Topic: enter no more than once a bar

[Opening Logic Condition]
Enter Once
     [All]   Enter no more than once a bar

Looks to me like this indicator is effectively allowing only one 'trade' per bar, whereas multiple microlot 'entries' [3-5] are being allowed under 'Winner' and  'Add' strategies.  Apparently all these entries are counted as only one 'trade'.  won't someone please take a look

Re: enter no more than once a bar

Well, it's beginning to look like the multiple entry per bar problem, which occurs even when the 'enter no more than once a bar' condition is part of FST strategies for several different 15m currency pairs , is somehow associated with the new FXCM MT4 demo platforms.

Re: enter no more than once a bar

downloaded latest FXCM MT4 build [416].   Multiple [usually 3] entries with essentially the identical date/time/price still occur even though the 'enter no more that once a bar' condition is specified in the FSB/FST strategies.   Essentially the same thing also occurs on the Alpari-US MT4 platform running same strategies on same quad-core PC.  Something similar occurs running same strategies concurrently on the Alpari-US MT4 platform on a dual-core PC.  The principal difference between the Alpari entries on the different computers is that there is a slight difference between the date/time/price on the dual-core pc not observable on the quad-core pc entries. 
They're close on the dual-core, but not as close as they are on the quad-core.  And not essentially identical as they are on the new FXCM MT4 platform running on the quad-core. Maybe the right hand doesn't know in time what the left hand is trying to do.  Any suggestions as to how to prevent all these unwanted multiple entries within a bar other than selecting 'Nothing' rather than "Winner" or "Add"???

Re: enter no more than once a bar

Have you tried an old Pentium 4 computer?

Re: enter no more than once a bar

thanks for the reply and suggestion.  have got a 5-6 year-old Toshiba Satellite laptop WiFi connected with an old Oanda demo loaded on it.  but i would much much rather have an "enter no more than once a bar" EA.  Only began having this multiple entry problem this year after more than 2 years of previous FSB/FST demo work. But it's really become a real problem recently with the new "no dealing desk' FXCM MT4 platform. Has anyone else tried it? It's great when the trade ends up with multiple profits, but not so great otherwise.   Read in a thread a comment by Popov that FSB/FST wasn't supposed to support multi-core parallel processing.

Re: enter no more than once a bar

The multiple cores really should not have anything to do with your issue and FSB/FST should work the same on either hardware. I'd say it's more likely to be some sort of broker issue.

Here is what I would do: next time you get an incorrect multiple order, do these things:
1) post the journal entries from FST surrounding the multiple entries
2) post the expert journal entries from Metatrader
3) post your strategy so we can see if it's logically correct

It could be that FXCM is not responding correctly, or perhaps confusing the expert in some way. The journals should have clues about this.

also, not sure about FXCM but I do know from personal experience that Oanda DEMO accounts are very unreliable with experts (due to excessive delays that confuse experts).

7 (edited by jgp 2012-03-15 04:50:39)

Re: enter no more than once a bar

Sorry. Don't know how to do much of that.  Here's relevant FXCM Account History.  Note multiple orders per bar entered into by EA attached to EURUSD 15m chart and by EA attached to USDCHF 15m chart.  will try to attach those EAs below Acount History.  Don't know how to copy/paste their Journals. 



Forex Capital Markets, LLC

Account: 2048271454 Name: demProMar13 Currency: USD 2012 March 13, 22:30
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
1458276 2012.03.13 00:27 balance Deposit 5 000.00
Ticket Open Time Type Size Item Price S / L T / P   Price Commission Taxes Swap Profit

excerpt FXCM Account History
  22 ID = 22[tp]
1483884 2012.03.14 05:12 buy 0.01 usdchf 0.92491 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 7.92
  22 ID = 22[tp]
1492274 2012.03.14 13:37 buy 0.01 usdchf 0.92802 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 4.58
  22 ID = 22[tp]
1492276 2012.03.14 13:37 buy 0.01 usdchf 0.92803 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 4.57
  22 ID = 22[tp]
1492310 2012.03.14 13:38 buy 0.01 usdchf 0.92801 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 4.59
  22 ID = 22[tp]
1492312 2012.03.14 13:38 buy 0.01 usdchf 0.92801 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 4.59
  22 ID = 22[tp]
1492314 2012.03.14 13:38 buy 0.01 usdchf 0.92801 0.91773 0.93229 2012.03.14 15:32 0.93229 0.00 0.00 0.00 4.59
  22 ID = 22[tp]

