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EA Opening trades per bar open

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MasterSye

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8 years ago #114093

Hi. I made an EA that’s supposed to evaluate rule on next bar open. Everything is well during first few days of historical testing in strategy, but then after 2 weeks worth of data in the tester, it started opening trades per bar, and it no longer follows the conditions I laid out. Does anyone have similar issues like mine? If so, how did you resolve it? I need help with this one please. Any assistance or suggestion would be greatly appreciated. Thanks in advance.

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tomas262

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8 years ago #132208

Can you attach your strategy? I mean EA Wizard file..

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MasterSye

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8 years ago #132219

Hi Tomas. Thanks for replying. I have attached the strategy. I also have one more issue. My strategy includes a case for entry when Slope line is above the RSI OB line for short position and Slope line below RSI OS line for long position. I have noticed that such condition gives a very accurate entry. It can be clearly seen when both indicators are in only one separate window. However, the slope line has different value than the RSI line. I was wondering if you could help me write the correct condition to follow this rule. Please let me know if you need the indicators for that. Thank you. 

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MasterSye

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8 years ago #132250

Hello. Can anyone help me with my EA issue? I am testing it in strategy tester. It’s okay for only 24 hours worth of data testing, and then it starts opening trades per bar. does anyone have the same issue? Can anyone help me solve this problem?

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tomas262

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8 years ago #132251

Hi, I will look at it and let you know

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tomas262

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8 years ago #132258

hi, please attach also indicators that are included in your strategy

thanks

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MasterSye

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8 years ago #132279

Hi Tomas,

 

Here are the indicators and the strategy. Please let me know what needs to be done to fix it. By the way, the other indicator is ex4 so I can’t attach it here. Thanks a lot Tomas!

 

 

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tomas262

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8 years ago #132353

Tried to do replay-test it but MT says SYE Exremes V2 is missing in MT indicators folder

I am not sure what SYE MM should do so also my support will be limited in that sense

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MasterSye

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8 years ago #132372

Hello Tomas,

 

I think I may have forgotten to include that indicator in my attachment. I’ve already attached it. Can you please try again? There’s another problem I am encountering. The EA is opening buys instead of sell and vice versa. I checked the conditions, but they’re alright.

 

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MasterSye

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8 years ago #132373

The extremes V2 can’t be attached here because it’s in ex4. MM is where the limit orders are supposed to be set given the conditions. I made a modification that does not include Extremes V2. 

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MasterSye

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8 years ago #132374

Can you also troubleshoot the problem in the strategy I just attached in my previous post? It opens short positions instead of buy and vice versa. I already checked the conditions, and they’re alright. I’m attaching the additional indicator that I used in the strategy.

 

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Zoki

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8 years ago #132652

I have similar problem, but I would like to ask here, instead of starting new topic.

 

I use customer indicator, but it could be also standard indicator, with fixed use on few time frames, as condition to be met. All this works fine, but the problem is that when I want to open trade on particular time frame, the trade is open BEFORE current candle is finished. So it happens often, that trade is opened, althought those other conditions are not met at the end of candle. What trigger the trade to open is often just a short peak, when those conditions might be met, instead of waiting that the candle is finished.

 

I think this should be solved easy in EA Wizard settings… that trade may not be open until the current bar (or candle) is finished.

I need some help here…

Thank you.

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MasterSye

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8 years ago #132658

Hi Zoki. That same issue I have has not been solved as well. So, what I did for the mean time is to make the robot from scratch and place “IsBarOpen is True” in all of my entry conditions to avoid EA from opening trades even when the conditions are not meant, and worse open at the middle of the candle movement instead of opening at candle open. It’s working for now, but I have yet to see if it will work in the long run. 

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Zoki

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8 years ago #132707

Hi MasterSye,

 

Thank you, I was thinking in very similar way too. Can you tell me more details, how it works… Does IsBarOpen has value true only when it starts new candle (or complete old candle) or it means that the particular candle is running… because then I should look for “false” value. Can you explain a bit more, please.

And should this be added as separate rule into conditions or it has to be part of rule where I have indicator conditions.

 

And… I’ve just noticed that in the table of rules (or conditions), there is also box to check, where it says “Evaluate rule on bar open only (it speeds up the backtesting, trades only…). It seems that sentence is not finished. Do you know this maybe help to open trades at bar open only, or it has something to do only with backtesting, as it’s mentioned there (but not finished sentence).

 

Thank you!

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MasterSye

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8 years ago #132730

The “IsBarOpen is True” applies for conditions where only one trade is opened per bar. If you have several rules in your strategy like I have, then place that in every rule for long/short where your indicators are. There is no need to place that if you have extra set of rules for strategy controls or as a separate rule.

 

You may or may not check the “Evaluate rule on bar open only”, but if you want to speed up your back testing where your strategy rule is based on the previous bar, then check that. If your strategy allows you to enter trades while current candle is open, then perhaps you should leave that unchecked. Perhaps you can describe your strategy or post it here so I can help you better.

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Zoki

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8 years ago #132914

MasterSye, for now it seems that checking the “Evaluate rule on bar open only” works as I wanted. My strategy was, let just say it would be same for any other indicator too, that condition would be true if, for instance short MA would cross down over longer MA, that would mean open short. But during building the candle, there would happen short spike, which would cause crossover up, so then long trade would open, althought after completing the candle, there would be obvious that there is start of downtrend. So I want to open trade based on completing candle, which would most probably not end just in its extreme… but if I would open trade during the building candle, then trade would be triggered excately from that extreme, which was just a spike, not more or less average price during the candle.

 

Thank you,

 

Z

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