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Skipped Trades #474939
11/14/18 10:39
11/14/18 10:39
Joined: Oct 2018
Posts: 14
Scotland , UK
P
peterhw Offline OP
Newbie
peterhw  Offline OP
Newbie
P

Joined: Oct 2018
Posts: 14
Scotland , UK
Hi - almost newbie here.
I am running the Workshop 6 script - modified for 4 currencies.
It has been running since 9th November and closed out a couple of trades and then modified CAPITAL = 500 from 10000 to be more appropriate (for me)

Data appeared to load OK
====================================================================
Login 0 FXCM.. at UTC 11-09 14:46
Load AUD/USD prices.. 172845 min
Read Workshop6.par
Load EUR/USD prices.. 172635 min
Load GBP/USD prices.. 172935 min
Load USD/JPY prices.. 172605 min
V 1.886 on Fri 18-11-09 14:47:44

Trade: Workshop6 2018-11-09
Read Workshop6.fac
Lookback period (2000 bars)
[809: Fri 18-07-13 05:00] (0.741550).
====================================================================
But have following [Mon 18-11-12 14:00] 731 +7.97 +0.0367 / (0.721690)
[Mon 18-11-12 15:00] 729 +7.97 -1.67 / (0.720790)
[Mon 18-11-12 16:00] 725 +7.97 -6.01 \ (0.720170)
[Mon 18-11-12 17:00] 725 +7.97 -5.69 \ (0.719930)
[AUD/USD:CNTR:L] Skipped (Amount = 0)
[AUD/USD:CNTR:L] Skipped (Lots 0)
====================================================================
still running with 2 trades each with 0.01 lots
The initial profit of 220+ (ish) was before I changed the CAPITAL figure (had 2 trades at 23 & 16 x micro-lots respectively)
====================================================================
while(asset(loop("AUD/USD","EUR/USD","GBP/USD","USD/JPY")))
//while(asset(loop("EUR/USD")))
while(algo(loop("TRND","CNTR")))
{
// don't reinvest
//Margin = 0.5 * OptimalF * Capital;

// reinvest the square root of the component profit
Margin = 0.8 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital); // increased from 0.5
====================================================================

I have been developing EA in MT4 and used to understanding what is happening i.e. look at chart and see CROSSOVER for example.
Any help appreciated

Re: Skipped Trades [Re: peterhw] #474941
11/14/18 12:52
11/14/18 12:52
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
You can see it in the log: Lots is 0 and thus no trade performed.

If you don't see in your script why lots is 0, print out Margin, OptimalF, and the other values that lead to a zero trade size. There's probably a 0 somewhere.

Re: Skipped Trades [Re: jcl] #474947
11/14/18 14:32
11/14/18 14:32
Joined: Oct 2018
Posts: 14
Scotland , UK
P
peterhw Offline OP
Newbie
peterhw  Offline OP
Newbie
P

Joined: Oct 2018
Posts: 14
Scotland , UK
Thanks for the response.

I see the following in the log
========================================================
Portfolio analysis OptF ProF Win/Loss Result

AUD/USD avg .000 ---- 0/0 +0 ********presumably this is why zero lots
EUR/USD avg .026 ---- 0/0 +0
GBP/USD avg .020 ++++ 1/0 +8
USD/JPY avg .018 ---- 0/0 +0
========================================================

No idea why or where this has been calculated and not aware of having done anything different for this currency
Seem to have History files for AUD/USD (t6's) 2004 to 2018
Will keep on trying to make sense of the available information


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