Don't know how to post relevent FST Journal

1465730 2012.03.13 10:46 buy 0.01 eurusd 1.31227 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.10
  11 ID = 11
1465731 2012.03.13 10:46 buy 0.01 eurusd 1.31236 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.19
  11 ID = 11
1465732 2012.03.13 10:47 buy 0.01 eurusd 1.31229 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.12
  11 ID = 11
1465733 2012.03.13 10:47 buy 0.01 eurusd 1.31232 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.15
  11 ID = 11
1465734 2012.03.13 10:47 buy 0.01 eurusd 1.31231 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.14
  11 ID = 11
1466136 2012.03.13 11:14 buy 0.01 eurusd 1.31239 1.30428 1.31605   1.30817 0.00 0.00 0.00 -4.22
  11 ID = 11
  0.00 0.00 0.00 -103.19
  Floating P/L: -103.19
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price   
No transactions
 
Summary:
Deposit/Withdrawal: 5 000.00 Credit Facility: 0.00   
Closed Trade P/L: 4.61 Floating P/L: -103.19 Margin: 600.00


Generated Description USDCHF M15 Strategy
Opening (Entry Signal)
Open a new long position or add to a winning position or reverse a short position at the peak of an Up Ross hook when all the following logic conditions are satisfied:

the Moving Average Slope (WTF v3)* (Close, MA:14, Slope:14, Level:0.0, WTF:4 Hours) rises; and
the Laguerre* (0.65) is higher than the Level 0.15; and
the Trix MA Oscillator* (Exponential, Exponential, Close, 9, 13) rises; and
this is the first entry during the bar.
Open a new short position or add to a winning position or reverse a long position at the bottom of a Down Ross hook when all the following logic conditions are satisfied:

the Moving Average Slope (WTF v3)* (Close, MA:14, Slope:14, Level:0.0, WTF:4 Hours) falls; and
the Laguerre* (0.65) is lower than the Level 0.85; and
the Trix MA Oscillator* (Exponential, Exponential, Close, 9, 13) falls; and
this is the first entry during the bar.
Closing (Exit Signal)
Close an existing long position at the end of the bar when at least one of the following logic conditions is satisfied:

the bar closes below the Lower Band of Envelopes (Simple, Weighted, 14, 0.69); or
the Average True Range (Exponential, 14) is lower than the Level 24.
Close an existing short position at the end of the bar when at least one of the following logic conditions is satisfied:

the bar closes above the Upper Band of Envelopes (Simple, Weighted, 14, 0.69); or
the Average True Range (Exponential, 14) is lower than the Level 24.
Handling of Additional Entry Signals
Entry signal in the direction of the present position:

Add to a wining position but not to a losing one. If the position is at a loss, cancel the additional entry order. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:

Close the existing position and open a new one in the opposite direction using the entry rules.
Trading Size
Always trade a constant number of lots.

Opening of a new position - 0.01 lots.
Adding to a winning position - 0.01 lots. Do not open more than 0.1 lots.
Reversing a position - 0.01 lots in the opposite direction.
Permanent Protection
The Permanent Stop Loss limits the loss of a position to 1003 pips plus the charged spread and rollover.

The Permanent Take Profit closes a position at 453 pips profit reduced with the charged spread and rollover.

Generated Description EURUSD 15m Strategy
Opening (Entry Signal)
Open a new long position or add to an existing position or reduce a short position 6 pips above the higher round number when all the following logic conditions are satisfied:

the Fisher Transform* (Close, 85) is lower than the zero line; and
this is the first entry during the bar; and
the Long or Short filter permits long opening; and
the entry time is between 02:00 (incl.) and 23:00 (excl.).
Open a new short position or add to an existing position or reduce a long position 6 pips below the lower round number when all the following logic conditions are satisfied:

the Fisher Transform* (Close, 85) is higher than the zero line; and
this is the first entry during the bar; and
the Long or Short filter does not permit short opening; and
the entry time is between 02:00 (incl.) and 23:00 (excl.).
Closing (Exit Signal)
Close an existing long position when the market falls 785 pips or rises 392 pips from the last entry price.

Close an existing short position when the market rises 785 pips or falls 392 pips from the last entry price.

Handling of Additional Entry Signals
Entry signal in the direction of the present position:

Add to the position regardless whether it is at a profit or loss. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:

Reduce the present position. If its amount is lower than or equal to the specified reducing lots, close it.
Trading Size
Always trade a constant number of lots.

Opening of a new position - 0.01 lots.
Adding to a position - 0.01 lots. Do not open more than 0.2 lots.
Reducing a position - 0.2 lots from the current position.
Permanent Protection
The strategy doesn't use a Permanent Stop Loss.

The strategy doesn't use a Permanent Take Profit.