No positions with a weekly multi timeframe strategy

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03/19/2019 at 1:32 PM #94022 quote

Crillezz
Participant

Veteran

Hello! I have worked with a strategy in several timeframes. Takes buy and sell signal in 1 minute timeframe but only if certain cretaries are met in the weekly timeframe. When I run it in ProOrder in a demo acount it does not take any positions.

And when I backtest, it needs at least 50000 units to get some signals. How do I solve that problem in ProOrder?

03/19/2019 at 2:00 PM #94023 quote

robertogozzi
Moderator

Master

Make conditions easier to be met.

If you post your code we might be of more help.

03/20/2019 at 11:36 AM #94138 quote
Crillezz
Participant

Veteran
Ok here it is.

That’s just one example. Don’t know how many units ProOrder works with?
```
// 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 = 080000
// Cancel all pending orders and close all positions at the "FLATAFTER" time
DEFPARAM FLATAFTER = 220000

// Conditions to enter short positions
indicator1 = RSI[a](close)
c1 = (indicator1 > s)

TIMEFRAME(weekly,updateonclose)
indicator11 = Stochastic[6,3](close)
indicator22 = Average[5](indicator11)
c2 =(indicator11 < indicator22)

IF (c1 AND c2) THEN
sellshort 1 CONTRACT AT Market
ENDIF

// Stops and targets
SET STOP pTRAILING 45
SET TARGET pPROFIT 25
```
pr1.png pr2.png
03/20/2019 at 11:48 AM #94141 quote

Nicolas
Keymaster

Master

Data history must be loaded for the indicators calculation to be made, that’s why you don’t get signals by reducting the units displayed. Getting weekly timeframe data from a 1 minute chart needs a lot of bars!

Crillezz thanked this post

03/20/2019 at 11:54 AM #94143 quote

Crillezz
Participant

Veteran

Yes.

And how do I get ProOrder to work with 50000 bars or more?

03/21/2019 at 9:54 AM #94248 quote

Crillezz
Participant

Veteran

Is it possible to get ProOrder to work with more bars?

03/21/2019 at 10:24 AM #94252 quote
robertogozzi
Moderator

Master
Maximum allowed by pProOrder is
```
DEFPARAM PreloadBars=10000
```
Crillezz thanked this post
03/21/2019 at 10:43 AM #94254 quote

Nicolas
Keymaster

Master

Roberto is right, but there’s maybe another possibility. I asked ITF about that specific case and i’m waiting for the answer..

03/21/2019 at 11:38 AM #94257 quote

Crillezz
Participant

Veteran

Thanks. I want to try a strategy in ProOrder because I can’t back test so far with 1min timeframe. Next version of Prorealtime you can back test longer, right? 🙂

03/21/2019 at 12:58 PM #94264 quote

Nicolas
Keymaster

Master

Crillezz wrote:

Next version of Prorealtime you can back test longer, right?

Yes, with 1M bars!

03/22/2019 at 1:02 PM #94400 quote
Crillezz
Participant

Veteran
Ok. Now I have tried this code, and I get no signals in ProOrder?

Please note that I have tried other markets than DAX. There I have signals in my backtest but not in ProOrder.
```
DEFPARAM PreloadBars=100000

// 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 = 080000
// Cancel all pending orders and close all positions at the "FLATAFTER" time
DEFPARAM FLATAFTER = 220000

// Conditions to enter short positions
indicator1 = RSI[a](close)
c1 = (indicator1 > s)

TIMEFRAME(weekly,updateonclose)
indicator11 = Stochastic[6,3](close)
indicator22 = Average[5](indicator11)
c2 =(indicator11 < indicator22)

IF (c1 AND c2) THEN
sellshort 1 CONTRACT AT Market
ENDIF

// Stops and targets
SET STOP pTRAILING 45
SET TARGET pPROFIT 25
```
03/22/2019 at 2:36 PM #94405 quote

Vonasi
Moderator

Master

Crillezz – Please try to remember to use the ‘Insert PRT Code’ button when posting code. I have tidied up your post for you. 🙂

03/22/2019 at 2:40 PM #94406 quote
GraHal
Participant

Master
Crillezz wrote:

I have signals in my backtest but not in ProOrder.

Over what period have you Forward Tested in Pro Order Auto Trading (I assume that is what you are referring to above when you say Pro Order?)?

Also you must be a very patient chap to wait all week (using update on close) to make £25 or am I missing somethng here?? 🙂
```
TIMEFRAME(weekly,updateonclose)

SET STOP pTRAILING 45
SET TARGET pPROFIT 25
```
EDIT / PS

I don’t get any trades over 1000 bars on a Weekly TF Backtest with attached in the optimiser for a and s

Crill.jpg
03/22/2019 at 3:05 PM #94413 quote

GraHal
Participant

Master

My Backtest above was on the DJI btw.

Just BT’d on the DAX … same no trades on Weekly TF … not even any zero bar trades also I mean on either DJI or DAX on Weekly TF

I get trades on DAX on the 1 Hour TF as attached

Crill-2.jpg
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