Coin Toss Code Issue

• 05/03/2017 at 2:10 PM #34425
  random45689

  Hi All

  I know this is a big ask as it is a lot of code to wade through but hopefully someone might be able to spot the issue/provide some feedback as to what is wrong with my code below

  Basically I have all but given up on using any indicators/techniques for order entry and have decided instead to rely on the good old Coin Toss for order entry -> heads = buy tails = sell – then the majority of the strategy is how the trade is managed

  Sounds daft I know but strategies both in demo and live have been performing better than average

  The problem is that occasionally (after a week/couple weeks) and only some not all of the strategies will fail with the DEFPARAM/load more bars error and I cannot work out what is causing the problem – I’ve highlighted the part of code I ‘think’ is causing the problem but it is not using any indicators – it is only the random number generator that uses indicators and the ‘largest’ is the RSI[14] so 2000 bars is more than enough to load

  Difficult to go into all the details of how strategy is working but if there is any interest/feedback just ask away and more than happy to try and explain 🙂

  Cheers!

  Max

  //================= PARAMETERS ================ //********************************************* DEFPARAM PRELOADBARS = 2000 DEFPARAM CUMULATEORDERS = FALSE //============== CONSTANTS ==================== //********************************************* ONCE MINPOSITIONSIZE=1 //MINIMUM ORDER SIZE AS PER IG OR WHATEVER YOU CHOOSE - POSITION SIZE WILL ALSO INCREASE/DECREASE BY THIS FIGURE ONCE MYNUMBER=CURRENTSECOND //INITIAL SEED FIGURE FOR RANDOM NUMBER GENERATOR ONCE POSITIONMULTIPLIER=4 //BASICALLY 'HOW MANY WINS BEFORE POSITION SIZE INCREASES' ONCE COUNT = 0 //USED TO HOLD OFF ATR CALCULATION UNTIL FIRST CHANGE OF HOUR HAS OCCURRED ONCE HIGHESTHIGH = 0 //USED IN ATR CALCULATION ONCE LOWESTLOW = LOW[1]*10000 //USED IN ATR CALCULATION ONCE INITIALATR=21.706 //THIS IS TAKEN MANUALLY FROM A HIGHER TIMEFRAME CHART USING BASIC INDICATOR - ATR=AVERAGETRUERANGE[8](CLOSE) AVERAGEATR=AVERAGE[1000] - MOSTLY USE 1 OR 2 HOUR TIMEFRAME ONCE FIRSTTRADE=0 //USED TO ALLOW MANUAL TRADE FOR FIRST TRADE //========== SPREAD VARIATIONS ================ //********************************************* IF Time >= 070000 AND Time < 080000 THEN SPREAD=2 ELSIF Time >= 080000 AND Time < 163000 THEN SPREAD=1 ELSIF Time >= 163000 AND Time < 210000 THEN SPREAD=2 ELSE SPREAD=5 ENDIF //======== 'RANDOM' NUMBER GENERATOR ========== //********************************************* MYNUMBER=round(((((RSI[14]*RSI[8])*(HIGH[MYNUMBER]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)-ROUND((((RSI[14]*RSI[8])*(HIGH[MYNUMBER]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)/10-0.49)*10)-0.4)/10 RANDOM=ROUND(MYNUMBER[(MYNUMBER*10)]) //SLIGHTLY EDITED VERSION OF CODE FROM HERE - https://www.prorealcode.com/topic/random-value/ - THANK YOU @WING! //================ STRATEGY =================== //********************************************* IF COUNT = 0 THEN AVERAGEATR=INITIALATR //ALLOWS FOR IMMEDIATE ORDER ENTRY ON STRATEGY START ENDIF IF OPENHOUR<>OPENHOUR[1] THEN //1HRAVGATR - USED IF TAKING AVERAGEATR FROM 1 