 11 am London time when I closed all the trades manually.

Restart again at 12 midday. Will be interesting to see the result at London close.

Everything OOTB. No issues with CPU overload. No bugs to report.

I would expect a great deal more interest in this thread in no time.

Many congratulations again on your great effort and generosity.

peter.

nubika wrote:Guys,

I loaded 1.08 version on 2 broker platforms, but so far did not even place pending orders. Running all day now. The other one on FXCM does not even work properly the "correlated pairs " section is just blank. Nothing comes up.
Global Prime looks OK with the setup, but no pending orders all day. 1.07 still works well and running smoothly.

If any of you have a working and successful set file on 1.08, please post it here or list your settings.

Thanks
Frank

TraderDesk wrote:

nubika wrote:Guys,

I loaded 1.08 version on 2 broker platforms, but so far did not even place pending orders. Running all day now. The other one on FXCM does not even work properly the "correlated pairs " section is just blank. Nothing comes up.
Global Prime looks OK with the setup, but no pending orders all day. 1.07 still works well and running smoothly.

If any of you have a working and successful set file on 1.08, please post it here or list your settings.

Thanks
Frank

I have 1.08 running with OOB settings for the last 12 hours and it has 4 pending at the moment...

Baluda wrote:Andy,

Here is the code to internalize the RSI call and calculation.

Code: Select all

//+------------------------------------------------------------------+
//| GetSlopeRSI()                                                                         |
//+------------------------------------------------------------------+
double GetSlopeRSI(string symbol, int tf, int shift)
{
   double slope[];
   int workPeriod = 17;                                         // RSI period Bob's default = 2, + overhead
   ArrayResize( slope, workPeriod );
   ArraySetAsSeries( slope, true );
   for ( int i = 0; i < workPeriod; i++ )
   {
      slope[i] = GetSlope( symbol, tf, shift + i );
   }
   return( iRSIOnArray( slope, workPeriod, 2, 0 ) );    // Again, 2 is Bob's default
}

//+------------------------------------------------------------------+
//| GetSlope()                                                                              |
//+------------------------------------------------------------------+
double GetSlope(string symbol, int tf, int shift)
{
   int shiftWithoutSunday = shift;
   if ( addSundayToMonday && sundayCandlesDetected && tf == PERIOD_D1 )
   {
      if ( TimeDayOfWeek( iTime( symbol, PERIOD_D1, shift ) ) == 0  ) shiftWithoutSunday++;
   }   
   double atr = iATR(symbol, tf, 100, shiftWithoutSunday + 10) / 10;
   double gadblSlope = 0.0;
   if ( atr != 0 )
   {
      double dblTma = calcTmaTrue( symbol, tf, shiftWithoutSunday );
      double dblPrev = calcPrevTrue( symbol, tf, shiftWithoutSunday );
      gadblSlope = ( dblTma - dblPrev ) / atr;
   }
   
   return ( gadblSlope );

}

//+------------------------------------------------------------------+
//| calcTmaTrue()                                                                        |
//+------------------------------------------------------------------+
double calcTmaTrue( string symbol, int tf, int inx )
{
   // return ( iMA( symbol, tf, 21, 0, MODE_LWMA, PRICE_CLOSE, inx ) );

   double dblSum  = 0;
   double dblSumw = 0;
   int jnx, knx;
   int sundayCandles = 0;

   for ( jnx = 0, knx = 21; jnx < 21; jnx++, knx-- )
   {
      if ( addSundayToMonday && sundayCandlesDetected && tf == PERIOD_D1 )
      {
         if ( TimeDayOfWeek( iTime( symbol, PERIOD_D1, inx + jnx + sundayCandles ) ) == 0 ) sundayCandles++;
      }   
      dblSum  += iClose( symbol, tf, inx + jnx + sundayCandles ) * knx;
      dblSumw += knx;
   }
   
   return ( dblSum / dblSumw );
}

//+------------------------------------------------------------------+
//| calcPrevTrue()                                                                        |
//+------------------------------------------------------------------+
double calcPrevTrue( string symbol, int tf, int inx )
{
   double dblSum  = iClose( symbol, tf, inx ) * 20;
   double dblSumw = 20;
   int jnx, knx;
   int sundayCandles = 0;
   
   for ( jnx = 1, knx = 21; jnx < 22; jnx++, knx-- )
   {
      if ( addSundayToMonday && sundayCandlesDetected && tf == PERIOD_D1 )
      {
         if ( TimeDayOfWeek( iTime( symbol, PERIOD_D1, inx + jnx + sundayCandles ) ) == 0 ) sundayCandles++;
      }   
      dblSum  += iClose( symbol, tf, inx + jnx + sundayCandles ) * knx;
      dblSumw += knx;
   }
   
   return ( dblSum / dblSumw );
}

Get the RSI with a call to GetSlopeRSI().

Only two global variables are needed, addSundayToMonday and sundayCandlesDetected. Add those and set them to false (or delete the relevant lines from the codes above).

Paul

slipshod wrote:

TraderDesk wrote:

nubika wrote:Guys,

I loaded 1.08 version on 2 broker platforms, but so far did not even place pending orders. Running all day now. The other one on FXCM does not even work properly the "correlated pairs " section is just blank. Nothing comes up.
Global Prime looks OK with the setup, but no pending orders all day. 1.07 still works well and running smoothly.

If any of you have a working and successful set file on 1.08, please post it here or list your settings.

Thanks
Frank

I have 1.08 running with OOB settings for the last 12 hours and it has 4 pending at the moment...

I've had it running on two fresh Empty4 installs for the last 12 hours, one using RSI (OOB) and the other Stoch. Neither have placed any pending trades, and the Type & Trend columns are empty except for on AUDJPY where it says Long and UT. Not sure what the problem is :\

Edit: Just loaded 1.07 on one of the blank installs - again no trades. Loaded 1.06 and it places a long on AUDJPY but that's all. Perhaps its just how the market was today & its working as it should?