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Posts: 151 to 175 of 206

Re: EA Studio - News and updates

Thanks for the 2022.12.05 update Mr. Popov. What's new in this update if I may ask?

Re: EA Studio - News and updates

geektrader wrote:

Thanks for the 2022.12.05 update Mr. Popov. What's new in this update if I may ask?

Hello popov and many thanks  for the updates.

But now it takes me more time to find strategies or even find no strategies " I did not changed the acceptance criteria" .

Thanks in advance

153

Re: EA Studio - News and updates

2022.12.05 update includes code cleanup and optimization of the algorithm for scaling the Balance Chart.

> But now it takes me more time to find strategies or even find no strategies

I don't see how this update may reflect on the Generator. However, if you see any errors in the console, please report them.

Re: EA Studio - News and updates

Nice, thanks a lot for the update.

I don't see any change in strategy generation, everything works fine for me.

155

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.1.5

It fixes a bug - release a data set currently in use by Generator. The bug was reported by GeekTrader here: https://forexsb.com/forum/topic/9317/bu … is-in-use/

156

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.1.6

New features:
- show Entry Amount in currency
- show required Margin %
- show Stop Loss amount in currency and % of the Initial Account
- show Stop Loss amount in currency and % of the Initial Account

These features are available in the Strategy properties in the Generator, Reactor and Editor.

Calculation of the SL and TP takes into account the entry amount, the Spread, Account exchange rate, and the Commission. The value is calculated on the Initial Account and uses the last close price.

The actual SL or TP values may differ because of Swap.


https://image-holder.forexsb.com/store/eas-strategy-entry-info-protection-info-thumb.png


https://image-holder.forexsb.com/store/eas-generator-entry-info-protection-info-thumb.png




Trade Safe!

Re: EA Studio - News and updates

Very nice new stats, that helps a lot especially with CFDs/indices where the calculation is hard to do compared to Forex, at least in my head ;-) Thank you.

158

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.1.30

Fixes:
- updated Data Export files to v4.5 - fixed the WriteFiles flags to correspond to the MQL documentation.
- fixed a bug with generating Trailing SL when the options are "Always Use" and "Fixed or Traling".
- adjusted the Generator settings when generating SL and Trailing SL.
   * With the "May Use" option, the Generator uses SL in 75% of the composed strategies (it was 50% before).
   * With the "Fixed or Traling" option, the chance is 67% for Fixed SL and 33% for Traling SL. (unchanged chance besides the bug fixed.)

159 (edited by Popov 2023-01-31 14:16:49)

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.1.31

This update fixes a severe bug - wrong options order in the Moving Average methods of indicator properties.
Now the options are in the correct order: Simple, Exponential, Weighted, and Smoothed.
Exponential and Weighted were switched places, leading to the wrong method used for computation.

This bug is found by GeekTrader when hacking on Express Generator. The Generators of EA Studio, FSB Pro and Express Generator do not modify the MA methods, and that's why this bug was not noted in EA Studio.

Now, we are working on adding a new feature of Express Generator to randomize the MA Methods. It will be released later today.

We will have a similar update in FSB Pro. These new releases guarantee better compatibility between the three programs.

Note: If you have previous strategies with manually changed MA Methods and you want to re-test them again, you must modify them in EA Studio by changing Exponential to Smoothed and vice versa.


This release also comes with new Data Export scripts for MT4 and MT5 - v4.5. There are minor fixes in the FileOpen flags to better correspond to the MQL documentation.

Another minor update - the Data stats show the time of the end of the last data bar. For example, if the last bar time is 17:30 on M30, the data stats will show that the data is updated at 18:00. This behaviour corresponds to FSB Pro and Express Generator.

Please report any issues or misbehaviour.


Edit:

New same version update - fixed the "to" time of the historical data in the Generator. Now it shows the bar end time.



https://image-holder.forexsb.com/store/eas-xgen-data-to-match-thumb.png

160

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.2.3

It comes with a hack in the MQL code to overcome a bug in MetaTrader  - not showing the correct position state after closing a position.

The bug causes the "Opposite entry signal" = Reverse logic to fail to open a new position.

Here is a detailed explanation by GeekTrader

This basically allows a 4 seconds "window" after a trade was just closed and is supposed to be reversed, but "PositionsTotal();" is still not returning "OP_FLAT" because it is not in sync yet.

