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BUG: Missing Tick (Volume=1) when running multiple versions of same expertBack to topics list |
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Shimodax
2005.11.11 16:25
I have an expert which is running on four pairs. It does trading on new bars only by checking if (Volume[0]>1) return;
Occasionally (not consistently) it misses the first a tick for one pair and starts with Volume=2 (it may miss other ticks as well but with Volume=1 is were we notice). See USDCHF below where the new tick starts with Volume=2. The output lines which say "start()" are the very first command in the start() function, so there's no code in the expert that could bypass the first tick. This is from build 186 but also happened in 185 (dunno about erlier versions). Markus ... 13:59:26 JOSH-Expert USDJPY,H1: OnTick Bid= 118.05 Volume= 1220 13:59:26 JOSH-Expert USDJPY,H1: start(): Volume= 1221Bars= 530 TradeAllowed= 1 13:59:26 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1221 13:59:27 JOSH-Expert USDJPY,H1: start(): Volume= 1222Bars= 530 TradeAllowed= 1 13:59:27 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1222 13:59:28 JOSH-Expert USDJPY,H1: start(): Volume= 1225Bars= 530 TradeAllowed= 1 13:59:28 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1225 13:59:29 JOSH-Expert USDJPY,H1: start(): Volume= 1226Bars= 530 TradeAllowed= 1 13:59:29 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1226 13:59:29 JOSH-Expert EURUSD,H1: start(): Volume= 1434Bars= 530 TradeAllowed= 1 13:59:29 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1703 Volume= 1434 13:59:29 JOSH-Expert USDCHF,H1: start(): Volume= 1453Bars= 530 TradeAllowed= 1 13:59:29 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3143 Volume= 1453 13:59:29 JOSH-Expert USDJPY,H1: start(): Volume= 1227Bars= 530 TradeAllowed= 1 13:59:29 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1227 13:59:30 JOSH-Expert USDJPY,H1: start(): Volume= 1228Bars= 530 TradeAllowed= 1 13:59:30 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1228 13:59:30 JOSH-Expert USDJPY,H1: start(): Volume= 1229Bars= 530 TradeAllowed= 1 13:59:30 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1229 13:59:35 JOSH-Expert USDJPY,H1: start(): Volume= 1230Bars= 530 TradeAllowed= 1 13:59:35 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1230 13:59:36 JOSH-Expert GBPUSD,H1: start(): Volume= 1915Bars= 530 TradeAllowed= 1 13:59:36 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7379 Volume= 1915 13:59:36 JOSH-Expert USDJPY,H1: start(): Volume= 1231Bars= 530 TradeAllowed= 1 13:59:36 JOSH-Expert USDJPY,H1: OnTick Bid= 118.05 Volume= 1231 13:59:36 JOSH-Expert EURUSD,H1: start(): Volume= 1435Bars= 530 TradeAllowed= 1 13:59:36 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1702 Volume= 1435 13:59:40 JOSH-Expert USDJPY,H1: start(): Volume= 1232Bars= 530 TradeAllowed= 1 13:59:40 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1232 13:59:40 JOSH-Expert USDJPY,H1: start(): Volume= 1233Bars= 530 TradeAllowed= 1 13:59:40 JOSH-Expert USDJPY,H1: OnTick Bid= 118.02 Volume= 1233 13:59:41 JOSH-Expert USDJPY,H1: start(): Volume= 1234Bars= 530 TradeAllowed= 1 13:59:41 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1234 13:59:41 JOSH-Expert USDJPY,H1: start(): Volume= 1235Bars= 530 TradeAllowed= 1 13:59:41 JOSH-Expert USDJPY,H1: OnTick Bid= 118.05 Volume= 1235 13:59:42 JOSH-Expert USDJPY,H1: start(): Volume= 1236Bars= 530 TradeAllowed= 1 13:59:42 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1236 13:59:45 JOSH-Expert GBPUSD,H1: start(): Volume= 1916Bars= 530 TradeAllowed= 1 13:59:45 