Expert Advisor Programming by Andrew R. Young

Tips and Tricks
We set the value of ConsecutiveCount to either WinCount or LossCount, depending on the
MartingaleType setting. We'll compare that to our MaxMartingale setting. If our consecutive order
count is greater than MaxMartingale, we will resize it to be equal to MaxMartingale. (You could
also resize it to the default lot size if you prefer.) The lot size will remain at this size until a win or loss
breaks our consecutive order streak.
The lot size is determined by multiplying our BaseLotSize by the LotMultiplier, which is
exponentially increased by ConsecutiveCount. The MathPow() function raises a number to the
specified power. The first argument is the base, and the second argument is the exponent. For
example, if our starting lot size is 0.1, the lot multiplier is 2, and we have four consecutive orders, the
equation is 0.1 * 2 4 = 1.6.
By adjusting the LotMultiplier and using both Martingale and anti-Martingale strategies, this will
give you enough options to experiment with using exponential lot sizing. You can easily modify the
code above to use other variations. For example, you could scale lot sizes in reverse, from largest to
smallest. Or you could use an external counter in place of ConsecutiveCount.
Debugging Your Expert Advisor
Unlike most programming IDEs, MetaEditor doesn't support breakpoints or any other kind of modern
debugging techniques. You'll need to use Print() statements and logs to debug your expert
advisors.
You've already been introduced to the Print() function. In summary, any string argument passed to
the function will be printed to the log. By printing the contents of variables and functions to the log,
you can examine the output of your code and fix any errors.
You'll want to use the Strategy Tester to run a trading simulation and examine the log output. The
Strategy Tester log is displayed under the Journal tab in the Strategy Tester window. There is a limit
to the amount of information that is listed in the Journal tab, so you may want to view the actual log.
The Strategy Tester logs are stored in the \tester\logs folder. Right click anywhere in the Journal
window and select Open from the pop-up menu. A Windows Explorer window will open, displaying
the contents of the log folder. The file names are in the format yyyymmdd.log, where yyyy is the
four digit year, mm is the two digit month, and dd is the two digit date. You can view the logs in
Notepad or any text editor.
Let's illustrate an example of how you can use the log to locate a programming problem. The code
below has an error in it, and it is not performing as we expected. To be able to diagnose the problem,
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