HOUR CHART //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=1 AND OPENHOUR=2) OR (OPENHOUR[1]=3 AND OPENHOUR=4) OR (OPENHOUR[1]=5 AND OPENHOUR=6) OR (OPENHOUR[1]=7 AND OPENHOUR=8) OR (OPENHOUR[1]=9 AND OPENHOUR=10) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=13 AND OPENHOUR=14) OR (OPENHOUR[1]=15 AND OPENHOUR=16) OR (OPENHOUR[1]=17 AND OPENHOUR=18)OR (OPENHOUR[1]=19 AND OPENHOUR=20) OR (OPENHOUR[1]=21 AND OPENHOUR=22) THEN //2HRAVGATR - USED IF TAKING AVERAGEATR FROM 2 HOUR CHART //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=2 AND OPENHOUR=3) OR (OPENHOUR[1]=5 AND OPENHOUR=6) OR (OPENHOUR[1]=8 AND OPENHOUR=9) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=14 AND OPENHOUR=15) OR (OPENHOUR[1]=17 AND OPENHOUR=18) OR (OPENHOUR[1]=20 AND OPENHOUR=21) THEN //3HRAVGATR - USED IF TAKING AVERAGEATR FROM 3 HOUR CHART //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=3 AND OPENHOUR=4) OR (OPENHOUR[1]=7 AND OPENHOUR=8) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=15 AND OPENHOUR=16) OR (OPENHOUR[1]=19 AND OPENHOUR=20) THEN //4HRAVGATR - USED IF TAKING AVERAGEATR FROM 4 HOUR CHART //ONGOING ATR CALCULATION BEGIN (THIS IS WHERE I THINK THE PROBLEM IS...) IF COUNT = 1 THEN AVERAGEATR=((INITIALATR*999)+TR0)/1000 IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN TR0 = HIGHESTHIGH-LOWESTLOW ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) TR0 = MAX(B1,B2) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) TR0 = MAX(C3,C4) ENDIF ENDIF IF COUNT = 2 THEN AVERAGEATR = ((AVERAGEATR*999)+TR0)/1000 IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN TR0 = HIGHESTHIGH-LOWESTLOW ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) TR0 = MAX(B1,B2) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) TR0 = MAX(C3,C4) ENDIF ENDIF HIGHESTHIGH = HIGH LOWESTLOW = LOW PREVIOUSBLOCKHIGH = HIGHESTHIGH[1] PREVIOUSBLOCKLOW = LOWESTLOW[1] PREVIOUSBLOCKCLOSE = CLOSE[1] IF COUNT < 2 THEN COUNT=COUNT+1 ENDIF ELSE HIGHESTHIGH = MAX(HIGHESTHIGH,HIGH) LOWESTLOW = MIN(LOWESTLOW,LOW) IF COUNT>=1 THEN IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN A1 = HIGHESTHIGH-LOWESTLOW TR0 = MAX(TR0,A1) ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) B3 = MAX(B1,B2) TR0 = MAX(TR0,B3) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) C5 = MAX(C3,C4) TR0 = MAX(TR0,C5) ENDIF ENDIF ENDIF //ONGOING ATR CALCULATION END //******************************************* //================TRADING==================== //******************************************* //ORDER ENTRY BEGIN IF NOT ONMARKET THEN IF STRATEGYPROFIT<-(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN //'FAILSAFE' OVERALL STOPLOSS QUIT ENDIF //TRADING BOUNDARIES CALCULATION BEGIN IF POSCOUNT=0 THEN POSITIONSIZE=MINPOSITIONSIZE POSBOUNDARY=(POSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) PREVIOUSPOSBOUNDARY=-POSBOUNDARY TARGETPOSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) ENDIF IF STRATEGYPROFIT > TARGETPOSBOUNDARY THEN PREVIOUSPOSBOUNDARY=POSBOUNDARY POSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) POSITIONSIZE=POSITIONSIZE+MINPOSITIONSIZE TARGETPOSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) POSCOUNT=1 ENDIF IF STRATEGYPROFIT < PREVIOUSPOSBOUNDARY THEN