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.738 Volume= 1916 13:59:45 JOSH-Expert USDJPY,H1: start(): Volume= 1237Bars= 530 TradeAllowed= 1 13:59:45 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1237 13:59:47 JOSH-Expert GBPUSD,H1: start(): Volume= 1917Bars= 530 TradeAllowed= 1 13:59:47 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7381 Volume= 1917 13:59:47 JOSH-Expert USDJPY,H1: start(): Volume= 1238Bars= 530 TradeAllowed= 1 13:59:47 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 1238 13:59:48 JOSH-Expert GBPUSD,H1: start(): Volume= 1918Bars= 530 TradeAllowed= 1 13:59:48 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7379 Volume= 1918 13:59:48 JOSH-Expert GBPUSD,H1: start(): Volume= 1Bars= 531 TradeAllowed= 1 13:59:48 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.738 Volume= 1 13:59:48 JOSH-Expert GBPUSD,H1: Signal base : gAscState= -1, gTrendConfirm= 1, entrypoint= 0, exitpoint= 0 13:59:48 JOSH-Expert GBPUSD,H1: Signal summary: buy(close)= 0(1) --- sell(close)= 1 (0) 13:59:48 JOSH-Expert GBPUSD,H1: Signal Stops: Short/Long 1.7408 0 13:59:48 JOSH-Expert GBPUSD,H1: 13:59:48 JOSH-Expert GBPUSD,H1: Stops: Short/Long 1.7408 0 13:59:50 JOSH-Expert USDJPY,H1: start(): Volume= 1Bars= 531 TradeAllowed= 1 13:59:50 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 1 13:59:50 JOSH-Expert USDJPY,H1: Signal base : gAscState= 0, gTrendConfirm= 0, entrypoint= 0, exitpoint= 0 13:59:50 JOSH-Expert USDJPY,H1: Signal summary: buy(close)= 0(0) --- sell(close)= 0 (0) 13:59:50 JOSH-Expert USDJPY,H1: Signal Stops: Short/Long 0 117.9333 13:59:50 JOSH-Expert USDJPY,H1: 13:59:59 JOSH-Expert GBPUSD,H1: start(): Volume= 2Bars= 531 TradeAllowed= 1 13:59:59 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7382 Volume= 2 13:59:59 JOSH-Expert EURUSD,H1: start(): Volume= 1Bars= 531 TradeAllowed= 1 13:59:59 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1701 Volume= 1 13:59:59 JOSH-Expert EURUSD,H1: Signal base : gAscState= -1, gTrendConfirm= 1, entrypoint= 0, exitpoint= 0 13:59:59 JOSH-Expert EURUSD,H1: Signal summary: buy(close)= 0(1) --- sell(close)= 1 (0) 13:59:59 JOSH-Expert EURUSD,H1: Signal Stops: Short/Long 1.1713 0 13:59:59 JOSH-Expert EURUSD,H1: 13:59:59 JOSH-Expert EURUSD,H1: Stops: Short/Long 1.1713 0 13:59:59 JOSH-Expert USDCHF,H1: start(): Volume= 2Bars= 531 TradeAllowed= 1 13:59:59 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3142 Volume= 2 14:00:01 JOSH-Expert EURUSD,H1: start(): Volume= 2Bars= 531 TradeAllowed= 1 14:00:01 JOSH-Expert EURUSD,H1: OnTick Bid= 1.17 Volume= 2 14:00:01 JOSH-Expert GBPUSD,H1: start(): Volume= 3Bars= 531 TradeAllowed= 1 14:00:01 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7379 Volume= 3 14:00:02 JOSH-Expert USDJPY,H1: start(): Volume= 2Bars= 531 TradeAllowed= 1 14:00:02 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 2 14:00:02 JOSH-Expert USDCHF,H1: start(): Volume= 3Bars= 531 TradeAllowed= 1 14:00:02 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3145 Volume= 3 14:00:03 JOSH-Expert USDCHF,H1: start(): Volume= 4Bars= 531 TradeAllowed= 1 14:00:03 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3144 Volume= 4 14:00:03 JOSH-Expert USDJPY,H1: start(): Volume= 3Bars= 531 TradeAllowed= 1 14:00:03 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 3 14:00:03 JOSH-Expert EURUSD,H1: start(): Volume= 3Bars= 531 TradeAllowed= 1 14:00:03 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1701 Volume= 3 14:00:04 JOSH-Expert USDJPY,H1: start(): Volume= 4Bars= 531 TradeAllowed= 1 14:00:04 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 4 14:00:05 JOSH-Expert EURUSD,H1: start(): Volume= 4Bars= 531 TradeAllowed= 