System Error Message when Probacktesting

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  • #116419 quote
    IRP
    Participant
    New

    Greetings …

    I have been a user of PRT for more than a year and consider myself at least an average user (haven’t looked into coding yet) being able to set up trading programs made possible with PRT’s ease of use.

    yesterday, I proceeded to make another program, and, inexplicably, after running the Backtesting, the system gave an error message as per attached pic.  This error message apepars in the simplest of programming entry and exit conditions and am perplexed as to why it happened.

    This message is generated regardless of entry and exit conditions.  I even place an entry condition akin to: “if current price is greater than price 20 periods ago”, Enter trade.  Exit condition = if W%R less than previous W%R, exit trade.  I have tried 4 other trading scenarios with similar error messages.

    Any help would be most welcome.

    PRT-Error-Message-01102019.jpg PRT-Error-Message-01102019.jpg
    #116422 quote
    GraHal
    Participant
    Master

    Easiest way for you and for us to spot the problem would be for you to post your System code on here.

    I would then try your code on my Platform.

    Also others may spot the problem in your code straight away.

    #116424 quote
    Nicolas
    Keymaster
    Master

    What platform version? Timeframe used and instrument please?

    #116646 quote
    IRP
    Participant
    New

    Dear Nicolas,

    Thanks for reaching out!

    The instrument is US TECH 100 / time frame is 1 minute (or any time frame for that matter) / version = 10.3.  I don’t code, I used the interface that lets you bypass the need for coding and this happens with the most simple automated trading / code set up.

     

    Best regards,

    #116649 quote
    IRP
    Participant
    New

    Hello GraHal,

     

    Thanks for reaching out … this issue happens with any automated generated code (that worked previously in other times) and during a multitude of different time intervals tested.  I don’t think it is the question of spotting the problem with coding … I have developed and successfully tested dozens and dozens of PRT programs, have finance background and know enough about the indicators to know that the criteria for entry and exit are not likely to be the problem.  This happens even with the simplest of code, such as: If price (Current) > Price (Previous) ===> enter trade and the same principle for exit … hope this gets solved soon.  BTW, version = 10.3

    Have a good day!

    GraHal thanked this post
    #116658 quote
    GraHal
    Participant
    Master

    Others appear not to be experiencing the same problem that you are so I thought trying your code would be a good starting point?

    How would you want me to proceed then … in order to help you?

    If I make a simple System with the Assisted Creation tool and I do not get the problem that you are getting what will my efforts prove or how will it help you ?

    I will however, do above and report back shortly.

    #116659 quote
    GraHal
    Participant
    Master

    There we are it worked … see attached.

    Please you copy and past the code below into your Platform and see what you get 🙂

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    // Conditions to enter long positions
    indicator1 = MACDline[37/3, 77/3, 9](close)
    c1 = (indicator1 CROSSES OVER 0)
    
    IF c1 THEN
    BUY 1 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    indicator2 = MACD[37/3, 77/3, 9](close)
    c2 = (indicator2 CROSSES UNDER 0)
    
    IF c2 THEN
    SELLSHORT 1 PERPOINT AT MARKET
    ENDIF
    
    IRP.jpg IRP.jpg
    #116661 quote
    GraHal
    Participant
    Master

    Here are results for the US Tech 100 on 1 min TF as that what you stated above

    IRP-2.jpg IRP-2.jpg
    #116668 quote
    Nicolas
    Keymaster
    Master

    @GraHal

    First time I came across that kind of period for the MACD?

    MACD[37/3, 77/3, 9]

    Why divided by 3?


    @IRP

    Any chance to share the code of your simple conditions please? In order to isolate the problem, it is necessary for us to replicate the same issue! thanks.

    #116669 quote
    GraHal
    Participant
    Master

    First time I came across that kind of period for the MACD?

    Yeah weird eh! It came out that way from the Easy Creation Tool, I did nothing.

    #116702 quote
    Vonasi
    Moderator
    Master

    I see that error message sometimes if my internet or wifi is weak or it is a weekend and lots of other people are on the local internet! Sometimes the connection is weak for too long during a back test and the back test stops as the connection to the PRT servers is lost I guess. Are you on a good internet connection?

    GraHal thanked this post
    #116714 quote
    IRP
    Participant
    New

    Hey Vonasi!

    Thanks for the feedback.  Just checked, and it’s 94.5 mbps.

    #116715 quote
    IRP
    Participant
    New

    Hello there … I just proceeded as per your suggestion and error still occurs.

    I have used the itnernet connection of my neighbor as well and error still occurs.  Obs: my speed is 95.4 mbps.

    #116716 quote
    IRP
    Participant
    New

    Hello GraHal,

     

    The simple code I used follows for your review.  Many thanks!!!!

     

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time.
    DEFPARAM FLATBEFORE = 100000
    // Cancel all pending orders and close all positions at the "FLATAFTER" time
    DEFPARAM FLATAFTER = 171500
    
    // Conditions to enter long positions
    c1 = (high >= low[10])
    
    IF c1 THEN
    BUY 1 CONTRACT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator1 = Williams[32](close)
    c2 = (indicator1 < indicator1[1])
    
    IF c2 THEN
    SELL AT MARKET
    ENDIF
    #116717 quote
    IRP
    Participant
    New

    The above code was done just for testing purposes just to see if I would get an error message or not (got the error message, sadly speaking)

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System Error Message when Probacktesting


ProOrder: Automated Strategies & Backtesting

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IRP @irp Participant
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This topic contains 25 replies,
has 4 voices, and was last updated by IRP
6 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/11/2020
Status: Active
Attachments: 5 files
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