Dynamic Zone Elasticity, division by zero

• 01/12/2021 at 6:30 PM #157593
  nonetheless

  Thanks Grahal, I’ll play around with it, load a bunch of variations in demo and see if anything sticks.

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  GraHal

  

  nonetheless

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  06/29/2021 at 11:34 AM #172708
  GraHal

  @Monochrome  or anybody … are you still using the Algo below?

  I am getting a ‘negative paramater error message’ (new one from IG?? 🙁  ) anybody got a fix please?

  Dj-3min-Dynsuper-v1.2.itf

  Here’s the code if anybody can spot the source of the negative parameter please?

   

  //------------------------------------------------------------------------- // Main code : Dj-3min Dyn/super v1.2 //------------------------------------------------------------------------- defparam cumulateorders = false //defparam preloadbars = 10000 DEFPARAM FLATBEFORE = 233000 DEFPARAM FLATAFTER = 210000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 once positionsize = 0.2 //DYNAMIC ZONE ELASTICITY///----///// once period = 200 once smoothing = 2 once smoothing = max(1, smoothing+1) once period = max(1, Period) // Coeficient, change if required once coef = 0.8 // Signal line x = std[Period](close) signam = 1 + (-1* ( ((average[period](close) + (x*2)) - close) / x ) / 2) // Dynamic Zones sq = square(signam) mean = average[period](signam) vsqrt = sqrt( average[period](sq) - square(mean) ) top = mean + coef * vsqrt btm = mean - coef * vsqrt result = average[smoothing](signam) //DYNAMIC ZONE ELASTICITY///----///// once period2 = 20 once smoothing2 = 2 once smoothing2 = max(1, smoothing2+1) once period2 = max(1, Period2) // Coeficient, change if required once coef2 = 0.8 // Signal line x2 = std[Period2](close) signam2 = 1 + (-1* ( ((average[period2](close) + (x2*2)) - close) / x2 ) / 2) // Dynamic Zones sq2 = square(signam2) mean2 = average[period2](signam2) vsqrt2 = sqrt( average[period2](sq2) - square(mean2) ) top2 = mean2 + coef2 * vsqrt2 btm2 = mean2 - coef2 * vsqrt2 result2 = average[smoothing2](signam2) ////DYNAMIC ZONE ELASTICITY///----///// once period4 = 40 once smoothing4 = 2 once smoothing4 = max(1, smoothing4+1) once period4 = max(1, Period4) // Coeficient, change if required once coef4 = 0.8 // Signal line x4 = std[Period4](close) signam4 = 1 + (-1* ( ((average[period4](close) + (x4*2)) - close) / x4 ) / 2) // Dynamic Zones sq4 = square(signam4) mean4 = average[period4](signam4) vsqrt4 = sqrt( average[period4](sq4) - square(mean4) ) top4 = mean4 + coef4 * vsqrt4 btm4 = mean4 - coef4 * vsqrt4 result4 = average[smoothing4](signam4) ////DYNAMIC ZONE ELASTICITY///----///// once periodx = 80 once smoothingx = 2 once smoothingx = max(1, smoothingx+1) once periodx = max(1, Periodx) // Coeficient, change if required once coefx = 0.8 // Signal line xx = std[Periodx](close) signamx = 1 + (-1* ( ((average[periodx](close) + (xx*2)) - close) / xx ) / 2) // Dynamic Zones sqx = square(signamx) meanx = average[periodx](signamx) vsqrtx = sqrt( average[periodx](sqx) - square(meanx) ) topx = meanx + coefx * vsqrtx btmx = meanx - coefx * vsqrtx resultx = average[smoothingx](signamx) //bollinger//// //bollup = BollingerUp[20](close) //bolldown = BollingerDown[20](close) //bollbuy = close< bollup //bollsell = close > bolldown //buyboll = bollbuy //sellboll = bollsell //STOCHRSI/// //lengthRSI = 5//14 //RSI period //lengthStoch = 5//14 //Stochastic period //myRSI = RSI[lengthRSI](close) //MinRSI = lowest[lengthStoch](myrsi) //MaxRSI = highest[lengthStoch](myrsi) //StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)*100 //////////////// //min1stochbuy = stochrsi =>90 //min1stochsell = stochrsi =<10 //timeframe (2 minutes,UPDATEONCLOSE) ////DYNAMIC ZONE ELASTICITY///----///// //period4 = 20 //smoothing4 = 2 //once smoothing4 = max(1, smoothing4+1) //once period4 = max(1, Period4) //// Coeficient, change if required //once coef4 = 0.8 //// Signal line //x4 = std[Period4](close) //signam4 = 1 + (-1* ( ((average[period4](close) + (x4*2)) - close) / x4 ) / 2) //// Dynamic Zones //sq4 = square(signam4) //mean4 = average[period4](signam4) //vsqrt4 = sqrt( average[period4](sq4) - square(mean4) ) //top4 = mean4 + coef4 * vsqrt4 //btm4 = mean4 - coef4 * vsqrt4 //result4 = average[smoothing4](signam4) //////////////////// IF RESULT CROSSES UNDER BTM THEN SNAP = BARINDEX ENDIF IF RESULT CROSSES OVER BTM THEN SNAP = 0 ENDIF IF RESULT < BTM THEN H1 = LOWEST[BARINDEX-SNAP](RESULT) ELSE H1 = 0 ENDIF IF RESULT < BTM THEN H1A = RESULT > H1 ELSE H1A = 0 ENDIF IF RESULT CROSSES OVER TOP THEN SNAP1 = BARINDEX ENDIF IF RESULT CROSSES UNDER TOP THEN SNAP1 = 0 ENDIF IF RESULT > TOP THEN H2 = HIGHEST[BARINDEX-SNAP1](RESULT) ELSE H2 = 0 ENDIF IF RESULT > TOP THEN H2A = RESULT < H2 ELSE H2A = 0 ENDIF //IF RESULT < BTM AND RESULT > H1 THEN //DONTBUY = 1 //ELSE //DONTBUY = 0 //ENDIF if result2 crosses over btm2 then testbuysignal2 = 1 testsellsignal2 = 0 endif if result2 crosses under top2 then testsellsignal2 = 1 testbuysignal2 = 0 endif if testsellsignal2 = 1 and result2 crosses over top2 then testbuysignal2 = 1 testsellsignal2 = 0 endif if testbuysignal2 = 1 and result2 crosses under btm2 then testbuysignal2 = 0 testsellsignal2 = 1 endif if result4 crosses over btm4 then testbuysignal4 = 1 testsellsignal4 = 0 endif if result4 crosses under top4 then testsellsignal4 = 1 testbuysignal4 = 0 endif if testsellsignal4 = 1 and result4 crosses over top4 then testbuysignal4 = 1 testsellsignal4 = 0 endif if testbuysignal4 = 1 and result4 crosses under btm4 then testbuysignal4 = 0 testsellsignal4 = 1 endif if resultX crosses over btmx then testbuysignal4x = 1 testsellsignal4x = 0 endif if resultx crosses under topx then testsellsignal4x = 1 testbuysignal4x = 0 endif if testsellsignal4x = 1 and resultx crosses over topx then testsellsignal4x = 0 testbuysignal4x = 1 endif if testbuysignal4x = 1 and resultx crosses under btmx then testbuysignal4x = 0 testsellsignal4x = 1 endif //HAV1 = TESTBUYSIGNAL2 = 1 AND TESTBUYSIGNAL4 = 1 AND TESTBUYSIGNAL4X = 1 //HAV2 = RESULT > RESULT[1] //HAV3 = HAV1 AND HAV2 IF RESULT CROSSES UNDER TOP THEN SIGNAL1 = 1 SIGNAL2 = 0 ENDIF IF RESULT CROSSES OVER BTM THEN SIGNAL2 = 1 SIGNAL1 = 0 ENDIF IF RESULT CROSSES OVER TOP THEN SIGNAL1 = 0 SIGNAL2 = 1 ENDIF IF RESULT CROSSES UNDER BTM THEN SIGNAL2 = 0 SIGNAL1 = 1 ENDIF if signal2 = 1 and result crosses under btm then signal2 = 0 signal1 = 1 endif if signal1 = 1 and result crosses over top then signal1 = 0 signal2 = 1 endif if signal1 = 1 and result crosses over mean then signal2 = 1 signal1 = 0 endif if signal2 = 1 and result crosses under mean then signal1 = 1 signal2 = 0 endif //graph signal1 //graph signal2 C1B = RESULT2 CROSSES OVER BTM2 //AND testbuysignal4 = 1 C1S = RESULT2 CROSSES UNDER TOP2 //AND testsellsignal4 = 1 C2B = RESULT4 CROSSES OVER BTM4 //AND testbuysignal4x = 1 C2S = RESULT4 CROSSES UNDER TOP4 //AND testsellsignal4X = 1 C3B = RESULTX CROSSES OVER BTMX C3S = RESULTX CROSSES UNDER TOPX /// === CAN ADD MORE PERIODS timeframe (15 minutes) //SUPERTREND// super15 = Supertrend[1,10] super25 = SUPERTREND[2,11] super35 = SUPERTREND[3,12] //ATRSTOP = AverageTrueRange[14](close) //ATRSTOP1 = ATRSTOP*AA timeframe (default) //SUPERTREND// super1 = Supertrend[1,10] super2 = SUPERTREND[2,11] super3 = SUPERTREND[3,12] superbuy = close> super1 and close>super2 and close>super3 supersell = close<super1 and close<super2 and close<super3 superbuy15 = close> super15 and close>super25 and close>super35 supersell15 = close<super15 and close<super25 and close<super35 //testsuper1 = close > super1 //testsuper2 = close< super1 superbuyx = superbuy and superbuy15 supersellx = supersell and supersell15 abc1 = signal2 = 1 and not h2a abc2 = c1b or c2b abc3 = abc2 or c3b b1 = abc1 and abc3 AND CLOSE>SUPER3 AND not supersellx asc1 = signal1 = 1 and not h1a asc2 = c1s or c2s asc3 = asc2 or c3s s1 = asc1 and asc3 AND CLOSE<SUPER3 AND not superbuyx testsuperbuy = b1 and supersell testsupersell = s1 and superbuy //graph testsuperbuy //graph testsupersell //graph c1b //graph c2b //graph c3b //graph c1s //graph c2s //graph c3s //b1 = (SIGNAL2 = 1 AND (C1B OR C2B )) AND NOT H2A //s1 = (SIGNAL1 = 1 AND (C1S OR C2S )) AND NOT H1A //GRAPH testsellsignal4 //GRAPH C2B //GRAPH C1B // //GRAPH RESULT4 ////GRAPH TOP //GRAPH BTM4 ////GRAPH SIGNAL1 ////GRAPH SIGNAL2 ////GRAPH B1 ////GRAPH S1 //SET STOP LOSS SATR*AverageTrueRange[NATR](close) //SET TARGET PROFIT PATR*AverageTrueRange[NATR](close) if b1 and not daysForbiddenEntry then buy POSITIONSIZE contract at market //SET STOP LOSS 3*AverageTrueRange[14](close) //SET TARGET PROFIT 1*AverageTrueRange[14](close) set stop %loss 0.2//ATRSTOP1 //set target %profit 0.8 endif if s1 and not daysForbiddenEntry then sellshort POSITIONSIZE contract at market //SET STOP LOSS 3*AverageTrueRange[14](close) //SET TARGET PROFIT 2*AverageTrueRange[14](close) set stop %loss 0.2 //ATRSTOP1 //set target %profit 0.8 endif IF LONGONMARKET AND CLOSE crosses under SUPER3 THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND CLOSE crosses over SUPER3 THEN EXITSHORT AT MARKET ENDIF //IF LONGONMARKET AND SIGNAL1 = 1 AND TESTSELLSIGNAL2 = 1 AND CLOSE < SUPER1 THEN //SELL AT MARKET //ENDIF //IF SHORTONMARKET AND SIGNAL2 = 1 AND TESTBUYSIGNAL2 = 1 AND CLOSE> SUPER1 THEN //EXITSHORT AT MARKET //ENDIF //BREAKEVEN/// //if not onmarket then //atrtest = AverageTrueRange[14](close[0]) //endif // //startBreakeven = atrtest //PointsToKeep = 5 // //IF NOT ONMARKET THEN //breakevenLevel=0 //ENDIF // //IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //breakevenLevel = tradeprice(1)+PointsToKeep*pipsize //ENDIF //IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //breakevenLevel = tradeprice(1)-PointsToKeep*pipsize //ENDIF //if not superbuy then //IF breakevenLevel>0 THEN //SELL AT breakevenLevel STOP //ENDIF //endif //if not supersell then //IF breakevenLevel>0 THEN //EXITSHORT AT breakevenLevel STOP //ENDIF //endif //closesuper = close crosses under super1 //closesuper1 = close crosses under super2 //closesuper2 = close crosses under super3 // //closesuper3 = close crosses over super1 //closesuper4 = close crosses over super2 //closesuper5 = close crosses over super3 // // // //close1 = closesuper or closesuper1 //close2 = close1 or closesuper2 // //close3 = closesuper3 or closesuper4 //close4 = close3 or closesuper5 // //if longonmarket and positionperf<0.1 and close2 then //sell at market //endif // //if longonmarket and positionperf<0.1 and close4 then //exitshort at market //endif //if longonmarket and result crosses under btm then //sell at market //endif //if shortonmarket and result crosses over top then //exitshort at market //endif