TARGETPOSBOUNDARY=POSBOUNDARY IF TARGETPOSBOUNDARY<=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER)+(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN TARGETPOSBOUNDARY=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER)+(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF POSBOUNDARY=PREVIOUSPOSBOUNDARY IF POSBOUNDARY<=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN POSBOUNDARY=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF PREVIOUSPOSBOUNDARY=POSBOUNDARY-((POSITIONSIZE-MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) IF PREVIOUSPOSBOUNDARY<=0 OR PREVIOUSPOSBOUNDARY=POSBOUNDARY THEN PREVIOUSPOSBOUNDARY=-(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF POSITIONSIZE=MAX(MINPOSITIONSIZE, POSITIONSIZE-MINPOSITIONSIZE) ENDIF //TRADING BOUNDARIES CALCULATION END //POSITION SIZE 'STOPLOSS' BEGIN IF N=1 THEN IF POSITIONSIZE<=HIGHESTPOSITIONSIZE-(2*MINPOSITIONSIZE) THEN QUIT ENDIF ENDIF IF POSITIONSIZE>5*MINPOSITIONSIZE AND POSITIONSIZE<=10*MINPOSITIONSIZE THEN HIGHESTPOSITIONSIZE = MAX(HIGHESTPOSITIONSIZE, POSITIONSIZE) N=1 ENDIF IF N=2 THEN IF POSITIONSIZE<=HIGHESTPOSITIONSIZE-MINPOSITIONSIZE THEN QUIT ENDIF ENDIF IF POSITIONSIZE>10*MINPOSITIONSIZE THEN HIGHESTPOSITIONSIZE = MAX(HIGHESTPOSITIONSIZE, POSITIONSIZE) N=2 ENDIF //POSITION SIZE 'STOPLOSS' END //ORDER ENTRY BEGIN IF FIRSTTRADE=0 THEN SELLSHORT POSITIONSIZE CONTRACT AT MARKET CONTINUATION=1 LADDERCOUNT=1 ELSIF FIRSTTRADE=1 THEN IF RANDOM=1 THEN BUY POSITIONSIZE CONTRACTS AT MARKET CONTINUATION=1 LADDERCOUNT=1 ENDIF IF RANDOM=0 THEN SELLSHORT POSITIONSIZE CONTRACT AT MARKET CONTINUATION =1 LADDERCOUNT=1 ENDIF ENDIF //ORDER ENTRY END ENDIF //ORDER MANAGEMENT BEGIN IF LONGONMARKET THEN STOPLOSS=AVERAGEATR+SPREAD STOPPRICE = TRADEPRICE(1)-STOPLOSS IF CLOSE>TRADEPRICE(1) THEN PRICEDIFFERENCE = CLOSE-TRADEPRICE(1) STOPLADDER = ROUND(PRICEDIFFERENCE/STOPLOSS) IF STOPLADDER<3 THEN STOPLADDER=0 ENDIF CONTINUATION = SUMMATION[LADDERCOUNT](STOPLADDER>=STOPLADDER[1])=LADDERCOUNT LADDERCOUNT=LADDERCOUNT+1 ENDIF ENDIF IF LONGONMARKET AND CLOSE<=STOPPRICE OR CONTINUATION=0 THEN SELL AT MARKET STOPLADDER=0 LADDERCOUNT=1 FIRSTTRADE=1 ENDIF IF SHORTONMARKET THEN STOPLOSS=AVERAGEATR+SPREAD STOPPRICE = TRADEPRICE(1)+STOPLOSS IF CLOSE<TRADEPRICE(1) THEN PRICEDIFFERENCE = TRADEPRICE(1)-CLOSE STOPLADDER = ROUND(PRICEDIFFERENCE/STOPLOSS) IF STOPLADDER<3 THEN STOPLADDER=0 ENDIF CONTINUATION = SUMMATION[LADDERCOUNT](STOPLADDER>=STOPLADDER[1])=LADDERCOUNT LADDERCOUNT=LADDERCOUNT+1 ENDIF ENDIF IF SHORTONMARKET AND CLOSE>=STOPPRICE OR CONTINUATION=0 THEN EXITSHORT AT MARKET STOPLADDER=0 LADDERCOUNT=1 FIRSTTRADE=1 ENDIF //ORDER MANAGEMENT END //********************************************************************************************** //GRAPH POSBOUNDARY coloured(255,0,255) //GRAPH PREVIOUSPOSBOUNDARY coloured(255,0,255) //GRAPH TARGETPOSBOUNDARY coloured(0,0,255) //GRAPH POSITIONSIZE COLOURED(0,0,0,25) //GRAPH STRATEGYPROFIT coloured(0,128,0) //GRAPH AVERAGEATR //GRAPH POSCOUNT //GRAPH STOPLOSS //GRAPH RANDOM //GRAPH STOPLADDER //GRAPH ATR //GRAPH STOPPRICE //GRAPH HIGH //GRAPH LOW //GRAPH HIGHESTHIGH //GRAPH LOWESTLOW //GRAPH PREVIOUSBLOCKCLOSE //GRAPH PREVIOUSBLOCKLOW //GRAPH PREVIOUSBLOCKHIGH //GRAPH PREVIOUSBLOCKCLOSE

