magft wrote:Ok, this version has the code recommended by George added to it. I cannot test it as i need valid trades and the ATR filter is stopping any at the moment! It you get no trades in ST it is the ATR filter not working correctly, it seems to be a bug in Empty4 as there is plenty of history and still wont report the ATR value correctly so this is stopping the trading. This only effects back testing not forward testing.

Let me know any issues!!

Mike

spyderman wrote:

magft wrote:Ok, this version has the code recommended by George added to it. I cannot test it as i need valid trades and the ATR filter is stopping any at the moment! It you get no trades in ST it is the ATR filter not working correctly, it seems to be a bug in Empty4 as there is plenty of history and still wont report the ATR value correctly so this is stopping the trading. This only effects back testing not forward testing.

Let me know any issues!!

Mike

New version won't seem to open. Just says "Only Runs on Demo Account" in upper left. I do have it on a demo account.

EDIT ___ Nevermind...reloaded previous version and its doing it too. Must be something with my criminal Oanda. Maybe it's the day close.

magft wrote:

I'm going bed now, have fun.

Mike

magft wrote:Thats is Empty4 for you!! Here is a new version that fixes that (i didnt want anyone trying it on a live account yet but i'll turn that off)and the atr filter issue, you need M1 data for the period of interest at the mo. I have changed this so that it is user specifiable the update interval so for backtesting set to same or previous tf in minutes.

This is still a demo version until we are sure the trade context bit is fixed.

I'm going bed now, have fun.

Mike

   if (modify)
   {
      //RetryCount is declared as 10 in the Trading variables section at the top of this file
      for (int cc = 0; cc < RetryCount; cc++)
      {
         for (int d = 0; (d < RetryCount) && TradeIsBusy()<0; d++) Sleep(100);
         result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE);      
         if (!result) ReportError();
      }
      // set the trade context free
      TradeIsNotBusy();
   }//if (modify)

      
   if (modify)
   {
      //try to lock the trading thread for our use
      if (TradeIsBusy()<0) {
         Alert("Unable to modify stop loss, wait time exceeded.");
         return;
      }
      
     //ok, we can trade now
      for (int cc = 0; cc < RetryCount; cc++)
      {
         RefreshRates();  //make sure we have updated info
         result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE);      
         if (!result) ReportError();
      }
      // set the trade context free
      TradeIsNotBusy();
   }//if (modify)   

magft wrote:George, thanks for the input. I have added your change which makes more sense. I had 4 trades on the go and the EA went into a endless loop! I have also renames the functions to LockTradingThread and UnlockTradingThread as this is what it is doing

Mike

gaheitman wrote:

magft wrote:George, thanks for the input. I have added your change which makes more sense. I had 4 trades on the go and the EA went into a endless loop! I have also renames the functions to LockTradingThread and UnlockTradingThread as this is what it is doing

Mike

Very exciting stuff! It will be nice when ERR_TRADE_CONTEXT_BUSY goes away for good!

I did a quick review of the changes, and you still need to update the code for SendSingleTrade() and ModifyOrder(). They both have the LockTradingThread() call as a direct replacement for IsTradeContextBusy(). When you do the SendSingleTrade() procedure, be sure to include the ECN Version of the calls. Right now they aren't in the Lock/Unlock section at all!

So, did you sleep at all last night? :>

George

magft wrote:Yes, i over slept! The 2yr twins both woke several times in the night so i am taking a while to get up to speed today

I have added the ECN bit to the Modify order part so it locks and unlocks in there, i tried it outside as you suggested and i found i had several trades with no sl set! Running EU on 6 tfs today is proving useful for testing as i can watch M5 trades in between M15 trades and every half hr and hr M30 and H1 kick in as well. Quite a profitable morning on EU. I'll keep testing and see how it goes.

Thanks

Mike

int _OrderSend(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment="", int magic=0, datetime expiration=0, color arrow_color=CLR_NONE) {

   int res = -1;
   
   //try to lock resource
   if (LockTradingThread()<0) {
      Alert("Unable to place trade, timeout exceeded.");
      return(res);
   }
   RefreshRates();
 
   //place trade
   res = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
   
   //unlock resource
   UnlockTradingThread();
   return(res);
}

bool _OrderModify( int ticket, double price, double stoploss, double takeprofit, datetime expiration, color arrow_color=CLR_NONE) {

   bool res = false;
   
   //try to lock resource
   if (LockTradingThread()<0) {
      Alert("Unable to modify trade, timeout exceeded.");
      return(res);
   }
   RefreshRates();
   
   //modify order
   res = OrderModify(ticket, price, stoploss, takeprofit, expiration, arrow_color);
   
   //unlock resource
   UnlockTradingThread();
   return(res);
}