It´s a super ugly problem that is fully in MetaQuotes responsibility, but it´s known and won´t be fixed. I have pulled my hair out to find out why this is happening. In the tick-data backtests on MT5 the trades always reversed fine, the backtests also did 100% match EA Studio, but in live trading on MT5, reversals were often missing, actually in 80% of the cases! So did some digging and found that it comes down to PositionsTotal(); not being in sync in 80% of the cases. If a trade was just closed a few milliseconds ago, it still reported "OP_BUY" or "OP_SELL", while the positions was actually already closed. Hence your code was not opening the reversal order in the last block, as the position was reported as not being "OP_FLAT".

We actually could just use a delay, but then we don´t know how much time it takes for PositionsTotal() to get in sync. Hence a quick loop with low milliseconds delay is the way to go to not introduce extra delays for the trade opening in case the position becomes "OP_FLAT" in under 4 seconds (which it usually does, it usually gets there in about 150ms with my broker).

https://www.mql5.com/en/forum/271445/page3 shows that others are having this issue too. PositionsTotal() can be out of sync (which I never thought before). My code addition will fix the problem with a "dirty hack", which currently only occurs if the strategy does trade reversals. Everything else works fine with Mr. Popov´s implementation.

161 (edited by timelleston 2023-02-04 06:13:52)

Re: EA Studio - News and updates

Popov wrote:

Uploaded Expert Advisor Studio v23.2.3

It comes with a hack in the MQL code to overcome a bug in MetaTrader  - not showing the correct position state after closing a position.

The bug causes the "Opposite entry signal" = Reverse logic to fail to open a new position.

Does this affect Portfolio EA's that use Reverse as well?  Looking at the Portfolio code it looks to be not impacted becuase it's looking for a non-flat position...but can you please confirm?

Thanks

Re: EA Studio - News and updates

Hi Tim,

Mr. Popov told me that the fix has not been implemented for portfolios, but the issue exists there as well, as it uses the same functions and hence can be affected by the same bug of the "PositionsTotal()" function. I am sure he´ll find a solution for this soon too, as my fix could as well be implemented for the portfolio EAs.

163 (edited by timelleston 2023-02-04 23:32:46)

Re: EA Studio - News and updates

geektrader wrote:

Hi Tim,

Mr. Popov told me that the fix has not been implemented for portfolios, but the issue exists there as well, as it uses the same functions and hence can be affected by the same bug of the "PositionsTotal()" function. I am sure he´ll find a solution for this soon too, as my fix could as well be implemented for the portfolio EAs.

Thanks Geektrader - I'll look at implementing a variation of your code within the Portfolio code for now.  It appears to manage the position in a slightly different way than the single EA version, so I'll have to dig around a bit more.

Cheers

Re: EA Studio - News and updates

Basically, you have to insert it when a trade has just been closed and another could potentially be opened for the same symbol. I haven't worked with the portfolio experts, unfortunately.

Re: EA Studio - News and updates

geektrader wrote:

Basically, you have to insert it when a trade has just been closed and another could potentially be opened for the same symbol. I haven't worked with the portfolio experts, unfortunately.

Ok, I've got this bit of code inserted into the Portfolio EA (MT5 only) - at Line 179.

   if (position.Type != OP_FLAT && signal.OppositeReverse)
     {
      if ( (position.Type == OP_BUY  && signal.Direction == ORDER_DIRECTION_SELL) ||
           (position.Type == OP_SELL && signal.Direction == ORDER_DIRECTION_BUY ) )
        {
         ClosePosition(position);
         // Line 179 
         // Hack to prevent MT bug https://forexsb.com/forum/post/73434/#p73434  
         int repeatCount = 80;
         int delay       = 50;
         for (int i = 0; i < repeatCount; i++)
            {
               ulong TicketStillOpen = PositionSelectByTicket(position.Ticket);
               if(TicketStillOpen == 0) break;
               Print("Magic: ",position.MagicNumber," Position: ", position.Ticket, ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Still Open >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>");
               Sleep(delay); 
            }  
         Print("Magic: ",position.MagicNumber,"~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Reversal");     
         // End of Code Hack
         
         ManageSignal(signal);
         return;
        }
     }

There are two Print statements in there so that in the Journal you can easily find this occurring (if it is), or, alternatively, remove the print statements.