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  //------------------------------------------------------------------------- // Main code : Dj-3min Dyn/super v1.2 //------------------------------------------------------------------------- defparam cumulateorders = false //defparam preloadbars    = 10000 DEFPARAM FLATBEFORE = 233000 DEFPARAM FLATAFTER = 210000 daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   once positionsize = 0.2   //DYNAMIC ZONE ELASTICITY///----///// once period = 200 once smoothing =  2 once smoothing = max(1, smoothing+1) once period = max(1, Period) // Coeficient, change if required once coef = 0.8 // Signal line x = std[Period](close) signam = 1 + (-1* ( ((average[period](close) + (x*2)) - close) / x ) / 2) // Dynamic Zones sq    = square(signam) mean  = average[period](signam) vsqrt = sqrt( average[period](sq) - square(mean) ) top = mean + coef * vsqrt btm = mean - coef * vsqrt result = average[smoothing](signam)   //DYNAMIC ZONE ELASTICITY///----///// once period2 = 20 once smoothing2 = 2 once smoothing2 = max(1, smoothing2+1) once period2 = max(1, Period2) // Coeficient, change if required once coef2 = 0.8 // Signal line x2 = std[Period2](close) signam2 = 1 + (-1* ( ((average[period2](close) + (x2*2)) - close) / x2 ) / 2) // Dynamic Zones sq2    = square(signam2) mean2  = average[period2](signam2) vsqrt2 = sqrt( average[period2](sq2) - square(mean2) ) top2 = mean2 + coef2 * vsqrt2 btm2 = mean2 - coef2 * vsqrt2 result2 = average[smoothing2](signam2)   ////DYNAMIC ZONE ELASTICITY///----///// once period4 = 40 once smoothing4 = 2 once smoothing4 = max(1, smoothing4+1) once period4 = max(1, Period4) // Coeficient, change if required once coef4 = 0.8 // Signal line x4 = std[Period4](close) signam4 = 1 + (-1* ( ((average[period4](close) + (x4*2)) - close) / x4 ) / 2) // Dynamic Zones sq4    = square(signam4) mean4  = average[period4](signam4) vsqrt4 = sqrt( average[period4](sq4) - square(mean4) ) top4 = mean4 + coef4 * vsqrt4 btm4 = mean4 - coef4 * vsqrt4 result4 = average[smoothing4](signam4)   ////DYNAMIC ZONE ELASTICITY///----///// once periodx = 80 once smoothingx = 2 once smoothingx = max(1, smoothingx+1) once periodx = max(1, Periodx) // Coeficient, change if required once coefx = 0.8 // Signal line xx = std[Periodx](close) signamx = 1 + (-1* ( ((average[periodx](close) + (xx*2)) - close) / xx ) / 2) // Dynamic Zones sqx    = square(signamx) meanx  = average[periodx](signamx) vsqrtx = sqrt( average[periodx](sqx) - square(meanx) ) topx = meanx + coefx * vsqrtx btmx = meanx - coefx * vsqrtx resultx = average[smoothingx](signamx)   //bollinger//// //bollup = BollingerUp[20](close) //bolldown = BollingerDown[20](close) //bollbuy =    close< bollup //bollsell =  close > bolldown //buyboll = bollbuy //sellboll = bollsell   //STOCHRSI/// //lengthRSI = 5//14 //RSI period //lengthStoch = 5//14 //Stochastic period //myRSI = RSI[lengthRSI](close) //MinRSI = lowest[lengthStoch](myrsi) //MaxRSI = highest[lengthStoch](myrsi) //StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)*100 //////////////// //min1stochbuy = stochrsi =>90 //min1stochsell = stochrsi =<10   //timeframe (2 minutes,UPDATEONCLOSE) ////DYNAMIC ZONE ELASTICITY///----///// //period4 = 20 //smoothing4 = 2 //once smoothing4 = max(1, smoothing4+1) //once period4 = max(1, Period4) //// Coeficient, change if required //once coef4 = 0.8 //// Signal line //x4 = std[Period4](close) //signam4 = 1 + (-1* ( ((average[period4](close) + (x4*2)) - close) / x4 ) / 2) //// Dynamic Zones //sq4    = square(signam4) //mean4  = average[period4](signam4) //vsqrt4 = sqrt( average[period4](sq4) - square(mean4) ) //top4 = mean4 + coef4 * vsqrt4 //btm4 = mean4 - coef4 * vsqrt4 //result4 = average[smoothing4](signam4)     ////////////////////   IF RESULT CROSSES UNDER BTM THEN SNAP = BARINDEX ENDIF IF RESULT CROSSES OVER BTM THEN SNAP = 0 ENDIF IF RESULT < BTM THEN H1 = LOWEST[BARINDEX-SNAP](RESULT) ELSE H1 = 0 ENDIF IF RESULT < BTM THEN H1A = RESULT > H1 ELSE H1A = 0 ENDIF   IF RESULT CROSSES OVER TOP THEN SNAP1 = BARINDEX ENDIF IF RESULT CROSSES UNDER TOP THEN SNAP1 = 0 ENDIF IF RESULT > TOP THEN H2 = HIGHEST[BARINDEX-SNAP1](RESULT) ELSE H2 = 0 ENDIF IF RESULT > TOP THEN H2A = RESULT < H2 ELSE H2A = 0 ENDIF           //IF RESULT < BTM AND RESULT > H1 THEN //DONTBUY = 1 //ELSE //DONTBUY = 0 //ENDIF   if result2 crosses over btm2 then testbuysignal2 = 1 testsellsignal2 = 0 endif if result2 crosses under top2 then testsellsignal2 = 1 testbuysignal2 = 0 endif if testsellsignal2 = 1 and result2 crosses over top2 then testbuysignal2 = 1 testsellsignal2 = 0   endif if testbuysignal2 = 1 and result2 crosses under btm2 then testbuysignal2 = 0 testsellsignal2 = 1 endif     if result4 crosses over btm4 then testbuysignal4 = 1 testsellsignal4 = 0 endif if result4 crosses under top4 then testsellsignal4 = 1 testbuysignal4 = 0 endif if testsellsignal4 = 1 and result4 crosses over top4 then testbuysignal4 = 1 testsellsignal4 = 0   endif if testbuysignal4 = 1 and result4 crosses under btm4 then testbuysignal4 = 0 testsellsignal4 = 1 endif   if resultX crosses over btmx then testbuysignal4x = 1 testsellsignal4x = 0 endif if resultx crosses under topx then testsellsignal4x = 1 testbuysignal4x = 0 endif if testsellsignal4x = 1 and resultx crosses over topx then testsellsignal4x = 0 testbuysignal4x = 1 endif if testbuysignal4x = 1 and resultx crosses under btmx then testbuysignal4x = 0 testsellsignal4x = 1 endif   //HAV1 = TESTBUYSIGNAL2 = 1 AND TESTBUYSIGNAL4 = 1 AND TESTBUYSIGNAL4X = 1 //HAV2 = RESULT > RESULT[1] //HAV3 = HAV1 AND HAV2       IF RESULT CROSSES UNDER TOP THEN SIGNAL1 = 1 SIGNAL2 = 0 ENDIF IF RESULT CROSSES OVER BTM THEN SIGNAL2 = 1 SIGNAL1 = 0 ENDIF   IF RESULT CROSSES OVER TOP THEN SIGNAL1 = 0 SIGNAL2 = 1   ENDIF IF RESULT CROSSES UNDER BTM THEN SIGNAL2 = 0 SIGNAL1 = 1 ENDIF   if signal2 = 1 and result crosses under btm then signal2 = 0 signal1 = 1 endif   if signal1 = 1  and result crosses over top then signal1 = 0 signal2 = 1 endif   if signal1 = 1 and result crosses over mean then signal2 = 1 signal1 = 0 endif if signal2 = 1 and result crosses under mean then signal1 = 1 signal2 = 0 endif       //graph signal1 //graph signal2           C1B = RESULT2 CROSSES OVER BTM2 //AND testbuysignal4 = 1 C1S = RESULT2 CROSSES UNDER TOP2 //AND testsellsignal4 = 1   C2B = RESULT4 CROSSES OVER BTM4 //AND testbuysignal4x = 1 C2S = RESULT4 CROSSES UNDER TOP4 //AND testsellsignal4X = 1   C3B = RESULTX CROSSES OVER BTMX C3S = RESULTX CROSSES UNDER TOPX   /// === CAN ADD MORE PERIODS   timeframe (15 minutes) //SUPERTREND// super15 = Supertrend[1,10] super25 = SUPERTREND[2,11] super35 = SUPERTREND[3,12]   //ATRSTOP = AverageTrueRange[14](close) //ATRSTOP1 = ATRSTOP*AA     timeframe (default) //SUPERTREND// super1 = Supertrend[1,10] super2 = SUPERTREND[2,11] super3 = SUPERTREND[3,12]   superbuy = close> super1 and close>super2 and close>super3 supersell = close<super1 and close<super2 and close<super3   superbuy15 = close> super15 and close>super25 and close>super35 supersell15 = close<super15 and close<super25 and close<super35   //testsuper1 = close > super1 //testsuper2 = close< super1     superbuyx = superbuy and superbuy15 supersellx = supersell and supersell15       abc1 = signal2 = 1 and not h2a abc2 = c1b or c2b abc3 = abc2 or c3b b1 = abc1 and abc3  AND CLOSE>SUPER3 AND not supersellx   asc1 = signal1 = 1 and not h1a asc2 = c1s or c2s asc3 = asc2 or c3s s1 = asc1 and asc3 AND CLOSE<SUPER3 AND not superbuyx   testsuperbuy = b1 and supersell testsupersell = s1 and superbuy //graph testsuperbuy //graph testsupersell   //graph c1b //graph c2b //graph c3b //graph c1s //graph c2s //graph c3s       //b1 = (SIGNAL2 = 1  AND (C1B OR C2B  )) AND NOT H2A //s1 = (SIGNAL1 = 1  AND (C1S OR C2S  )) AND NOT H1A   //GRAPH testsellsignal4 //GRAPH C2B //GRAPH C1B // //GRAPH RESULT4 ////GRAPH TOP //GRAPH BTM4 ////GRAPH SIGNAL1 ////GRAPH SIGNAL2 ////GRAPH B1 ////GRAPH S1   //SET STOP LOSS SATR*AverageTrueRange[NATR](close) //SET TARGET PROFIT PATR*AverageTrueRange[NATR](close)   if   b1 and not daysForbiddenEntry then buy POSITIONSIZE contract at market //SET STOP LOSS 3*AverageTrueRange[14](close) //SET TARGET PROFIT 1*AverageTrueRange[14](close)   set stop %loss 0.2//ATRSTOP1 //set target %profit 0.8 endif   if  s1  and not daysForbiddenEntry then sellshort POSITIONSIZE contract at market //SET STOP LOSS 3*AverageTrueRange[14](close) //SET TARGET PROFIT 2*AverageTrueRange[14](close)   set stop %loss 0.2 //ATRSTOP1 //set target %profit 0.8 endif       IF LONGONMARKET AND CLOSE crosses under  SUPER3 THEN SELL AT MARKET ENDIF IF SHORTONMARKET AND CLOSE crosses over SUPER3 THEN EXITSHORT AT MARKET ENDIF   //IF LONGONMARKET AND SIGNAL1 = 1 AND TESTSELLSIGNAL2 = 1 AND CLOSE < SUPER1 THEN //SELL AT MARKET //ENDIF //IF SHORTONMARKET AND SIGNAL2 = 1 AND TESTBUYSIGNAL2 = 1 AND CLOSE> SUPER1 THEN //EXITSHORT AT MARKET //ENDIF         //BREAKEVEN/// //if not onmarket then //atrtest = AverageTrueRange[14](close[0]) //endif // //startBreakeven = atrtest //PointsToKeep = 5 // //IF NOT ONMARKET THEN //breakevenLevel=0 //ENDIF // //IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //breakevenLevel = tradeprice(1)+PointsToKeep*pipsize //ENDIF //IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //breakevenLevel = tradeprice(1)-PointsToKeep*pipsize //ENDIF //if not superbuy then //IF breakevenLevel>0 THEN //SELL AT breakevenLevel STOP //ENDIF //endif //if not supersell then //IF breakevenLevel>0 THEN //EXITSHORT AT breakevenLevel STOP //ENDIF //endif       //closesuper = close crosses under super1 //closesuper1 = close crosses under super2 //closesuper2 = close crosses under super3 // //closesuper3 = close crosses over super1 //closesuper4 = close crosses over super2 //closesuper5 = close crosses over super3 // // // //close1 = closesuper or closesuper1 //close2 = close1 or closesuper2 // //close3 = closesuper3 or closesuper4 //close4 = close3 or closesuper5 // //if longonmarket and positionperf<0.1 and close2 then //sell at market //endif // //if longonmarket and positionperf<0.1 and close4 then //exitshort at market //endif           //if longonmarket and result crosses under btm then //sell at market //endif //if shortonmarket and result crosses over top then //exitshort at market //endif