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  //================= PARAMETERS ================ //********************************************* DEFPARAM PRELOADBARS = 2000 DEFPARAM CUMULATEORDERS = FALSE   //============== CONSTANTS ==================== //********************************************* ONCE MINPOSITIONSIZE=1 //MINIMUM ORDER SIZE AS PER IG OR WHATEVER YOU CHOOSE - POSITION SIZE WILL ALSO INCREASE/DECREASE BY THIS FIGURE ONCE MYNUMBER=CURRENTSECOND //INITIAL SEED FIGURE FOR RANDOM NUMBER GENERATOR ONCE POSITIONMULTIPLIER=4 //BASICALLY 'HOW MANY WINS BEFORE POSITION SIZE INCREASES' ONCE COUNT = 0 //USED TO HOLD OFF ATR CALCULATION UNTIL FIRST CHANGE OF HOUR HAS OCCURRED ONCE HIGHESTHIGH = 0 //USED IN ATR CALCULATION ONCE LOWESTLOW = LOW[1]*10000 //USED IN ATR CALCULATION ONCE INITIALATR=21.706 //THIS IS TAKEN MANUALLY FROM A HIGHER TIMEFRAME CHART USING BASIC INDICATOR - ATR=AVERAGETRUERANGE[8](CLOSE) AVERAGEATR=AVERAGE[1000] - MOSTLY USE 1 OR 2 HOUR TIMEFRAME ONCE FIRSTTRADE=0 //USED TO ALLOW MANUAL TRADE FOR FIRST TRADE   //========== SPREAD VARIATIONS ================ //********************************************* IF Time >= 070000 AND Time < 080000 THEN SPREAD=2 ELSIF  Time >= 080000 AND Time < 163000 THEN SPREAD=1 ELSIF Time >= 163000 AND Time < 210000 THEN SPREAD=2 ELSE SPREAD=5 ENDIF   //======== 'RANDOM' NUMBER GENERATOR ========== //********************************************* MYNUMBER=round(((((RSI[14]*RSI[8])*(HIGH[MYNUMBER]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)-ROUND((((RSI[14]*RSI[8])*(HIGH[MYNUMBER]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)/10-0.49)*10)-0.4)/10   RANDOM=ROUND(MYNUMBER[(MYNUMBER*10)]) //SLIGHTLY EDITED VERSION OF CODE FROM HERE - https://www.prorealcode.com/topic/random-value/ - THANK YOU @WING!   //================ STRATEGY =================== //********************************************* IF COUNT = 0 THEN AVERAGEATR=INITIALATR //ALLOWS FOR IMMEDIATE ORDER ENTRY ON STRATEGY START ENDIF     IF OPENHOUR<>OPENHOUR[1] THEN //1HRAVGATR - USED IF TAKING AVERAGEATR FROM 1 HOUR CHART   //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=1 AND OPENHOUR=2) OR (OPENHOUR[1]=3 AND OPENHOUR=4) OR (OPENHOUR[1]=5 