Potentially tough to test though - as I understand it, its on a live account where the issue comes about? 

And I'm not 100% convinced that Mr Popov's code doesn't already handle this properly with the test for the position.type being != to OP_FLAT.

Keen for Mr Popov's thoughts on this too...?

Thanks

166 (edited by geektrader 2023-02-05 17:02:01)

Re: EA Studio - News and updates

It has been determined that the code of Mr. Popov is correct. The issue experienced in Metatrader during live trading is a result of a race condition causing a discrepancy between the actual closure of a position and the Terminal's awareness of it. This leads to PositionsTotal not returning the expected value of OP_FLAT. To address this, a temporary workaround has been implemented to allow the Terminal a brief moment to synchronize and enable the opening of a reverse position in the current bar. It should be noted that this issue only occurs during live trading and exclusively in strategies utilizing the reverse position method. In contrast, backtests remain unaffected as the synchronization issue does not present itself in that environment.

167

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.1

This release has two new features:
- added the Arabic language. The translation is done by Hani Hamdan from https://quant-bot.com.
- Added a "defaultTheme" parameter to the EA Studio URL. It helps for better integration of EA Studio in the partner's websites.

168

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.2

This release comes with the following:
- updated iFrameResizer to v4.3.5. It serves to resize the EA Studio holding page to provide enough space for the content. It is especially necessary for the Collection page because it has a variable length. This update is more important for the partners' integrations.
- show the EA Studio version on the About -> Copyright page. It is useful for EA Studio integrations without its native footer.

169

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.15

This is a cumulative report covering several development releases of EA Studio.


This update comes with new "Indicator options" section in Tolls -> Settings.

https://image-holder.forexsb.com/store/settings-indicator-options.png


New "Indicator options":

- Randomize Moving Average Methods. When this option is on, the Generator has a 50% chance to change the MA methods of the indicators. The Generator always uses the default MA method if the option is off.

- Randomize Moving Average shift. When this option is on, the Generator has a 50% chance to change the "shift" parameter of the Moving Average indicator.

- Max indicator period - this parameter determines the range of the indicator periods. The default value is 50.

Other changes:

- The maximal values of indicators periods in the Editor are increased to 1000.

- The moments of opening the first trade of the backtest are fixed for most indicators. This is done to be sure the indicators have established values before calculating the signals. We have similar updates to Express Generator also. This release of EA Studio corresponds to Express Generator v2.24.

Please see the full log of updates here: Indicator Options in EA Studio

Re: EA Studio - News and updates

Thank you Popov

do or do not there is no try

171

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.16

This release fixes a bug in the Portfolio Expert for MT5 when there are more than 100 strategies.
Now it sets the correct number of strategies in the indHandler array.

The bug was reported by Aaronpriest here: Feature request: Add Top 100 from Collection to Portfolio

172

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.17

Added a "Min indicator period" option.

The Generator uses this option to determine the ranges of the generated indicator periods.

The default min indicator period is 5. The maximal min period is 100. The minimum necessary distance between the min and max period is 10.


https://image-holder.forexsb.com/store/indicator-options-min-indicator-period.png


Trade Safe!

173

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.3.18

Now, the Reactor is more clever than before.

The Optimizer, the Normalizer, and the Walk Forward consider the SL and TP ranges we set in the Generator.

The Normalizer will not remove the Take Profit if it is set to "Always Use" in the Generator.

Trade Safe!

174

Re: EA Studio - News and updates

Uploaded Expert Advisor Studio v23.4.23

The Expert Advisors for MT5 plots their indicators when attached to a chart.

https://image-holder.forexsb.com/store/mt-trader-5-expert-show-indicators-thumb.png

Note:
The plotting and deleting indicators to a MetaTrader chart is surprisingly not straightforward. It even doesn't work in MT4.
I noticed that some indicator may remain plotted after removing an Expert Advisor. This is not a huge problem.
I'll search for a solution to this issue.

Please report any problems you may find.

Trade Safe!

Re: EA Studio - News and updates

Thanks for this update Popov, but I still got strategies with indicator periods below the "min indicator period" on collection tab, is it because the optimizer does not use this option?

do or do not there is no try

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