stop loss limit is not executed in strategy tester

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1
MQFOURL 2016.06.21 23:06
 

hello,

i hav ebuild a simple strategy tester, but I can't figure out why the stop loss limits are simply not executed in the strategy tester. the take profit limit in contrary is being executed.

 

//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2012, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+
#property copyright "XXX"
#property link      "XXX"
#property version   "1.04"
#property strict
//+------------------------------------------------------------------+
//| Global variables                                                 |
//+------------------------------------------------------------------+
double initial_stop_loss_limit=0.0010;

double initial_take_profit_limit=0.0010;

datetime current_m5_candle_time;

bool new_m5_candle_has_started;

int magic_number=1234567890;

bool short_order_entry_signal;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   current_m5_candle_time=iTime(NULL,PERIOD_M5,0);
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\
   if(current_m5_candle_time!=iTime(NULL,PERIOD_M5,0))
     {
      new_m5_candle_has_started=true;
      current_m5_candle_time=iTime(NULL,PERIOD_M5,0);
     }
   else
     {
      new_m5_candle_has_started=false;
     }
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\
//----CANDLE TIME FUNCTION - TICK MAIN LEVEL----\\

//---------------------------------------------------------------------------------------------------\\
//---------------------------------------------------------------------------------------------------\\
//---------------------------------------------------------------------------------------------------\\

//----ENTRY OBSERVATION PATTERN AND ENTRY SIGNAL GENERATION----\\
//----ENTRY OBSERVATION PATTERN AND ENTRY SIGNAL GENERATION----\\
//----ENTRY OBSERVATION PATTERN AND ENTRY SIGNAL GENERATION----\\

   if(new_m5_candle_has_started==true)
     {

      int m5_candle_range_05=5;
      double m5_candle_range_05_rsi_sum=0;
      double m5_candle_range_05_rsi_avg=0;

      double m5_candle_rsi_01=iRSI(NULL,PERIOD_M5,14,PRICE_CLOSE,1);

      for(int i=1; i<=m5_candle_range_05;++i)
        {
         m5_candle_range_05_rsi_sum+=iRSI(NULL,PERIOD_M5,14,PRICE_CLOSE,i);
        }

      m5_candle_range_05_rsi_avg=m5_candle_range_05_rsi_sum/m5_candle_range_05;

      if(m5_candle_range_05_rsi_avg>75)
        {
         short_order_entry_signal=true;
         Print("SHORT ORDER ENTRY SIGNAL HAS BEEN GENERATED !!!");
        }
     }

//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
   if(short_order_entry_signal==true)
     {
      int short_order_ticket_number=0;
      while(short_order_ticket_number<=0)
        {
         short_order_ticket_number=OrderSend(Symbol(),OP_SELL,0.1,Bid,0,0,0,NULL,0,0,clrMagenta);
         if(short_order_ticket_number<0)
           {
            Print("WARNING !!! SHORT ORDER HAS NOT BEEN GENERATED !!! ERROR (",GetLastError(),")");
           }
         else if(OrderSelect(short_order_ticket_number,SELECT_BY_TICKET)==true)
           {
            short_order_entry_signal=false;
            Print("SHORT ORDER HAS BEEN GENERATED !!! TICKET #",short_order_ticket_number);
           }

         if(OrderSelect(short_order_ticket_number,SELECT_BY_TICKET)==true)
           {
            //----INITIAL STOP LOSS LIMIT GENERATION----\\
            //----INITIAL STOP LOSS LIMIT GENERATION----\\
            //----INITIAL STOP LOSS LIMIT GENERATION----\\
            if(OrderCloseTime()==0 && OrderStopLoss()==0)
              {
                 {
                  double stop_loss_limit=NormalizeDouble(OrderOpenPrice()+initial_stop_loss_limit,Digits);
                  bool order_modified=OrderModify(OrderTicket(),OrderOpenPrice(),stop_loss_limit,OrderTakeProfit(),0,clrMagenta);
                  if(!order_modified)
                    {
                     Print("WARNING !!! INITIAL STOP LOSS LIMIT HAS NOT BEEN GENERATED !!! ERROR (",GetLastError(),")");
                    }
                  else
                    {
                     Print("INITIAL STOP LOSS LIMIT HAS BEEN GENERATED !!! TICKET #",short_order_ticket_number);
                    }
                 }
              }
            //----INITIAL TAKE PROFIT LIMIT GENERATION----\\
            //----INITIAL TAKE PROFIT LIMIT GENERATION----\\
            //----INITIAL TAKE PROFIT LIMIT GENERATION----\\
            if(OrderCloseTime()==0 && OrderTakeProfit()==0)
              {
               double take_profit_limit=NormalizeDouble(OrderOpenPrice()-initial_take_profit_limit,Digits);
               bool order_modified=OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),take_profit_limit,0,clrMagenta);
               if(!order_modified)
                 {
                  Print("WARNING !!! INITIAL TAKE PROFIT LIMIT HAS NOT BEEN GENERATED !!! ERROR (",GetLastError(),")");
                 }
               else
                 {
                  Print("INITIAL TAKE PROFIT LIMIT HAS BEEN GENERATED !!! TICKET #",short_order_ticket_number);
                 }
              }
           }
        }
     }
//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
//----SHORT ORDER GENERATION AND INITIAL STOP LOSS LIMIT GENERATION AND INITIAL TAKE PROFIT LIMIT GENERATION----\\
  }

 

avatar
2018
gooly 2016.06.21 23:54 #
 
Use Comment(..) to show all the meaningful values and slow down the tester and enlarge the resolution when you expect the close of your positions.
avatar
4
alexquan 2016.06.22 00:39 #
 

the market chart has a MIN VALUE for stoploss and takeprofit...

double initial_stop_loss_limit=0.0010;  

This is a very small stoploss limit , its possible that is under the min. value. 

this is what i use 

               double StopLevel=(MarketInfo(Symbol(),MODE_STOPLEVEL)*Point);   

               double MinStop=(5*Point);

               double BandasuperiorSTOP=(ActualAsk+StopLevel+MinStop);      //formula for .....STOPLOSS for sell

               double BandainferiorSTOP=(ActualBid-StopLevel-MinStop);      //formula for ....STOPLOSS for buy

 ...................................................

 

avatar
13012
WHRoeder 2016.06.22 13:41 #
 
 double stop_loss_limit=NormalizeDouble(OrderOpenPrice()+initial_stop_loss_limit,Digits);
                  bool order_modified=OrderModify(OrderTicket(),OrderOpenPrice(),stop_loss_limit,OrderTakeProfit(),0,clrMagenta);
You buy at the Ask. You aren't adjusting for the spread. Use OrderClosePrice.
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