  

  GraHal

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  06/29/2021 at 11:52 AM #172709
  murre87

  Do u find this algo intressting? Look at attached backtest

  

  murre87

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  06/29/2021 at 12:00 PM #172712
  GraHal

  Funny you should ask, after my post above, I give it a critical eye and I ditched it in favour of trying None’s version from higher up this thread.

  I use Algos different than most anyway … if a trade goes into early profit, I then monitor progress and exit manually at some point, rarely leaving any Algo to exit all on it’s own! 🙂

  

  GraHal

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  06/29/2021 at 12:02 PM #172713
  robertogozzi

  Try this at line 149:

  H2 = HIGHEST[max(1,BARINDEX-SNAP1)](RESULT)

  1	H2 = HIGHEST[max(1,BARINDEX-SNAP1)](RESULT)

  and this at line 132:

  H1 = LOWEST[max(1,BARINDEX-SNAP)](RESULT)

  1	H1 = LOWEST[max(1,BARINDEX-SNAP)](RESULT)

  2 users thanked author for this post.

  GraHal

  

  robertogozzi

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  07/01/2021 at 9:45 AM #172871
  nonetheless

  GraHal wrote:

  Funny you should ask, after my post above, I give it a critical eye and I ditched it in favour of trying None’s version from higher up this thread.

  Hey Grahal, thanks for reminding me about this one – could be worth another look. Here’s an fresh take on it, backtest looks good, but unfortunately when I loaded it up got the dreaded div/0 rejection almost immediately.

  There’s nothing out of the ordinary apart from the DZE code, and the only division there is x.

  I’ve tried fixing this at lines 61,62 but it doesn’t help.

  If anyone has a better way of stopping x from ever being zero I’d love to hear it

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 10000 positionsize = 0.5 Ctime = time >=143000 and time <210000 once tradetype = 1 // [1] long/short [2]long [3]short TIMEFRAME(10 minute) mx = average[a,t](typicalprice) c11 = mx > mx[1] mx1 = average[p3,t](typicalprice) c12 = mx1 < mx1[1] indicator2 = SuperTrend[m2,n2] indicator2a = SAR[q1,w1,e1] c13 = (close > indicator2) or (close > indicator2a) c14 = (close < indicator2) or (close < indicator2a) TIMEFRAME(5 minute) indicator1 = SuperTrend[m,n] indicator1a = SAR[q,w,e] c1 = (close > indicator1) or (close > indicator1a) c2 = (close < indicator1) or (close < indicator1a) mx2 = average[p1,t1](typicalprice) c5 = mx2 > mx2[1] c6 = mx2 < mx2[1] //Stochastic RSI | indicator lengthRSI = lr //RSI period lengthStoch = ls //Stochastic period smoothK = sk //Smooth signal of stochastic RSI smoothD = sd //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c7 = K>D c8 = K<D TIMEFRAME(default) mx3 = average[p2,t2](typicalprice) c9 = mx3 > mx3[1] c10 = mx3 < mx3[1] //Dynamic Zone Elasticity Period = 20 smoothing = 2 // ---------------- once smoothing = max(1, smoothing+1) once period = max(1, Period) // Coeficient, change if required once coef = 0.8 // Signal line x = std[Period](close) if x=0 then x=x[1] endif signam = 1 + (-1* ( ((average[period](close) + (x*2)) - close) / x ) / 2) // Dynamic Zones sq = square(signam) mean = average[period](signam) vsqrt = sqrt( average[period](sq) - square(mean) ) top = mean + coef * vsqrt btm = mean - coef * vsqrt result = average[smoothing](signam) c3 = result crosses over btm c4 = result crosses under top // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF Ctime and c1 and c3 and c5 and c7 and c9 and c11 and c13 THEN BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF endif // Conditions to enter short positions if tradetype=1 or tradetype=3 then IF Ctime and c2 and c4 and c6 and c8 and c10 and c12 and c14 THEN SELLSHORT positionsize CONTRACT AT MARKET SET STOP %LOSS sls SET TARGET %PROFIT tps ENDIF endif //trailing stop function once trailingstop = 1 if trailingstop then trailingpercentlong = tsl // % trailingpercentshort = tss // % stepPercentlong = stl stepPercentshort = sts tssensitivity=2 // 1 = close 2 = H,L 3 = l,H 4 = typicalprice if onmarket then trailingstartlong = tradeprice(1)*(trailingpercentlong/100) //trailing will start @trailingstart points profit trailingstartshort = tradeprice(1)*(trailingpercentshort/100) //trailing will start @trailingstart points profit trailingsteplong = tradeprice(1)*(stepPercentlong/100) //% step to move the stoploss trailingstepshort = tradeprice(1)*(stepPercentshort/100) //% step to move the stoploss endif //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF if tssensitivity=1 then tssensitivitylong=close tssensitivityshort=close elsif tssensitivity=2 then tssensitivitylong=high tssensitivityshort=low elsif tssensitivity=3 then tssensitivitylong=low tssensitivityshort=high elsif tssensitivity=4 then tssensitivitylong=typicalprice tssensitivityshort=typicalprice endif //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND tssensitivitylong-tradeprice(1)>=trailingstartlong THEN newSL = tradeprice(1)+trailingsteplong ENDIF //next moves IF newSL>0 AND tssensitivitylong-newSL>trailingsteplong THEN newSL = newSL+trailingsteplong ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-tssensitivityshort>=trailingstartshort THEN newSL = tradeprice(1)-trailingstepshort ENDIF //next moves IF newSL>0 AND newSL-tssensitivityshort>trailingstepshort THEN newSL = newSL-trailingstepshort ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif //EXIT ZOMBIE TRADE EZT = 1 if EZT then IF longonmarket and barindex-tradeindex(1)>= b1 and close<positionprice then sell at market endif IF shortonmarket and barindex-tradeindex(1)>= b2 and close>positionprice then exitshort at market endif endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170