1 14:00:05 JOSH-Expert EURUSD,H1: OnTick Bid= 1.17 Volume= 4 14:00:05 JOSH-Expert GBPUSD,H1: start(): Volume= 4Bars= 531 TradeAllowed= 1 14:00:05 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.738 Volume= 4 14:00:06 JOSH-Expert GBPUSD,H1: start(): Volume= 5Bars= 531 TradeAllowed= 1 14:00:06 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7379 Volume= 5 14:00:06 JOSH-Expert USDJPY,H1: start(): Volume= 5Bars= 531 TradeAllowed= 1 14:00:06 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 5 14:00:06 JOSH-Expert USDCHF,H1: start(): Volume= 5Bars= 531 TradeAllowed= 1 14:00:06 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3143 Volume= 5 14:00:06 JOSH-Expert USDJPY,H1: start(): Volume= 6Bars= 531 TradeAllowed= 1 14:00:06 JOSH-Expert USDJPY,H1: OnTick Bid= 118.03 Volume= 6 14:00:06 JOSH-Expert EURUSD,H1: start(): Volume= 5Bars= 531 TradeAllowed= 1 14:00:06 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1701 Volume= 5 14:00:07 JOSH-Expert USDCHF,H1: start(): Volume= 6Bars= 531 TradeAllowed= 1 14:00:07 JOSH-Expert USDCHF,H1: OnTick Bid= 1.3144 Volume= 6 14:00:11 JOSH-Expert USDJPY,H1: start(): Volume= 7Bars= 531 TradeAllowed= 1 14:00:11 JOSH-Expert USDJPY,H1: OnTick Bid= 118.06 Volume= 7 14:00:11 JOSH-Expert EURUSD,H1: start(): Volume= 6Bars= 531 TradeAllowed= 1 14:00:11 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1703 Volume= 6 14:00:11 JOSH-Expert EURUSD,H1: start(): Volume= 7Bars= 531 TradeAllowed= 1 14:00:11 JOSH-Expert EURUSD,H1: OnTick Bid= 1.17 Volume= 7 14:00:18 JOSH-Expert GBPUSD,H1: start(): Volume= 6Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7382 Volume= 6 14:00:18 JOSH-Expert USDJPY,H1: start(): Volume= 9Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert USDJPY,H1: OnTick Bid= 118.05 Volume= 9 14:00:18 JOSH-Expert EURUSD,H1: start(): Volume= 8Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1702 Volume= 8 14:00:18 JOSH-Expert USDJPY,H1: start(): Volume= 12Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert USDJPY,H1: OnTick Bid= 118.04 Volume= 12 14:00:18 JOSH-Expert EURUSD,H1: start(): Volume= 9Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert EURUSD,H1: OnTick Bid= 1.1701 Volume= 9 14:00:18 JOSH-Expert GBPUSD,H1: start(): Volume= 7Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert GBPUSD,H1: OnTick Bid= 1.7378 Volume= 7 14:00:18 JOSH-Expert USDJPY,H1: start(): Volume= 13Bars= 531 TradeAllowed= 1 14:00:18 JOSH-Expert USDJPY,H1: OnTick Bid= 118.05 Volume= 13 14:00:19 JOSH-Expert USDCHF,H1: start(): Volume= 7Bars= 531 TradeAllowed= 1 |
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Irtron
2005.11.11 17:27
Occasionally (not consistently) it misses the first a tick for one pair and starts with Volume=2 (it may miss other ticks as well but with Volume=1 is were we notice). The documentation says that ticks can be ignored at some condition: By new quotations "start()" function of attached expert advisors and custom indicator programs is executed. If by new quotations "start()" function, triggered on the previous quotation, was fulfilled, the next calling "start()" function will be executed only after "return()" instruction. All new quotations that receiving during program execution, are ignored by program. Metaquotes server has switched to high freq datafeed recently. That may cause the condition above happening at the first tick randomly. |
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davidwt
2005.11.12 07:56
A more reliable method of checking for new bar is the following:
static datetime bartime = 0; if (bartime == Time[0]) return 0; bartime = Time[0]; |
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