AND OPENHOUR=6) OR (OPENHOUR[1]=7 AND OPENHOUR=8) OR (OPENHOUR[1]=9 AND OPENHOUR=10) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=13 AND OPENHOUR=14) OR (OPENHOUR[1]=15 AND OPENHOUR=16) OR (OPENHOUR[1]=17 AND OPENHOUR=18)OR (OPENHOUR[1]=19 AND OPENHOUR=20) OR (OPENHOUR[1]=21 AND OPENHOUR=22) THEN //2HRAVGATR - USED IF TAKING AVERAGEATR FROM 2 HOUR CHART   //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=2 AND OPENHOUR=3) OR (OPENHOUR[1]=5 AND OPENHOUR=6) OR (OPENHOUR[1]=8 AND OPENHOUR=9) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=14 AND OPENHOUR=15) OR (OPENHOUR[1]=17 AND OPENHOUR=18) OR (OPENHOUR[1]=20 AND OPENHOUR=21) THEN //3HRAVGATR - USED IF TAKING AVERAGEATR FROM 3 HOUR CHART   //IF (OPENHOUR[1] = 23 AND OPENHOUR = 0) OR (OPENHOUR[1]=3 AND OPENHOUR=4) OR (OPENHOUR[1]=7 AND OPENHOUR=8) OR (OPENHOUR[1]=11 AND OPENHOUR=12) OR (OPENHOUR[1]=15 AND OPENHOUR=16) OR (OPENHOUR[1]=19 AND OPENHOUR=20) THEN //4HRAVGATR - USED IF TAKING AVERAGEATR FROM 4 HOUR CHART   //ONGOING ATR CALCULATION BEGIN (THIS IS WHERE I THINK THE PROBLEM IS...) IF COUNT = 1 THEN AVERAGEATR=((INITIALATR*999)+TR0)/1000 IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN TR0 = HIGHESTHIGH-LOWESTLOW ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) TR0 = MAX(B1,B2) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) TR0 = MAX(C3,C4) ENDIF ENDIF   IF COUNT = 2 THEN AVERAGEATR = ((AVERAGEATR*999)+TR0)/1000 IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN TR0 = HIGHESTHIGH-LOWESTLOW ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) TR0 = MAX(B1,B2) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) TR0 = MAX(C3,C4) ENDIF ENDIF   HIGHESTHIGH = HIGH LOWESTLOW = LOW   PREVIOUSBLOCKHIGH = HIGHESTHIGH[1] PREVIOUSBLOCKLOW = LOWESTLOW[1] PREVIOUSBLOCKCLOSE = CLOSE[1]   IF COUNT < 2 THEN COUNT=COUNT+1 ENDIF   ELSE HIGHESTHIGH = MAX(HIGHESTHIGH,HIGH) LOWESTLOW = MIN(LOWESTLOW,LOW)   IF COUNT>=1 THEN IF HIGHESTHIGH>PREVIOUSBLOCKHIGH AND LOWESTLOW<PREVIOUSBLOCKLOW THEN A1 = HIGHESTHIGH-LOWESTLOW TR0 = MAX(TR0,A1) ELSIF PREVIOUSBLOCKCLOSE>HIGHESTHIGH OR PREVIOUSBLOCKCLOSE<LOWESTLOW THEN B1 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) B2 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) B3 = MAX(B1,B2) TR0 = MAX(TR0,B3) ELSE C1 = HIGHESTHIGH-LOWESTLOW C2 = ABS(HIGHESTHIGH-PREVIOUSBLOCKCLOSE) C3 = ABS(LOWESTLOW-PREVIOUSBLOCKCLOSE) C4 = MAX(C1,C2) C5 = MAX(C3,C4) TR0 = MAX(TR0,C5) ENDIF ENDIF ENDIF //ONGOING ATR CALCULATION END   //******************************************* //================TRADING==================== //******************************************* //ORDER ENTRY BEGIN IF NOT ONMARKET THEN   IF STRATEGYPROFIT<-(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN //'FAILSAFE' OVERALL STOPLOSS QUIT ENDIF   //TRADING BOUNDARIES CALCULATION BEGIN IF POSCOUNT=0 THEN POSITIONSIZE=MINPOSITIONSIZE POSBOUNDARY=(POSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) PREVIOUSPOSBOUNDARY=-POSBOUNDARY TARGETPOSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) ENDIF   IF STRATEGYPROFIT > TARGETPOSBOUNDARY THEN PREVIOUSPOSBOUNDARY=POSBOUNDARY POSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) POSITIONSIZE=POSITIONSIZE+MINPOSITIONSIZE TARGETPOSBOUNDARY=POSBOUNDARY+((POSITIONSIZE+MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) POSCOUNT=1 ENDIF   IF STRATEGYPROFIT < PREVIOUSPOSBOUNDARY THEN TARGETPOSBOUNDARY=POSBOUNDARY IF TARGETPOSBOUNDARY<=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER)+(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN TARGETPOSBOUNDARY=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER)+(2*MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF POSBOUNDARY=PREVIOUSPOSBOUNDARY IF POSBOUNDARY<=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) THEN POSBOUNDARY=(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF PREVIOUSPOSBOUNDARY=POSBOUNDARY-((POSITIONSIZE-MINPOSITIONSIZE)*AVERAGEATR*POSITIONMULTIPLIER) IF PREVIOUSPOSBOUNDARY<=0 OR PREVIOUSPOSBOUNDARY=POSBOUNDARY THEN PREVIOUSPOSBOUNDARY=-(MINPOSITIONSIZE*AVERAGEATR*POSITIONMULTIPLIER) ENDIF POSITIONSIZE=MAX(MINPOSITIONSIZE, POSITIONSIZE-MINPOSITIONSIZE) ENDIF //TRADING BOUNDARIES CALCULATION END   //POSITION SIZE 'STOPLOSS' BEGIN IF N=1 THEN IF POSITIONSIZE<=HIGHESTPOSITIONSIZE-(2*MINPOSITIONSIZE) THEN QUIT ENDIF ENDIF   IF POSITIONSIZE>5*MINPOSITIONSIZE AND POSITIONSIZE<=10*MINPOSITIONSIZE THEN HIGHESTPOSITIONSIZE = MAX(HIGHESTPOSITIONSIZE, POSITIONSIZE) N=1 ENDIF   IF N=2 THEN IF POSITIONSIZE<=HIGHESTPOSITIONSIZE-MINPOSITIONSIZE THEN QUIT ENDIF ENDIF   IF POSITIONSIZE>10*MINPOSITIONSIZE THEN HIGHESTPOSITIONSIZE = MAX(HIGHESTPOSITIONSIZE, POSITIONSIZE) N=2 ENDIF //POSITION SIZE 'STOPLOSS' END   //ORDER ENTRY BEGIN IF FIRSTTRADE=0 THEN SELLSHORT POSITIONSIZE CONTRACT AT MARKET CONTINUATION=1 LADDERCOUNT=1 ELSIF FIRSTTRADE=1 THEN IF RANDOM=1 THEN BUY POSITIONSIZE CONTRACTS AT MARKET CONTINUATION=1 LADDERCOUNT=1 ENDIF IF RANDOM=0 THEN SELLSHORT POSITIONSIZE CONTRACT AT MARKET CONTINUATION =1 LADDERCOUNT=1 ENDIF ENDIF //ORDER ENTRY END ENDIF   //ORDER MANAGEMENT BEGIN IF LONGONMARKET THEN STOPLOSS=AVERAGEATR+SPREAD STOPPRICE = TRADEPRICE(1)-STOPLOSS IF CLOSE>TRADEPRICE(1) THEN PRICEDIFFERENCE = CLOSE-TRADEPRICE(1) STOPLADDER = ROUND(PRICEDIFFERENCE/STOPLOSS) IF STOPLADDER<3 THEN STOPLADDER=0 ENDIF CONTINUATION = SUMMATION[LADDERCOUNT](STOPLADDER>=STOPLADDER[1])=LADDERCOUNT LADDERCOUNT=LADDERCOUNT+1 ENDIF ENDIF   IF LONGONMARKET AND CLOSE<=STOPPRICE OR CONTINUATION=0 THEN SELL AT MARKET STOPLADDER=0 LADDERCOUNT=1 FIRSTTRADE=1 ENDIF   IF SHORTONMARKET THEN STOPLOSS=AVERAGEATR+SPREAD STOPPRICE = TRADEPRICE(1)+STOPLOSS IF CLOSE<TRADEPRICE(1) THEN PRICEDIFFERENCE = TRADEPRICE(1)-CLOSE STOPLADDER = ROUND(PRICEDIFFERENCE/STOPLOSS) IF STOPLADDER<3 THEN STOPLADDER=0 ENDIF CONTINUATION = SUMMATION[LADDERCOUNT](STOPLADDER>=STOPLADDER[1])=LADDERCOUNT LADDERCOUNT=LADDERCOUNT+1 ENDIF ENDIF   IF SHORTONMARKET AND CLOSE>=STOPPRICE OR CONTINUATION=0 THEN EXITSHORT AT MARKET STOPLADDER=0 LADDERCOUNT=1 FIRSTTRADE=1 ENDIF //ORDER MANAGEMENT END   //********************************************************************************************** //GRAPH POSBOUNDARY coloured(255,0,255) //GRAPH PREVIOUSPOSBOUNDARY coloured(255,0,255) //GRAPH TARGETPOSBOUNDARY coloured(0,0,255) //GRAPH POSITIONSIZE COLOURED(0,0,0,25) //GRAPH STRATEGYPROFIT coloured(0,128,0) //GRAPH AVERAGEATR //GRAPH POSCOUNT //GRAPH STOPLOSS //GRAPH RANDOM //GRAPH STOPLADDER //GRAPH ATR //GRAPH STOPPRICE //GRAPH HIGH //GRAPH LOW //GRAPH HIGHESTHIGH //GRAPH LOWESTLOW //GRAPH PREVIOUSBLOCKCLOSE //GRAPH PREVIOUSBLOCKLOW //GRAPH PREVIOUSBLOCKHIGH //GRAPH PREVIOUSBLOCKCLOSE

