Division by zero parameter error on 3 different strategies

• 03/03/2023 at 1:07 PM #210853
  Johann

  Hi PRC Coders,

  I have been trying to figure out what the problem in my code is regarding the trading strategies on a 5 minute timeframe and have tried different nuances to solve the error (division by zero parameter). I have both tried it on the demo as well as my live account but it keep on stopping with the same error message. It works fine on the back tests but not demo or live! Can someone perhaps show me the error of my ways in this regard?

  1.) The first strategy is a MA cross with a RSI condition, being met not more than 5 bars after the crossover.
  2.) The second strategy is also a MA cross over without the bar count but only the RSI condition (Trying to eliminate some code to try and figure out why I get the error).
  3.) The third strategy is altogether different with various variables but with the same cross over principal (completely different cross over but same error message)

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 Ctime = time >= 10000 and time < 220000 // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) // Identify the cross over using the moving averages crossover = 0 if ma1 > ma2 and ma1[1] < ma2[1] Then crossover = barindex // moving average crossover occurred = store the barindex Endif // Use the cross over signal and RSI value to determine the entry price if Ctime and ma1 > ma2 and barindex-crossover <= 5 and crossover>0 Then //crossover occured less than 5 bars ago if nrsi < 30 Then Buy Possize contract at market crossover = 0 //reset and prevent next order with same crossover Endif Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Position Management   Possize = 1   Ctime = time >= 10000 and time < 220000   // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1   // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close)     // Identify the cross over using the moving averages crossover = 0 if ma1 > ma2 and ma1[1] < ma2[1] Then crossover = barindex // moving average crossover occurred = store the barindex Endif // Use the cross over signal and RSI value to determine the entry price if Ctime and ma1 > ma2 and barindex-crossover <= 5 and crossover>0 Then //crossover occured less than 5 bars ago if nrsi < 30 Then Buy Possize contract at market crossover = 0 //reset and prevent next order with same crossover Endif Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 // Time management Ctime = time >= 10000 and time < 220000 // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) // Condition to buy if Ctime and ma1 > ma2 and nrsi < 30 Then Buy Possize contract at market Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Position Management   Possize = 1   // Time management Ctime = time >= 10000 and time < 220000   // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1   // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close)   // Condition to buy if Ctime and ma1 > ma2 and nrsi < 30 Then Buy Possize contract at market Endif   // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

  If a < 30 Then // trendreversalup Weight = 1 Elsif a > 30 Then // trendreversaldown Weight = 0 Endif If b < 20 Then // trendreversalup Weight = 1 Elsif b > 20 Then // trendreversaldown Weight = 0 Endif If c > d Then // directionup Weight = 1 Elsif c < d Then // directiondown Weight = 0 Endif If e > f Then // directionup Weight = 1 Elsif e < f Then // directiondown Weight = 0 Endif If g < -80 Then // trendreversalup Weight = 1 Elsif g > -20 Then Weight = 0 // trendreversaldown Endif If i < -100 Then // trendreversalup Weight = 1 Elsif i > 100 Then Weight = 0 // trendreversaldown Endif If j = 1 Then // trendreversalup Weight = 1 Elsif j = -1 Then Weight = 0 // trendreversaldown Endif If k = 1 Then // trendreversalup Weight = 1 Elsif k = -1 Then // trendreversaldown Weight = 0 Endif If l[6] < l[5] and l[5] < l[4] and l[4] < l[3] and l[3] < l[2] and l[2] < l[1] and l[1] < l Then // directionup Weight = 1 Elsif l[6] > l[5] and l[5] > l[4] and l[4] > l[3] and l[3] > l[2] and l[2] > l[1] and l[1] > l Then // directiondown Weight = 0 Endif If m[6] < m[5] and m[5] < m[4] and l[4] < m[3] and m[3] < m[2] and m[2] < m[1] and m[1] < m Then // directionup Weight = 1 Elsif m[6] > m[5] and m[5] > m[4] and m[4] > m[3] and m[3] > m[2] and m[2] > m[1] and m[1] > m Then // directiondown Weight = 0 Endif TrendDirV2 = Summation[n](Weight) AvgTrendDirV2 = Average[AvgTrendLenght](TrendDirV2) nrsi = rsi[rsiLength](close) //graph TrendDirV2 if Ctime and TrendDirV2 crosses over AvgTrendDirV2 and nrsi < 30 Then Buy Possize contract at market Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

