EA using a DEMA indicator
Your post is difficult to read as you write your comment within the source code.
If I understand you correctly, you are trying to use indicator code in an EA complete with buffers
This will not work as you expect.
Use iCustom to call the indicator.
I post here the EA dema based that is not working:
#property copyright "2005-2014, MetaQuotes Software Corp." #property link "https://www.mql4.com" #property description "Moving Average sample expert advisor" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 DodgerBlue //---- inputs extern int MA_Period = 9; //--- buffers double EMA[],EMAEMA[],DEMA[]; #define MAGICMA 20131111 //--- Inputs input double Lots =0.1; input double MaximumRisk =0.02; input double DecreaseFactor=3; input int MovingPeriod =9; input int MovingShift =0; extern int PERIOD =12; //---- indicator buffer void init(){ IndicatorBuffers(3); SetIndexBuffer(2,EMA); SetIndexBuffer(1,EMAEMA); SetIndexBuffer(0,DEMA); IndicatorShortName("DEMA ("+MA_Period+")"); return(0); } //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //--- for(int i=0;i<OrdersTotal();i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA) { if(OrderType()==OP_BUY) buys++; if(OrderType()==OP_SELL) sells++; } } //--- return orders volume if(buys>0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; int orders=HistoryTotal(); // history orders total int losses=0; // number of losses orders without a break //--- select lot size lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1); //--- calcuulate number of losses orders without a break if(DecreaseFactor>0) { for(int i=orders-1;i>=0;i--) { if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; } if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue; //--- if(OrderProfit()>0) break; if(OrderProfit()<0) losses++; } if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1); } //--- return lot size if(lot<0.1) lot=0.1; return(lot); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForOpen() { double ma; int res; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average // ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); ma=DEMA(); //--- sell conditions if(Open[1]>ma && Close[1]<ma) { res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); return; } //--- buy conditions if(Open[1]<ma && Close[1]>ma) { res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue); return; } //--- } //+------------------------------------------------------------------+ //| Check for close order conditions | //+------------------------------------------------------------------+ void CheckForClose() { double ma; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average // ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); ma=DEMA(); //--- for(int i=0;i<OrdersTotal();i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue; //--- check order type if(OrderType()==OP_BUY) { if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White); break; } if(OrderType()==OP_SELL) { if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White); break; } } //--- } //+------------------------------------------------------------------+ //| OnTick function | //+------------------------------------------------------------------+ void OnTick() { //--- check for history and trading if(Bars<100 || IsTradeAllowed()==false) return; //--- calculate open orders by current symbol if(CalculateCurrentOrders(Symbol())==0) CheckForOpen(); else CheckForClose(); //--- } //+------------------------------------------------------------------+ // DEMA - Double Exponential Moving Average by Patrick Mulloy double DEMA() { int i, counted_bars=IndicatorCounted(); int limit=Bars-1, begin=limit-1; double wt = 2.0/(MA_Period+1); //---- if(counted_bars==0) { EMA[limit]=Close[limit]; EMAEMA[limit]=Close[limit]; DEMA[limit]=Close[limit]; } //---- i=Bars-1-counted_bars; if(i>=begin)i=begin; while(i>=0) { EMA[i] = Close[i]*wt+EMA[i+1]*(1-wt); EMAEMA[i] = EMA[i]*wt+EMAEMA[i+1]*(1-wt); DEMA[i]=2*EMA[i]-EMAEMA[i]; i--; } return DEMA; }
The method DEMA() is a custom indicator that out of the EA was working good only as indicator
giuseppeloddo:
Then I've tryed to integrate it into a basic EA by creating the DEMA() function,Can someone indicate me how to adapt and correctly
- Because only an indicator can use
=IndicatorCounted(); - You DO NOT "integrate it into a EA" You get the values of the indicator using iCustom. Detailed explanation of iCustom - MQL4 forum
WHRoeder:
- Because only an indicator can use
- You DO NOT "integrate it into a EA" You get the values of the indicator using iCustom. Detailed explanation of iCustom - MQL4 forum
thank you!
Now it works!
the results changes basing on the period and on the time based used.
//+------------------------------------------------------------------+ //| Moving Average.mq4 | //| Copyright 2005-2014, MetaQuotes Software Corp. | //| https://www.mql4.com | //+------------------------------------------------------------------+ #property copyright "2005-2014, MetaQuotes Software Corp." #property link "https://www.mql4.com" #property description "Moving Average sample expert advisor" double EMA[],EMAEMA[],DEMA[]; #define MAGICMA 20131111 //--- Inputs input double Lots =0.1; input double MaximumRisk =0.02; input double DecreaseFactor=3; input int MovingPeriod =14; input int MovingShift =0; extern int PERIOD =14; //---- indicator buffer //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //--- for(int i=0;i<OrdersTotal();i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA) { if(OrderType()==OP_BUY) buys++; if(OrderType()==OP_SELL) sells++; } } //--- return orders volume if(buys>0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; int orders=HistoryTotal(); // history orders total int losses=0; // number of losses orders without a break //--- select lot size lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1); //--- calcuulate number of losses orders without a break if(DecreaseFactor>0) { for(int i=orders-1;i>=0;i--) { if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; } if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue; //--- if(OrderProfit()>0) break; if(OrderProfit()<0) losses++; } if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1); } //--- return lot size if(lot<0.1) lot=0.1; return(lot); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForOpen() { double ma; int res; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average // ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); ma=iCustom(NULL,0,"DEMA",9,0,0); //--- sell conditions if(Open[1]>ma && Close[1]<ma) { res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); return; } //--- buy conditions if(Open[1]<ma && Close[1]>ma) { res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue); return; } //--- } //+------------------------------------------------------------------+ //| Check for close order conditions | //+------------------------------------------------------------------+ void CheckForClose() { double ma; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average // ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); ma=iCustom(NULL,0,"DEMA",MovingPeriod,0,0); //--- for(int i=0;i<OrdersTotal();i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue; //--- check order type if(OrderType()==OP_BUY) { if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White); break; } if(OrderType()==OP_SELL) { if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White); break; } } //--- } //+------------------------------------------------------------------+ //| OnTick function | //+------------------------------------------------------------------+ void OnTick() { //--- check for history and trading if(Bars<100 || IsTradeAllowed()==false) return; //--- calculate open orders by current symbol if(CalculateCurrentOrders(Symbol())==0) CheckForOpen(); else CheckForClose(); //--- } //+------------------------------------------------------------------+
this code works, any suggestion for improve it's efficiency?
giuseppeloddo:
Now it works!
the results changes basing on the period and on the time based used.
this code works, any suggestion for improve it's efficiency?
is the LotsOptimized func in the Moving Average MT4 sample EA even sane?
Do more testing run it also on Demo and see it is not running like strategytester
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Dear Forum,
I've found a DEMA working Indicator, that's working really good by using this code:
Working Indicator with DEMA