   

  

  random45689

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  05/03/2017 at 2:16 PM #34429
  Nicolas

  MYNUMBER should be less than 2000?

  

  Nicolas

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  05/03/2017 at 4:00 PM #34455
  random45689

  Thanks (as ever!) for a quick reply Nicolas

   

  I have no idea how you saw that and I don’t 100% follow as MYNUMBER could only ever be between 0 and 59 initially and then between 0 and 1 from then on but it got me thinking/realised some errors and have edited the code as follows

  MYNUMBER=ABS(ROUND(((((RSI[14]*RSI[8])*(HIGH[MYNUMBER*10]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)-ROUND((((RSI[14]*RSI[8])*(HIGH[MYNUMBER*10]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)/10-0.49)*10)-0.4)/10) RANDOM=ROUND(MYNUMBER[(MYNUMBER*10)])

  1 2 3

  MYNUMBER=ABS(ROUND(((((RSI[14]*RSI[8])*(HIGH[MYNUMBER*10]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)-ROUND((((RSI[14]*RSI[8])*(HIGH[MYNUMBER*10]+MEDIANPRICE))*((INTRADAYBARINDEX/(TIME+1)))+DAYS+(DAYOFWEEK+1)*MONTH)/10-0.49)*10)-0.4)/10)   RANDOM=ROUND(MYNUMBER[(MYNUMBER*10)])

  I’ve deleted the ONCE MYNUMBER=CURRENTSECOND and added the *10 for MYNUMBER (no idea how this was working if for example MYNUMBER = 0.3!)  but I also noticed I was getting the occasional -0 for MYNUMBER so have added the ABS

  Maybe that was it… hmmm will test and get back if still happening – thank you again! 🙂

   

   

  (On another note Nicolas I see the code above is all left justified which implies/I have had this happen before when there are issues with missing/incorrect ENDIF statements – but I notice it happening more and more when it is code that is fine/I have run and which works and I cannot see any issue in the syntax of the code – when it happens I just CTRL-A -> CTRL-X -> CTRL-V and all the code is properly aligned but it makes me nervous that there is something wrong… wondered if you might know why it is doing that?)

  

  random45689

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  05/03/2017 at 7:06 PM #34475
  Nicolas

  It was just a rough idea while browsing different topics and because of

  <span class="token keyword">HIGH</span><span class="token punctuation">[</span>MYNUMBER<span class="token operator">*</span><span class="token number">10</span><span class="token punctuation">]</span>

  1	<span class="token keyword">HIGH</span><span class="token punctuation">[</span>MYNUMBER<span class="token operator">*</span><span class="token number">10</span><span class="token punctuation">]</span>

  .. I didn’t test the code, but did you GRAPH MYNUMBER already?

  About indentation of the codes … pfff what a mess, I already spent too much time trying to make it works, believe me I would be glad to have it sort out since the time I’m trying to get it through! The indentation is lost when you copy/paste from the platform IDE, you can try on notepad for example, that’s why my syntax highlighter would need to parse all the codes and rebuild it, but it is really painful to code 🙂

  

  Nicolas

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  05/04/2017 at 12:35 PM #34510
  Wing

  On an unrelated note it is good to see that someone found a use for my code snippet. I can also see that it can cause problems if you change parts of it.

  

  Wing

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  05/04/2017 at 1:32 PM #34511
  random45689

  Hi Wing yes thank you very much 🙂

  The only changes I made to your code originally was to add +1 to TIME as I had issues in testing months ago and thought perhaps it might be to do with when TIME = 000000 – dividing by 0 would be infinity/cause problems no?

  The other thing I changed was to divide the whole calculation by 10 so as to get results between 0 and 1 which I could then ROUND to give a definite 0 or 1 for the coin toss

  Nicolas – cool thanks I see how you spotted it now but am still bit confused as the highest MYNUMBER could be initially would be 59 (it’s run on 3 second timeframe) so 59*10=590 still nowhere near 2000 then after that it would be highest of 1*10=10 – anyway I have edited and will get some demo strategies up and running and see how we go

  Re: the code indentation issue I was meaning in the platform IDE itself when I open up a strategy – sometimes it’s all left aligned which makes me uncomfortable all is not quite right with the code – but totally understand the headache you must be having trying to get it formatting properly into the forums here – bigger fish to fry am sure/don’t worry about it 😉

  I’ve been running the strategy both in demo and live for a few months now and on the whole was doing quite well BUT fell foul of the age old problem of ‘getting carried away’ and having setup too many systems running in parallel (live) the first round French election Sunday ‘jump’ was not kind to me/I was foolish as it was obvious in hindsight too many strategies had ended up short on the Friday going into the weekend and yeh this/any strategy I think can not deal well with those kinds of gaps! 🙁 *ouch*

  Am attaching a screenshot to show how the strategy plays out/see if anyone might potentially take interest in wanting to know more/help out on the trade management side of things

  Cheers

  Max

  

  random45689

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