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  If a < 30 Then // trendreversalup Weight = 1 Elsif a > 30 Then // trendreversaldown Weight = 0 Endif If b < 20 Then // trendreversalup Weight = 1 Elsif b > 20 Then // trendreversaldown Weight = 0 Endif If c > d Then // directionup Weight = 1 Elsif c < d Then // directiondown Weight = 0 Endif If e > f Then // directionup Weight = 1 Elsif e < f Then // directiondown Weight = 0 Endif If g < -80 Then // trendreversalup Weight = 1 Elsif g > -20 Then Weight = 0 // trendreversaldown Endif If i < -100 Then // trendreversalup Weight = 1 Elsif i > 100 Then Weight = 0 // trendreversaldown Endif If j = 1 Then // trendreversalup Weight = 1 Elsif j = -1 Then Weight = 0 // trendreversaldown Endif If k = 1 Then // trendreversalup Weight = 1 Elsif k = -1 Then // trendreversaldown Weight = 0 Endif If l[6] <  l[5] and l[5] <  l[4] and l[4] <  l[3] and l[3] <  l[2] and l[2] <  l[1] and l[1] <  l Then // directionup Weight = 1 Elsif l[6] >  l[5] and l[5] >  l[4] and l[4] >  l[3] and l[3] >  l[2] and l[2] >  l[1] and l[1] >  l Then // directiondown Weight = 0 Endif If m[6] <  m[5] and m[5] <  m[4] and l[4] <  m[3] and m[3] <  m[2] and m[2] <  m[1] and m[1] <  m Then // directionup Weight = 1 Elsif m[6] >  m[5] and m[5] >  m[4] and m[4] >  m[3] and m[3] >  m[2] and m[2] >  m[1] and m[1] >  m Then // directiondown Weight = 0 Endif   TrendDirV2 = Summation[n](Weight) AvgTrendDirV2 = Average[AvgTrendLenght](TrendDirV2) nrsi = rsi[rsiLength](close) //graph TrendDirV2   if Ctime and TrendDirV2 crosses over AvgTrendDirV2 and nrsi < 30 Then Buy Possize contract at market Endif   // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

   

  

  Johann

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  03/03/2023 at 1:10 PM #210856
  Johann

  Apologies I see I missed a part of the 3rd strategy, here it is:

  The complete 3rd strategy

  DEFPARAM CumulateOrders = False // Cumulating positions deactivated Possize = 1 Ctime = time >= 10000 and time < 220000 // Define the lengths of the moving averages and RSI indicator rsiLength = 8 TrendLenght = 2 AvgTrendLenght = 2 n = 16 a = RSI[n](close)//OBOS b = Stochastic[9,6](close)//OBOS c = MACDline[20,30,n](close)//DIR d = MACDSignal[20,30,n](close)//DIR e = DIplus[n](close)//DIR f = DIminus[n](close)//DIR g = Williams[n](close)//OBOS i = CCI[n](close)//OBOS j = DivergenceCCI[n,-100,100,n]//OBOS k = DivergenceRSI[n,30,70,n](close)//OBOV l = Average[7](CCI[n](close))//DIR m = Average[14](close)//DIR Weight = 0 If a < 30 Then // trendreversalup Weight = 1 Elsif a > 30 Then // trendreversaldown Weight = 0 Endif If b < 20 Then // trendreversalup Weight = 1 Elsif b > 20 Then // trendreversaldown Weight = 0 Endif If c > d Then // directionup Weight = 1 Elsif c < d Then // directiondown Weight = 0 Endif If e > f Then // directionup Weight = 1 Elsif e < f Then // directiondown Weight = 0 Endif If g < -80 Then // trendreversalup Weight = 1 Elsif g > -20 Then Weight = 0 // trendreversaldown Endif If i < -100 Then // trendreversalup Weight = 1 Elsif i > 100 Then Weight = 0 // trendreversaldown Endif If j = 1 Then // trendreversalup Weight = 1 Elsif j = -1 Then Weight = 0 // trendreversaldown Endif If k = 1 Then // trendreversalup Weight = 1 Elsif k = -1 Then // trendreversaldown Weight = 0 Endif If l[6] < l[5] and l[5] < l[4] and l[4] < l[3] and l[3] < l[2] and l[2] < l[1] and l[1] < l Then // directionup Weight = 1 Elsif l[6] > l[5] and l[5] > l[4] and l[4] > l[3] and l[3] > l[2] and l[2] > l[1] and l[1] > l Then // directiondown Weight = 0 Endif If m[6] < m[5] and m[5] < m[4] and l[4] < m[3] and m[3] < m[2] and m[2] < m[1] and m[1] < m Then // directionup Weight = 1 Elsif m[6] > m[5] and m[5] > m[4] and m[4] > m[3] and m[3] > m[2] and m[2] > m[1] and m[1] > m Then // directiondown Weight = 0 Endif TrendDirV2 = Summation[n](Weight) AvgTrendDirV2 = Average[AvgTrendLenght](TrendDirV2) nrsi = rsi[rsiLength](close) //graph TrendDirV2 if Ctime and TrendDirV2 crosses over AvgTrendDirV2 and nrsi < 30 Then Buy Possize contract at market Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

