JSParticipant
Senior
Hi Johann,
I see that in your code (first and second strategy) you use an RSI with a period of 1.
An RSI with a period of 1 only “looks” at the last bar so the RSI will then be either 0 or 100, other values with a period of 1 are not possible…
It could be that the “division by zero” comes from here…
(xRS = xUp / xDown where xDown=0)
So, it makes no sense to check in your code whether nrsi < 30 because nrsi = 0 or nrsi=100
Well spotted
JS, that’s why using
if BarIndex > maLength2 then made it work.
Despite the RSI is calculated
BEFORE that line, BUY is executed
AFTER that line. So this means that ProBulder might have a check to prevent a
division by zero error, while ProOrder may not.
Still what happened to Strategy #3 is a mystery.
Thanks JS and Peter ST, yes I was also wondering about that but it seems as if it is not a problem. I just had a trade with the RSI value as 1 and the trade is fine so far I will have to see if remains ok I have had situations where the position was opened just to be stopped prematurely because of the error. If this happens again then the only thing left after eliminating all the other probabilities will indeed be the RSI. Thanks for the help.
Thanks Roberto, I have changed the code and had a trade and so far it seems ok. Will do some more testing …
I will keep on trying to figure out strategy # 3 by maybe simplifying it some how and start to eliminate some variables to see if I can figure out what is causing the error…
Strategy #2 with Roberto’s modification –
if BarIndex > maLength2
then – also stopped. So it must be RSI[1] which causes all the commotion. Thanks PeterST and JS for pointing that out. I am running them now with RSI[2] and will see what happens. I am also running one strategy with RSI[1] to make double sure that there are no other variables but will let you know.
But your Strategy #3 does not contain the RSI(1), right ?
And that fails too (or ?).
For some longer now I am thinking of a possible error on the 5 minute TF. Or … or that you possibly don’t post the full code. But assumed you do, can you please export the last one which went wrong per means of its exported .itf file ?
Yes it is strange. It is the full code and I will attach the file.
I am a little bit in doubt with strategy # 3. I think after I have simplified it by making use of the actual indicators instead of CALL instructions it might actually be ok. I am testing it now to see if it stops?
I too can’t see anything wrong with it. Not even with lengths vs lenghts.
All what can get to zero is allowed to be zero (as far as I checked).
The possible solution could be to hand this to the PRT development team by means of making a Technical Report (Via Help – Help Center – and allow hem to look at the offending code – you will see a question about that once you choose for “Autotrading” in there). Notice, however, that this will end up with IG at first, and they won’t know what to do with it and the process will be long-winded (if it ever gets somewhere).
Maybe
@Nicolas can be of service ?
Difficult …
What i’m sure of is RSI[1] is not working and will return an error in any case.
Be sure to check if you are not trying to calculate indicatos while values are missing (possibly during the night), enclose indicators calculation into time conditions. Also, when Volume is equal to 0, zero divide can happen (I have not checked your code to see if you are using volumes or not).
Hi Nicolas, with everybody’s help I have sorted the 3 strategies they seem to be ok now. I am working on a 4th one which get stopped and I noticed you have referred to the problem when Volume = 0 and I think this is my problem with this strategy how can I change this code to bypass the stoppage? Thank you in advance.
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
Possize = 2
Ctime = time >= 10000 and time < 220000
// Define the lengths of the averages and RSI indicator
BuyAvgLenght = 16
SellAvgLenght = 6
rsiLength = 2
nrsi = rsi[rsiLength](close)
// Calculate Buy Averages
VolB=0
If (Close > Open) or (Open = Close and Close – Low >= High – Close) Then
VolB = VolB + Volume
Endif
TotBuyVol = VolB
TotBuyPrice = Close * TotBuyVol
NetTotBuyprice = summation[BuyAvgLenght](TotBuyPrice)
NetTotBuyVol = summation[BuyAvgLenght](VolB)
BuyAvg = NetTotBuyprice/NetTotBuyVol
// Calculate Sell Averages
VolS=0
If (Close < Open) or (Open = Close and Close – Low =< High – Close) Then
VolS = VolS + Volume
Endif
TotSellVol = VolS
TotSellPrice = Close * TotSellVol
NetTotSellprice = summation[SellAvgLenght](TotSellPrice)
NetTotSellVol = summation[SellAvgLenght](VolS)
SellAvg = NetTotSellprice/NetTotSellVol
// Conditions
if Ctime and (BuyAvg < SellAvg and BuyAvg[1] > SellAvg[1]) Then
if nrsi < 30 Then
Buy Possize contract at market
Endif
Endif
// Stops and targets
SET STOP pLOSS 170
SET TARGET pPROFIT 210
Hi Nicolas, I noticed that the volume is zero during a certain time in my time zone (gmt +2). Do you have code I can use in my strategy not to calculate during those times?
