Above 90% winning rate but auto stopped out from running in Proorder

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  • #114222 quote
    kkkok288
    Participant
    Junior

    Hi, kindly refer to the attachment for 2 EAs.

    Based on the backtest result of 100,000 units, the EAs show high winning rate of more than 90% with minimal stop loss.

    However, when I put them to run in Proorder, I discover that the EAs are automatically stopped from the system in the next morning.

    Two weeks ago, I had informed this problem to help centre but they cannot settle it till now.

    Could anyone please help me in this matter? I have another 20EAs having the same problem.

    Many thanks,

    Roger

    us15m-Sarmo010vost-testcfd3.itf us15m-DImaccimovoatr-testcfd3.itf
    #114225 quote
    Vonasi
    Moderator
    Master

    What is the rejected order in your orders list?

    #114228 quote
    kkkok288
    Participant
    Junior

    The system asks me to add the code “DEFPARAM PreLoadBars = 2000” for the EA’s parameter.

    I have added the code in the 2 EAs but it doesn’t work.

    Then I contact help centre again but no solution provided from them.

    Many thanks,

    Roger

    #114232 quote
    GraHal
    Participant
    Master

    try adding DEFPARAM PreLoadBars = 10,000

    I’m going to try your EA’s now.

    EDIT / PS

    What market are they on … US Tech100, DJI or what and what Timeframe please??

    #114233 quote
    Vonasi
    Moderator
    Master

    If the code is not too long then it might be a good idea to post it here using the ‘Insert PRT Code’ button rather than as an ITF file. This avoids people having to open their platform and import the files just to see if there is something in the code that is causing the problem.

    #114234 quote
    robertogozzi
    Moderator
    Master

    I also received that messages several times on several strategies. They sometimes stop, while sometimes they don’t. No matter how many PRELOADBARS I set.

    I never investigated to see what really causes these problems, but since they occur only on some strategies and not on others, I guess there must be some code that is not 100% compatible with DEFPARAM PRELOADBARS.

    It’s sounds a bit like ONCE, the only place where it works as expected is ProOrder, while ProScreener hates it! ProBuilder doen’t love it too much. In the latter two tools I started replacing ONCE with IF BarIndex = 0 THEN… without addressing PRT anymore.

    #114237 quote
    GraHal
    Participant
    Master

    us15m DImaccimovoatr testcfd3

    I’ve set both EA’s going on DJI 15 min FT on Demo … I’ll report back.

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated
    
    // Conditions to enter long positions
    indicator1 = Average[1](DI[14](close))
    c1 = (indicator1 CROSSES OVER -40)
    indicator2 = Momentum[12](close)
    c2 = (indicator2 <= -350)
    indicator3 = CCI[20]
    c3 = (indicator3 < -95)
    
    IF c1 AND c2 AND c3 THEN
    BUY 1 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to exit long positions
    indicator4 = SAR[0.02,0.02,0.2]
    c4 = (close CROSSES UNDER indicator4)
    
    IF c4 THEN
    SELL AT MARKET
    ENDIF
    
    // Conditions to enter short positions
    indicator5 = Average[1](DI[14](close))
    c5 = (indicator5 CROSSES UNDER 10)
    indicator6 = Momentum[12](close)
    c6 = (indicator6 <= 33)
    indicator7 = Volume
    c7 = (indicator7 <= 1300)
    indicator8 = Volume
    c8 = (indicator8 >= 100)
    indicator9 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator10 = MACDline[12,26,9](close)
    c9 = (indicator9 <= indicator10)
    indicator11 = Average[5](volume)-Average[25](volume)
    c10 = (indicator11 >= -300)
    indicator12 = AverageTrueRange[14](close)
    c11 = (indicator12 >= 12)
    indicator13 = Stochastic[14,3](close)
    c12 = (indicator13 < 88)
    indicator14 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator15 = MACDline[12,26,9](close)
    c13 = (indicator14[1] < indicator15[1])
    indicator16 = ExponentialAverage[9](MACDline[12,26,9](close))
    indicator17 = MACDline[12,26,9](close)
    c14 = (indicator16[2] < indicator17[2])
    c15 = (close < close[1])
    indicator18 = MoneyFlowIndex[14]
    c16 = (indicator18 <= 75)
    indicator19 = MoneyFlowIndex[14]
    c17 = (indicator19 >= 40)
    indicator20 = Momentum[12](close)
    c18 = (indicator20 >= 20)
    
    IF c5 AND c6 AND c7 AND c8 AND c9 AND c10 AND c11 AND c12 AND c13 AND c14 AND c15 AND c16 AND c17 AND c18 THEN
    SELLSHORT 1 PERPOINT AT MARKET
    ENDIF
    
    // Conditions to exit short positions
    indicator21 = SAR[0.02,0.02,0.2]
    c19 = (close CROSSES OVER indicator21)
    
    IF c19 THEN
    EXITSHORT AT MARKET
    ENDIF
    
    Nicolas thanked this post
    #114242 quote
    kkkok288
    Participant
    Junior

    Hi, GraHal

    Thank you very much.

    Yes, you are right.

    The EA is for DJI market and based on 15 min timeframe.

    #114247 quote
    GraHal
    Participant
    Master

    hahah I guessed right, well I tried it on a few TF’s.

    Performance results look good and I like that lots of trades are in and out in a few hours!

    Only an OOS / Forward Test will give confidence.

    Like Roberto, I’ve had that ‘preLoad bars’ error message kinda randomly and never got to the bottom of it to any satisfaction as I recall.

    #114263 quote
    Roger
    Participant
    Veteran

    It seems like you have worked by using the “simplified creation” mode and not from scratch. Maybe if you copy paste your code in a new system it will work better… just an idea

    GraHal thanked this post
    #114296 quote
    kkkok288
    Participant
    Junior

    I have copied paste the code to another new EA and add ‘DEFPARAM PreLoadBars = 2000 for the parameter.

    But it still doesn’t work.

    I have few other EAs having the same problem.

    #114304 quote
    Nicolas
    Keymaster
    Master

    Maximum preloadbars is 10.000, try with: DEFPARAM PreLoadBars = 10000

    What is the timeframe?

    #114312 quote
    kkkok288
    Participant
    Junior

    Hi Nicolas

    The EA is for DJI market and based on 15 min timeframe.

    Are you going to try for me? I know you are the expert in this area.

    #114315 quote
    GraHal
    Participant
    Master

    There you go … one has successfully taken a trade!

    I used DEFPARAM PreLoadBars = 10000.

    kkk.jpg kkk.jpg
    #114323 quote
    Nicolas
    Keymaster
    Master

    MoneyFlowIndex uses Volumes and you are also using average of Volumes. Why are you using it 24h/24h while no volumes are available before and after market hours?

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Above 90% winning rate but auto stopped out from running in Proorder


ProOrder: Automated Strategies & Backtesting

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kkkok288 @kkkok288 Participant
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This topic contains 71 replies,
has 7 voices, and was last updated by kkkok288
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/05/2019
Status: Active
Attachments: 7 files
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