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  DEFPARAM CumulateOrders = False // Cumulating positions deactivated   Possize = 1   Ctime = time >= 10000 and time < 220000   // Define the lengths of the moving averages and RSI indicator   rsiLength = 8 TrendLenght = 2 AvgTrendLenght = 2 n = 16   a = RSI[n](close)//OBOS b = Stochastic[9,6](close)//OBOS c = MACDline[20,30,n](close)//DIR d = MACDSignal[20,30,n](close)//DIR e = DIplus[n](close)//DIR f = DIminus[n](close)//DIR g = Williams[n](close)//OBOS i = CCI[n](close)//OBOS j = DivergenceCCI[n,-100,100,n]//OBOS k = DivergenceRSI[n,30,70,n](close)//OBOV l = Average[7](CCI[n](close))//DIR m = Average[14](close)//DIR   Weight = 0   If a < 30 Then // trendreversalup Weight = 1 Elsif a > 30 Then // trendreversaldown Weight = 0 Endif If b < 20 Then // trendreversalup Weight = 1 Elsif b > 20 Then // trendreversaldown Weight = 0 Endif If c > d Then // directionup Weight = 1 Elsif c < d Then // directiondown Weight = 0 Endif If e > f Then // directionup Weight = 1 Elsif e < f Then // directiondown Weight = 0 Endif If g < -80 Then // trendreversalup Weight = 1 Elsif g > -20 Then Weight = 0 // trendreversaldown Endif If i < -100 Then // trendreversalup Weight = 1 Elsif i > 100 Then Weight = 0 // trendreversaldown Endif If j = 1 Then // trendreversalup Weight = 1 Elsif j = -1 Then Weight = 0 // trendreversaldown Endif If k = 1 Then // trendreversalup Weight = 1 Elsif k = -1 Then // trendreversaldown Weight = 0 Endif If l[6] <  l[5] and l[5] <  l[4] and l[4] <  l[3] and l[3] <  l[2] and l[2] <  l[1] and l[1] <  l Then // directionup Weight = 1 Elsif l[6] >  l[5] and l[5] >  l[4] and l[4] >  l[3] and l[3] >  l[2] and l[2] >  l[1] and l[1] >  l Then // directiondown Weight = 0 Endif If m[6] <  m[5] and m[5] <  m[4] and l[4] <  m[3] and m[3] <  m[2] and m[2] <  m[1] and m[1] <  m Then // directionup Weight = 1 Elsif m[6] >  m[5] and m[5] >  m[4] and m[4] >  m[3] and m[3] >  m[2] and m[2] >  m[1] and m[1] >  m Then // directiondown Weight = 0 Endif   TrendDirV2 = Summation[n](Weight) AvgTrendDirV2 = Average[AvgTrendLenght](TrendDirV2) nrsi = rsi[rsiLength](close) //graph TrendDirV2   if Ctime and TrendDirV2 crosses over AvgTrendDirV2 and nrsi < 30 Then Buy Possize contract at market Endif   // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

   

  

  Johann

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  03/04/2023 at 11:20 AM #210874
  robertogozzi

  I have run them in autotrading on Dax, 5-minute TF. I’ll report any returned message and findings, though it doesn’t seem they have any apparent issues.

   

  1 user thanked author for this post.

  Johann

  

  robertogozzi

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  03/05/2023 at 7:11 AM #210910
  Johann

  Thanks Roberto, I was also surprised it is straight forward…with no divisions in the code?

  

  Johann

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  03/05/2023 at 7:24 AM #210911
  Johann

  Hi Roberto,

  Also notice that one of the strategies actually opened a trade and when the division by zero error appeared it closed the position prematurely (please see image attachments). Thank you.

  

  Johann

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  03/05/2023 at 8:00 AM #210923
  PeterSt

  Johann,

  It is a bit tricky to check, but you mix Length with Lenght. And if you do this one time inconsistently within one code, there you go;
  Depending how you apply the “errors”, PRT may not detect you are using an undefined variable and instead uses it with a value of 0. It is your typo of course, but it is PRT failing.

  Peter

  1 user thanked author for this post.

