Hello everyone,
I have included a "write to file" block to get specific statistics on my backtests.
However my issue is to link it with the results from the backtest itself.
It would be easy if there was a way to write in the CSV file the "pass number" of the backtest.
I guess another way would be to get the results from the backtest in the CSV file on deinit but I do not know how to.
Thank you for your help.
Jérémy
@jsauter86 I know that on my Intel I get weird result if I use today as end date. Don't have an AMD to compare though
Did you used a non-closed day to end your backtest period ?
I saw you used 22/01/2021 and posted on that same day
Because MT5 uses EX5 files. If you want to use an EX4 file use MT4 platform.
So today I sent an email to fxDreema to have some help on the topic and just after I found out how to do it... (I feel like my grandma when she tells me that it doesn't work but everything works fine ^^)
Anyway for anyone interested : https://fxdreema.com/shared/bVc9fI3vb
Everything that is in "on Trade" works the same in "on Tick", it is just way faster for backtesting.
Now it's time for statistics !!
@l-andorrà Thanks. I'm sending him the link of this topic.
@l-andorrà "on Tick" & "on Trade" are different functions and instructions inside them should not (I am almost sure that it's "cannot") interfere one with another since they are called on different events.
see : https://www.mql5.com/en/docs/event_handlers
What I think is that the "on Trade" tab does not work in a loop like "on Tick", simply the closing of at least one position triggers it.
Then it does what it is supposed to do on the first block (lowest block ID) filling the conditions and what is connected to it but if multiple positions are closed simultaneously it cannot handle the execution of multiple starting point (at least not the way I connected them).
I tried connecting the end of 1st group to the start of the 2nd and 2nd with 3rd, same result, doesn't solve.
Okay here we are : I moved all that part to "on Trade" tab, tested it with one group and all works like a charm.
Thing is when you put it for multiple groups it counts badly. It looks like the issue appears when multiple group trades closes simultaneously.
Shared project : https://fxdreema.com/shared/o6xgRKkzd
If you run it on visual backtesting you'll see that closed should be equal to opened - 1 but a gap appears telling us that sometimes a position is closed but not included in the count
@l-andorrà I'll look into it for the "start with" in MQL5, thanks for your answer, I definitely need a proper desk to be more comfortable spending time on the computer ^^
@l-andorrà thanks I will try to do it again with on trade tab.
About the way to look for comment does it have to be an absolute value or it can be "start with"?
PS (non related) : I see you are a big help for all the community and I would like to bring some help too (at least for what I can) but I find the forum hard to use on mobile, do you use some third-party program to read&answer?
Okay I think I found out what is the problem. On the screenshot below you can see :
As you can see, the TP in red have all one common thing, they weren't closed as their proper TP (check price column).
So I have checked the block info of "check how it was closed" and it says :
"For each closed trade we know its Close Price (the price at which it was closed), SL and TP levels. The block simply checks whether the Close Price is the same as SL or TP."
I'm gonna try later today if that comes from the fact that I deleted the rules in project options but in the meantime I am wondering 2 things.
First is there a way for the EA to read the comment ? (I would read the comment of the last closed position to check if it's TP or SL)
Second is there another way to check how it was closed ? Maybe one that would have a tolerance around the closing price.
@l-andorrà I'm sorry but I don't see what other blocks I could delete ?
Can you help me identify which blocks : https://fxdreema.com/shared/Vn9K6f7Vb
For me the whole EA is just
on init : open 3 positions in 3 different groups, count them, boolean they're not at break even
on tick : 6 loops, 3 checking how each group was closed, 3 modifying stops to break even
Edit : problem seems to come from block 223. Second output is used instead but it should be first
@l-andorrà They are isolated one from another. And they work properly when the others are turned off if this is what you mean, except for the first opened
Thanks for your help,
I did delete everything and took it back from scratch and I've come to this : https://fxdreema.com/shared/Vn9K6f7Vb
The issue as I explained on another topic (couldn't find this one) is that the first opened trade is never counted as it should.
NB : I replaced the break-even blocks by modify stops for a future use but at the moment they are doing the same thing
@fxdreema Sorry to dig this topic up but this is the one I used for reference.
I open 3 positions, EA is supposed to check if they are closed by SL, TP or Break Even for each (divided by groups).
1st group doesn't work properly, 2 & 3 seems to work fine.
I tried changing the group number and I noticed that it seems to be always the first opened position to cause this issue.
Please enlight me, it's been 4 days that I try to achieve "just" this.
Ok I did some digging and the issue was on "check BE"
If you want to use it you should use "No matter how" instead of "Not by SL or TP"
https://fxdreema.com/shared/X1uAPjBtd
Hi everyone,
I am having troubles to get my EA to count positions when they closes on the same tick.
It works very well when they don't close together though.
Algo :
EA opens on init 3 positions in 3 differents groups
Goes on break even for each one (on EURUSD starting 2020.01.01)
There are 3 tests (for each group) to check if it was closed by SL, TP or BE and it increments each variables for statistics.
Problem : only the 1st group seems to be tested.
I tried also to do it in the on Trade tab but it wasn't functionning at all, maybe I did it wrong.
@drewinbrissie
I do not know about non-forex instrument since I work solely on forex but maybe there is a way to test for how many decimal the value has and *10 it until it has no decimal left ?
If you need to multiply with a coeficient afterwards you do not need to put another block and yet another variable, for faster result do it like this :
Hello,
I just discovered OpenCL : https://www.mql5.com/en/articles/690#NVidia
and I wondered if any of you use this for optimization ?
If so, how ? I guess that you would have to download MQ5 file and add it manually
It would be a blast if fxDreema would have this option included when generating
Thanks, I managed to get it working with your response and reordering block ids