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Multiple Order Entries when run EA
 Post subject: Multiple Order Entries when run EA Post rating: 0   New post Posted: Thu 26 Feb, 2015, 05:59 
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help

I am attempting to produce a simple EMA cross strategy which will eventually be used as an orfer entry system for intraday trading. I trade successfully manually but want to move to a position where when I am ready to enter a market I switch on my EA to precisely catch an entry. As soon as the order is open I will manage the position manually.

So far my EA will enter an individual order when run on strategy tester but as soon as I run it live (on demo ac)

1. it produces multiple entries for each EMA cross

2. entries are being taken before bar closes with result that a reversal in a bar will produce imcorrect entry.

Can someone please explain where I going wrong.

Many thanks


Attachments:
EMACross.vfs [25.73 KiB]
Downloaded 106 times
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 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Thu 26 Feb, 2015, 18:31 
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The previous attachment was incorrect. Would someone kindly take a look at this please. Why do I get multiple entries when running this?


Attachments:
EMACrossSELLEurUsd.vfs [23.57 KiB]
Downloaded 111 times
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 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Fri 27 Feb, 2015, 13:27 
Visual JForex expert at Dukascopy
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Hi there,

Your strategy is exactly doing what it was asked for :) you determine a cross by 4 points using shift values which correct then once the cross is confirmed the strategy triggers a Sell order which is performed straight after the close of the last 1mn candle on which the cross is confirmed (Shift 0 in other words just after the close of the current candle)

Image

Cheers


Attachments:
Chart.jpg [375.77 KiB]
Downloaded 450 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Tue 05 May, 2015, 16:37 
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Thanks for the response. Unfortunately when I run this (locally) on the tester it does exactly as I expect (ie open a single order each time the criteria are met0 but as soon as I run this on a live account it opens 30 or so positions every time the criteria are met. For example here are 30 orders just opened by this strategy (updated as I want three positions to open):
15:21:38 Order FILLED at 1.11968 (#195740471 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243314
15:21:38 Order FILLED at 1.11968 (#195740472 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243315
15:21:38 Order FILLED at 1.11968 (#195740473 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243316
15:21:38 Order FILLED at 1.11968 (#195740459 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243301
15:21:38 Order FILLED at 1.11968 (#195740464 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243306
15:21:38 Order FILLED at 1.11968 (#195740470 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243313
15:21:38 Order FILLED at 1.11968 (#195740456 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243298
15:21:38 Order FILLED at 1.11968 (#195740466 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243308
15:21:38 Order FILLED at 1.11968 (#195740467 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243309
15:21:38 Order FILLED at 1.11968 (#195740468 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243310
15:21:38 Order FILLED at 1.11968 (#195740453 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243295
15:21:37 Order FILLED at 1.11968 (#195740469 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243311
15:21:37 Order FILLED at 1.11968 (#195740455 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243297
15:21:37 Order FILLED at 1.11968 (#195740465 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243307
15:21:37 Order FILLED at 1.11968 (#195740462 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243304
15:21:37 Order FILLED at 1.11968 (#195740463 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243305
15:21:37 Order FILLED at 1.11968 (#195740461 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243303
15:21:37 Order FILLED at 1.11968 (#195740445 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243287
15:21:37 Order FILLED at 1.11968 (#195740444 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243286
15:21:37 Order FILLED at 1.11968 (#195740452 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243294
15:21:37 Order FILLED at 1.11968 (#195740449 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243291
15:21:37 Order FILLED at 1.11968 (#195740454 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243296
15:21:37 Order FILLED at 1.11968 (#195740458 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243300
15:21:37 Order FILLED at 1.11968 (#195740451 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243293
15:21:37 Order FILLED at 1.11968 (#195740460 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243302
15:21:37 Order FILLED at 1.11968 (#195740446 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243288
15:21:37 Order FILLED at 1.11968 (#195740457 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243299
15:21:37 Order FILLED at 1.11968 (#195740447 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243289
15:21:37 Order FILLED at 1.11968 (#195740450 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243292
15:21:37 Order FILLED at 1.11968 (#195740448 BUY 0.001 mil. EUR/USD @ MKT) - Position #51243290

PS - I do not seem to be able to attached the file as I get an error message saying the board attachment quota has been reached. Can you help with that as well please


 
 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Wed 06 May, 2015, 11:52 
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As I have been unable to attach files here (and no one has responded to my request fro support on this) I have emailed the VisualJForex file to [email protected].

I have now taken the code and physically cut and pasted it into a strategy on my demo account (as there seems to be no other way to get Visual files from one to the other). When run on the demno account the strategy behaves perfectly, opening the three positions I wanted. When run on my live account it opens 27 or more positions, rings the alarm (as it is supposed to do) but then froze the entire platform. I dare not try this again as it makes holes in my account. I really need some support on this. SAtrat by getting this forum to work so I can attach files then it can all be done in here.


 
 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Thu 07 May, 2015, 08:24 
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After Dukascopy went off air yesterday for an hour I ran another test on a live account with exactly the same strategy. This time it behaved and opened a single position rather than the usual 30. The trouble is I have no idea if this is a permanent fix or if the problem will re-occur at some point meaning I will be unable to use JForex to execute orders until I can prove one or the other. If I do not use JForex I will use MT4 at my other broker (IGIndex) so could you please have a look at this and see if there is anything you can see.


 
 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Thu 07 May, 2015, 18:23 
Visual JForex expert at Dukascopy
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revoli wrote:
1. it produces multiple entries for each EMA cross


There have to be filters of candle period and instrument.
Fix in file attached.


Attachments:
EMACross_fix.vfs [27.64 KiB]
Downloaded 135 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Multiple Order Entries when run EA Post rating: 0   New post Posted: Fri 08 May, 2015, 10:34 
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Many thanks


 

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