How to count iterative bars

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  • #80181 quote
    maleczek
    Participant
    Junior

    Hi All,

    In the past I have successfully programmed snippets of code in VBA and other languages … but I am struggling with counting in ProRealTime.

    Having played with the variables and ran it in ProBacktest – it’s not getting much clearer to me.

    What I am trying to do is Buy or Sell based on Condition 1 (C1) or Condition 2 (C2) respectively and close at the end of what would be the same 5 minute bar.

    As I need to buy at the beginning of the 5 min candle and sell at the end, I have set the bar to 10 second so that I can buy 10 seconds after C1 or C2 is satisfied (beginning of second bar) and then count 29 more bars to close after 5 minutes i.e. 300 seconds.

    // SET MARKET TIME TO 10 seconds
    //DEFPARAM stuff here
     
    IF time < 145000 THEN
    stake = 1
    x = 1
    ENDIF
    
    // time entry and exit limits here
    
    IF timeEnterbefore AND timeEnterAfter AND NOT daysForbiddenEntry THEN
    
     IF x = 1 THEN
    
      IF NOT ShortOnMarket AND C1 THEN
       BUY stake PERPOINT AT MARKET
        SET STOP pLOSS 20  // Safety Stop
      ENDIF
    
      IF NOT LongOnMarket AND C2 THEN
       SELLSHORT stake PERPOINT AT MARKET
        SET STOP pLOSS 20
      ENDIF
     ENDIF
    
    //End of Buying section and if nothing bought then onto bar increment x anyway
    
    x = x + 1
    
     IF x = 30 THEN
    
      IF LongOnMarket THEN
       SELL stake PERPOINT at MARKET
      ENDIF
    
      IF ShortOnMarket THEN
       EXITSHORT stake PERPOINT at MARKET
      ENDIF
    
      x = 1
     ENDIF
    ENDIF

     

    When run on Probacktest I get counts of 29 and other times 95 or other number of bars on the market.

    I did start using a FOR/Next loop but had other problems …

    Any ideas most welcome, Thank you!

    #80187 quote
    Nicolas
    Keymaster
    Master

    What are timeEnterbefore AND timeEnterAfter?

    Did you try to GRAPH x? To know if it is correctly incrementing?

    #80193 quote
    maleczek
    Participant
    Junior

    Hi Nicolas,

    The variables TimeEnterBefore = 150000 and TimeEnterAfter = 210000

    I will have a look at ‘GRAPH x’

    Thank you

    #80194 quote
    Nicolas
    Keymaster
    Master

    The variables TimeEnterBefore = 150000 and TimeEnterAfter = 210000

    I’m not sure you gave me the right values 🙂 It should be 2 boolean variables, and they are not!

    #80197 quote
    maleczek
    Participant
    Junior

    Hi Nicolas,

    The preceding lines were:

    noEntryBeforeTime = 150000
    timeEnterBefore = time >= noEntryBeforeTime

    noEntryAfterTime = 210000
    timeEnterAfter = time <= noEntryAfterTime

    Thanks

    #80199 quote
    maleczek
    Participant
    Junior

    Hi Nicolas,

    Thank you for your time … suggesting ‘Graph x’ has allowed me to see step by step what is going on.

    I haven’t figured out yet why I am losing a count of one but feel confident that being able to zoom in and examine the execution of the code in relation to the count of ‘x’ using ‘Graph’ I’ll have it sorted.

    Thank you for your patience and advice.

    Joe

    Nicolas thanked this post
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How to count iterative bars


ProBuilder: Indicators & Custom Tools

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maleczek @maleczek Participant
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This topic contains 5 replies,
has 2 voices, and was last updated by maleczek
7 years, 5 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 09/11/2018
Status: Active
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