Division by zero parameter error on 3 different strategies

Johann · Fri, 03 Mar 2023 12:07:10 +0000

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 // 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

This topic has 35 replies, 5 voices, and was last updated 1 year ago by Johann.

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03/17/2023 at 6:56 PM #211699

robertogozzi

Use

IF Volume > 0 THEN . . place any istruction here . ENDIF

1
2
3
4
5

IF Volume > 0 THEN
.
. place any istruction here
.
ENDIF

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Johann

robertogozzi
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03/19/2023 at 11:27 AM #211729

Johann

Thanks Roberto will do….

Johann
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03/20/2023 at 12:25 PM #211782

Johann

Hi Roberto,

I did add the Volume > 0 to the code but it still seems to stop. I do not know if it could be the VolB = 0 or the VolC = 0? But in the calculation of the indicator I need it to start the count at 0. Any suggestions? See the code below:

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
Timeframe(hourly)
HTrend = Average[30](close) < Average[80](close)

Timeframe(default)

Possize = 1

// Custom Indicators

VolB = 0
Blength = 4
Slength = 4

If Volume > 0 Then
If Close > Open Then
VolB = VolB + Volume
if Open = Close and Close – Low => High – Close Then
VolB = VolB + Volume
Endif
Endif
Endif

BV = VolB

TotBuy = Close * BV

NetBuy = summation[Blength](TotBuy)
NetBuyVol = summation[Blength](VolB)

VWBuyAvg = NetBuy/NetBuyVol

VolS=0

If Volume > 0 Then
If Close < Open Then
VolS = VolS + Volume
if Open = Close and Close – Low =< High – Close Then
VolS = VolS + Volume
Endif
Endif
Endif

SV = VolS
TotSell = Close * SV

NetSell = summation[Slength](TotSell)
NetSellVol = summation[Slength](VolS)

VWSellAvg = NetSell/NetSellVol

// Use the cross over signal and RSI value to determine the entry price

if HTrend and VWBuyAvg[1] > VWSellAvg[1] and VWBuyAvg < VWSellAvg Then
if rsi[4](close) > 70 Then
Sellshort Possize contract at market
Endif
Endif

// Stops and targets
SET STOP pLOSS 230
SET TARGET pPROFIT 290

Johann
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03/20/2023 at 12:27 PM #211783

Johann

Roberto,

I mean VolB and VolS ……… as 0 for the calculation……

Johann
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03/20/2023 at 12:56 PM #211786

robertogozzi

Yes, that could be the cause, because if VolS is zero, then VWSellAvg = NetSell/NetSellVol will generate that error.
Change that line to:

VWSellAvg = NetSell/max(1,NetSellVol)

1

VWSellAvg = NetSell/max(1,NetSellVol)

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Johann

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03/20/2023 at 1:53 PM #211794

Johann

Thanks Roberto will try that …

Johann
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Division by zero parameter error on 3 different strategies

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