  Johann

  

  PeterSt

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  03/06/2023 at 7:46 AM #210966
  Johann

  Thanks PeterSt, well spotted. I was going around in circles and could not figure it out will simplify the code and replace with actual numbers that should also help! The only weird thing about this is how the code with the error was accepted on the back testing …?

  

  Johann

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  03/06/2023 at 8:13 AM #210971
  PeterSt

  If I guessed correctly that your code fails somewhere on an undefined variable (and this is a long shot despite the “typos”) then it just depends in what sequence the code is executed, which depends on the (bar-) data. So this is not entirely odd. And even if it is not about the variables, it still can depend on the data which is always new in Live or Demo, against Backtest which is old. IOW, it always is different.

  Btw, one other thing I noticed was the RSI(1). This would not make sense (I think ?) and maybe something can choke on it. This too could be data depended (referring to your code not dying from of bar-1).
  Edit: But that RSI(1) was in one of the Strategies only, so I never really thought of that being the culprit.

  

  PeterSt

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  03/06/2023 at 8:29 AM #210973
  Johann

  Perhaps, I will replace the defined variables with recognized terminology or code and the defined numbers with actual numbers and see what happens…? It remains a bit of a head scratcher the code is so simple?

  

  Johann

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  03/06/2023 at 8:37 AM #210974
  Johann

  I have simplified strategy number 1, will run it and see what happens: (the insert code button was not available fir this post so I just pasted it in below)

  // Definition of code parameters
  DEFPARAM CumulateOrders = False // Cumulating positions deactivated

  Possize = 1

  // Time management
  Ctime = time >= 10000 and time < 220000

  // Identify the cross over piont using the moving averages
  crossover = 0
  if Average[10](close) > Average[80](close) and Average[10](close)[1] < Average[80](close)[1] Then
  crossover = barindex // moving average crossover occurred = store the barindex
  Endif

  // Use the cross over signal and RSI value to determine the entry price
  if Ctime and barindex-crossover <= 5 and crossover > 0 Then //crossover occured less than 5 bars ago
  if rsi[1](close) < 30 Then
  Buy Possize contract at market
  crossover = 0 //reset and prevent next order with same crossover
  LE = 0
  Endif
  Endif

  // Stops and targets
  SET STOP pLOSS 180
  SET TARGET pPROFIT 250

  

  Johann

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  03/06/2023 at 9:23 AM #210981
  Johann

  Hi Roberto, strategy 2 just got rejected on Wall Street Cash :

  // Definition of code parameters
  DEFPARAM CumulateOrders = False // Cumulating positions deactivated

  // Position Management

  Possize = 1

  // Time management
  Ctime = time >= 10000 and time < 220000

  // Define the lengths of the moving averages and RSI indicator
  maLength1 = 10
  maLength2 = 80
  rsiLength = 1

  // Calculate the moving averages and RSI value
  ma1 = Average[maLength1](close)
  ma2 = Average[maLength2](close)
  nrsi = rsi[rsiLength](close)

  // Condition to buy
  if Ctime and ma1 > ma2 and nrsi < 30 Then
  Buy Possize contract at market
  Endif

  // Stops and targets
  SET STOP pLOSS 180
  SET TARGET pPROFIT 250

  

  Johann

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  03/06/2023 at 4:24 PM #210996
  robertogozzi

  Strategy #1 and #2 both were stopped.

  I can’t understand why as I can’t spot any undefined variables, nor can I spot wrong period numbers!

  I will run them again letting the entry code be executed only after maLength2 bars, but even this should not be an issue, owing to a default 2K preloaded bars.

   

  

  robertogozzi

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  03/06/2023 at 4:31 PM #210997
  robertogozzi

  This modified Strategy #2 entered a Long trade, Dax 5€ 5min-TF, with no errors reported:

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 // Time management Ctime = time >= 010000 and time < 220000 //010000 instead of 10000 ??? // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) if BarIndex > maLength2 then //wait for enough bars to be elapsed ??? // Condition to buy if Ctime and ma1 > ma2 and nrsi < 30 Then Buy Possize contract at market Endif endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 // Time management Ctime = time >= 010000 and time < 220000     //010000 instead of 10000 ??? // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) if BarIndex > maLength2 then    //wait for enough bars to be elapsed ???    // Condition to buy    if Ctime and ma1 > ma2 and nrsi < 30 Then       Buy Possize contract at market    Endif endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

  

  robertogozzi

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  03/06/2023 at 4:33 PM #210998
  Johann

  Thanks Roberto for trying it is a mystery….!

  

  Johann

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  03/06/2023 at 4:38 PM #210999
  Johann

  Thanks I will test modified strategy # 2 on Wall Street and see what happens…

  

  Johann

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