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

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Viewing 12 posts - 61 through 72 (of 72 total)
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  • 12/19/2019 at 9:26 AM #115212
    Nicolas

    You could try with something like:

    This will prevent the code to call the MFI if no volumes at all were present during the last needed periods of calculation (not tested).

    12/19/2019 at 9:26 AM #115213
    GraHal

    @kkkok288 did you try below so that the EA only tries to execute during normal trading hours … so substitute 080000 and 180000 with your normal trading for HS50 in your Timezone?

     

    12/19/2019 at 9:33 AM #115214
    GraHal

    Nicolas snippet using ‘summation’ added to here as Log 193

    Snippet Link Library

    12/19/2019 at 11:42 AM #115246
    Nicolas

    Thanks GraHal, that’s the first idea I proposed, but if there were no Volumes in the last X periods prior to starttime, then the problem is the same. I think that my last code snippet is the best workaround.

    12/23/2019 at 6:56 PM #115426
    GraHal

    @kkkok288   how did you go on with the HS50 Systems?

    I am currently having a go … surprising how the results change when using Nicolas suggestion?

    12/27/2019 at 11:52 PM #115509
    kkkok288

    Hi, GraHal

    Just came back form the Christmas holiday. I apologise for the late reply.

    As I said last time, I am not good in coding.

    Hence, I replace the MFI with Stochastic and CCI indicators in order for the EA to run  smoothly.

    Of course, the result will change after the replacement.

    For those timeframe >=30m, I can continue using MFI.

    12/28/2019 at 12:22 PM #115517
    GraHal

    Hey I just had an idea I will try later …

    Problem is that Backtest (BT) will probably show … (summation[14](volume>0)=14) = 1 … whereas that is often not the case in Live Forward Test (FT) which is why we get such disparity of results between BT and FT.

    How can BT calculate MFI with no volume whereas FT doesn’t??

    It’s as if BT uses a different calculation and ignores periods with no volume and moves onto the next period until if finds the most recent 14 periods  with volume?? However, those most recent 14 periods with volume may extend over 20 to 30 elapsed periods + (with several of the 30 elapsed periods containing no volume)??

    Anyway above was an idea / thoughts that just came to me while cleaning my teeth!   Good to get the brain going again after all the booze and food!!?? 🙂

    12/28/2019 at 11:27 PM #115548
    kkkok288

    Hi GraHal

    Thank you for your effort.

    I am also wondering why MFI can work in BT and not FT.

    This is very confusing to the traders. Is there any way we can highlight this problem to the ProRealTime team directly?

    I always got rejected from IG help centre by asking me to add ProLoadBars = 20000 or saying the problem was already forwarded to relevant department and waiting for the feedback.

     

    01/07/2020 at 11:06 PM #116175
    GraHal

    @kkkok288 I have been doing some work on another System which was getting randomly stopped, see here

    https://www.prorealcode.com/topic/trading-system-automatically-stopped/

    We are not 100% sure yet, but it is looking like it might be a divide by zero problem due to there being no bars / phantom bars and so calculations cannot be performed as expected.

    I can’t help think that maybe the Issue with your Systems getting stopped might be of similar origin?

    Have you got any nearer to a solution or have you abandoned the Systems??

     

    01/08/2020 at 9:20 AM #116183
    Nicolas
    kkkok288 wrote:

    This is very confusing to the traders. Is there any way we can highlight this problem to the ProRealTime team directly?

    PRT/ITF is actually working to add more precise  error messages for each specific case. It will help us a lot finding why some issues arise sometimes!

    01/08/2020 at 9:56 AM #116185
    kkkok288

    Hi GraHal

    As I told you last time, I just modified my EA by replacing the MFI with other indicators e.g. CCI, stochastic as well as RSI. I am still able to maintain 80% gain as compared to using MFI previously.

     

     

    01/08/2020 at 10:04 AM #116186
    kkkok288

    Hi Nicolas

    I never directly deal with PRT before.

    My bad experience is only with the help centre from IG. They said they have forwarded my problem to PRT. Till now, I do not receive any feedback from them.

    So far, the error message is just keep on asking me to add PRELOADBARS = 20000 only.

     

     

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