Hi Nicolas,

thanks for your reply.

I will double check to make sure that positions are balanced because of rounding, and that this hasn’t caused a problem somehow.

I do know what you mean about closing all orders, and I will try different variations of this.

As I mentioned in the second block of code snippet in my initial post above , with my first attempt to fix this problem I did try to exit out of all positions first, before trading in the opposite direction – market exit code used as per below (for shorts):

if shortonmarket then
exitshort at market
endif

and then placed a buy order for a positionsize directly after it.

The 2nd block of code in my initial post (with exitshort) works fine/gives the exact same backtest result as my initial code, but again when I try to set it up for live trading, the error message is displayed.

In theory, this should counteract any out of balance positions, because you are starting with a clean book with no positions before you take on a new order, right?

And by just saying “exitshort at market”, you are not specifying a quantity in the instructions for disposal – which seems to be the initial problem that I was dealing with. So this problem should be solved, but it still doesn’t seem to be?

Is it possible – to exitshort at market – and then – buy new positions all in the same bar/candle/same run of code? This is what I’m aiming for.

Many thanks,

Finning.

Hi GraHal,

Yes I have cumulate orders as true. I really do need to keep it that way as it greatly helps system performance.

I will try with this setting as false and see what difference it makes.

There aren’t any other ways that you can think of to get around this problem?

Many thanks,

Finning

Hi all,

thanks for your help with this.

I did manage to solve this problem – though the problem wasn’t  where I was initially looking/what I first asked for help with.

Later on in my code, I had a device to exit over leveraged, under-performing positions. I didn’t look at this initially, because I didn’t have any numbers associated with it. Turns out though that this is where the problem was.

The below code is what gave the error:

If EQUITYCURVE < 1000 and (abs(countofposition))>1 and positionperf<-0.004 then
sell Countoflongshares shares at market
exitshort countofshortshares shares at market
endif

And by just getting rid of the “countoflongshares shares/countofshortshares shares” commands the error problem has now gone away.

If EQUITYCURVE < 1000 and (abs(countofposition))>1 and positionperf<-0.004 then
sell at market
exitshort at market
endif

I didn’t think that countoflongshares/countofshortshares was a numerical command (though it deals with numbers) – more of a “total” command – so I didn’t look there to start with.

By simplifying the code and getting rid of something I probably didn’t need in the first place the problem was eliminated.

Cheers,

Finning.