Carver Hybrid ProOrder Code

grimweasel47 · Mon, 13 Jan 2020 12:45:47 +0000

Hi Folks I’m moving on from my basic breakout indicator to try and code a simple trend following system with some ATR inputs for risk sizing and profit taking. The system should trade the Daily TF of xxx FX pair. The rules are quite simple. Long 21ema >63ema AND Carver 1 indicator >0 AND price is greater than previous day’s close Short 21ema <63ema AND Carver 1 Indicator <0 AND price is lower than previous day’s close I’m getting a infinite loop error so any help would be appreciated! Also any other glaring code errors you see would be insightful! I have placed the indicator code for Carver 1 below the Pro Real Code. defparam cumulateorders=false // --- settings balance = 10000 //balance of the strategy when activated the first time minlot = 1 //minimum lot size for the current instrument (example: 1 for DAX) riskpercent = 2 //risk percent per trade //activationtime = 220000//Close time of the candle to activate the strategy //LimitHour = 130000 //Time to close off strategy if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Friday daytrading=0 endif if dayofweek=6 or dayofweek=7 then //Sat and Sun daytrading=0 endif //-- indicators ema = exponentialaverage[63](close) ema2 = exponentialaverage[21](close) EMAabove = ema2>ema EMAbelow = ema2<ema atr = averagetruerange[24] hh = highest[1](high)+1 ll = lowest[1](low)-1 //set Breakout LongBO = CALL"Carver 1"[close >0.01] ShortBO= CALL"Carver 1"[close <0.00] Long = emaabove and LongBO Short = emabelow and ShortBO if intradaybarindex=0 then alreadytraded = 0 case = 0 levelhi = 0 levello = 0 endif if onmarket or (onmarket[1] and not onmarket) or (currentprofit<>strategyprofit) then alreadytraded = 1 endif //if time=activationtime then // case 1 : If price candle touches MA (even wicks) then look at high or low of signal candle if high>ema and low<ema then case = 1 levelhi = CALL"#floor and ceil"[high,10.0,1] levello = CALL"#floor and ceil"[low,10.0,-1] endif //case 2 : If price is above the MA then only trade long BUT only above the highest high of the past 24 hrs if close >ema and long and case = 0 then case = 2 levelhi = hh[1] endif //case 3 : If price is below the MA then only trade short BUT only below the lowest low of the past 24 hrs if close <ema and short and case = 0 then case = 3 levello = ll[1] endif //endif if alreadytraded = 0 then //money management if case=1 then daytrading=0 else StopLoss = 1*ATR endif Risk = riskpercent/100 //calculate contracts equity = balance + StrategyProfit maxrisk = round(equity*Risk) size = max(minlot,abs(round((maxrisk/StopLoss)/PointValue)*pipsize)) //in all cases put pending orders on market while case <> 0 and daytrading=1 do //(time >= activationtime and time <=LimitHour) do if levelhi>0 then buy size contract at levelhi stop endif if levello>0 then sellshort size contract at levello stop endif wend endif // Friday 22:00 Close ALL operations. IF onmarket and (DayOfWeek = 5 AND time >= 220000) THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF //set target and profit if case = 1 then daytrading=0 endif if case = 2 or case = 3 then set target profit 1.4*ATR set stop loss StopLoss endif currentprofit = strategyprofit //debugging //graph case as "case" //graph time=activationtime coloured(100,120,133) as "activation time!" //graph time //graph ema //graph levelhi coloured(0,200,0) as "level high" //graph levello coloured(200,0,0) as "level low" //graph size as "mm" n=21 a = highest[n](high[0]) b = lowest[n](low[0]) c = (a+b)/2 scaledprice = (close-c)/(a-b) zero =0 return scaledprice as "scaled price"

This topic has 44 replies, 11 voices, and was last updated 4 years ago by grimweasel47.

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01/16/2020 at 12:28 PM #116980

GraHal

Francesco wrote:

1 parameter instead of 0 expected”

Yeah I’ve been waiting for somebody to point out above.

Maybe @grimweasel47 posted a different code than that which he posted results for?

I copied the Carver 1 Indicator into the System code, I got it going, but it still needed tweaking even so.

I’ll try and find the time today or tonight to get the Call instruction working (as per Grim’s code) as it’s all grist to the mill! 🙂

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Francesco

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01/16/2020 at 12:42 PM #116981

grimweasel47

Hi All

Yes the errant zero line can be removed as redundant. I supplied the code for Carver 1 so I can’t think why it’s not working. It’s a very simple indicator, maybe ‘add new indicator’ and copy the code into the box and start from there?

Wrt to the test engine, as I’m using the Daily chart would this negate the back test engine looking intraday? As I have a trailing stop set at 0.25*ATR would this be picked up by the test from a daily chart or not?

Thanks

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01/16/2020 at 12:51 PM #116982

Francesco

Would you maybe share the itf files of both indicator and strategy?

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01/16/2020 at 1:06 PM #116984

grimweasel47

Voila!!

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01/16/2020 at 2:54 PM #116989

spaanemtrading

I also tried to test/run this code. Got the same error code? Tried to // the zero but then got the failure code in probacktest. then i tried to return zero, but same failure code.

Not before i downloaded @Grahal `s version than i got it to work. What did you do with the code to get it to work? will try to run the new version whit trailing stop now to see if i can get that to work.

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01/16/2020 at 3:03 PM #116990

spaanemtrading

Tried to run the new version with trailing stoploss ass well. Getting the same failure code? (see attachment)

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01/16/2020 at 3:32 PM #116993

GraHal

spaanemtrading wrote:

What did you do with the code to get it to work?

I can’t understand how Grim’s version works for him … as it does not work for any of us?

I had to do several tweaks to get it to work. I do these rather quick (as I not know if I’m wasting my time etc) and I forget what I did … unless I went back over the process again.

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01/16/2020 at 4:13 PM #116997

Francesco

Tryed out the last version of the itf files posted by grim and everything worked without errors; but the system does not perform as in the recent screenshots.

I noticed that the tick by tick mode was off, did you ever tested the strategy with that off?
In that case, the results would be “fake”

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01/16/2020 at 4:39 PM #117000

spaanemtrading

Tanks for your reply @GraHal. I just downloded the latest itf file that grim posted,got the same error code for the carver 1 indicator here as-well. But when i returned zero then it worked fine.

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01/16/2020 at 5:36 PM #117004

GraHal

spaanemtrading wrote:

But when i returned zero then it worked fine.

Hahah … nice one!!!

Yeah that was what the Zero was for … to give a zero line on the Indicator!

We’re all learning something and helping each other! 🙂

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grimweasel47

GraHal
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01/16/2020 at 6:16 PM #117007

grimweasel47

Hi guys – thanks for the confirmation. My IG Demo account ended abruptly, so I can’t test on tick by tick data. What results did it produce then? I’m using a 2 week Demo from PRT currently, but if I want to continue using PRT I guess I will have to fund my IG Live account with £30 each month to allow for ‘advanced charting’!

I had tested an intraday strategy that produced good results in back testing but just remained static or gradually bled to death in Forward testing for over a year, ergo reinforcing my belief that most intra-day strategies are not profitable esp those that trade frequently because of the costs -esp with FX, as it’s very costly to trade contrary to most people’s opinions.

I knew the results were flawed somehow as the equity curve was straight at 45 degrees!.

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01/17/2020 at 7:44 PM #117111

nonetheless

Is it the end of the road for this one? Had looked so promising. I got it to run, but not with tick by tick … results were spectacular but meaningless.

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01/17/2020 at 8:54 PM #117116

GraHal

nonetheless wrote:

Is it the end of the road for this one?

Hate to see nothing at the end so attached is something! 🙂

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01/17/2020 at 9:04 PM #117120

nonetheless

At least yours looks believable. Mine’s showing €2m profit in 10 years! like, seriously?

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01/17/2020 at 9:07 PM #117122

GraHal

And here’s another

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Carver Hybrid ProOrder Code

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