  // Definition of code parameters DEFPARAM CumulateOrders = false // Cumulating positions deactivated DEFPARAM preloadbars = 10000   positionsize = 0.5   Ctime = time >=143000 and time <210000 once tradetype       = 1 // [1] long/short [2]long [3]short   TIMEFRAME(10 minute) mx = average[a,t](typicalprice) c11 = mx > mx[1] mx1 = average[p3,t](typicalprice) c12 = mx1 < mx1[1]   indicator2 = SuperTrend[m2,n2] indicator2a = SAR[q1,w1,e1] c13 = (close > indicator2) or (close > indicator2a) c14 = (close < indicator2) or (close < indicator2a)   TIMEFRAME(5 minute) indicator1 = SuperTrend[m,n] indicator1a = SAR[q,w,e] c1 = (close > indicator1) or (close > indicator1a) c2 = (close < indicator1) or (close < indicator1a)   mx2 = average[p1,t1](typicalprice) c5 = mx2 > mx2[1] c6 = mx2 < mx2[1]   //Stochastic RSI | indicator lengthRSI = lr //RSI period lengthStoch = ls //Stochastic period smoothK = sk //Smooth signal of stochastic RSI smoothD = sd //Smooth signal of smoothed stochastic RSI myRSI = RSI[lengthRSI](close) MinRSI = lowest[lengthStoch](myrsi) MaxRSI = highest[lengthStoch](myrsi) StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI) K = average[smoothK](stochrsi)*100 D = average[smoothD](K) c7 = K>D c8 = K<D   TIMEFRAME(default) mx3 = average[p2,t2](typicalprice) c9 = mx3 > mx3[1] c10 = mx3 < mx3[1]   //Dynamic Zone Elasticity Period = 20 smoothing = 2 // ---------------- once smoothing = max(1, smoothing+1) once period = max(1, Period) // Coeficient, change if required once coef = 0.8 // Signal line x = std[Period](close) if x=0 then x=x[1] endif signam = 1 + (-1* ( ((average[period](close) + (x*2)) - close) / x ) / 2) // Dynamic Zones sq    = square(signam) mean  = average[period](signam) vsqrt = sqrt( average[period](sq) - square(mean) ) top = mean + coef * vsqrt btm = mean - coef * vsqrt result = average[smoothing](signam)   c3 = result crosses over btm c4 = result crosses under top   // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF Ctime and c1 and c3 and c5 and c7 and c9 and c11 and c13 THEN BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp ENDIF endif   // Conditions to enter short positions if tradetype=1 or tradetype=3 then IF Ctime and c2 and c4 and c6 and c8 and c10 and c12 and c14 THEN SELLSHORT positionsize CONTRACT AT MARKET SET STOP %LOSS sls SET TARGET %PROFIT tps ENDIF endif   //trailing stop function once trailingstop = 1 if trailingstop then trailingpercentlong  = tsl // % trailingpercentshort = tss // % stepPercentlong = stl stepPercentshort = sts tssensitivity=2 // 1 = close 2 = H,L 3 = l,H 4 = typicalprice if onmarket then trailingstartlong = tradeprice(1)*(trailingpercentlong/100) //trailing will start @trailingstart points profit trailingstartshort = tradeprice(1)*(trailingpercentshort/100) //trailing will start @trailingstart points profit trailingsteplong = tradeprice(1)*(stepPercentlong/100) //% step to move the stoploss trailingstepshort = tradeprice(1)*(stepPercentshort/100) //% step to move the stoploss endif   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   if tssensitivity=1 then tssensitivitylong=close tssensitivityshort=close elsif tssensitivity=2 then tssensitivitylong=high tssensitivityshort=low elsif tssensitivity=3 then tssensitivitylong=low tssensitivityshort=high elsif tssensitivity=4 then tssensitivitylong=typicalprice tssensitivityshort=typicalprice endif //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND tssensitivitylong-tradeprice(1)>=trailingstartlong THEN newSL = tradeprice(1)+trailingsteplong ENDIF //next moves IF newSL>0 AND tssensitivitylong-newSL>trailingsteplong THEN newSL = newSL+trailingsteplong ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-tssensitivityshort>=trailingstartshort THEN newSL = tradeprice(1)-trailingstepshort ENDIF //next moves IF newSL>0 AND newSL-tssensitivityshort>trailingstepshort THEN newSL = newSL-trailingstepshort ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF endif   //EXIT ZOMBIE TRADE EZT = 1 if EZT then IF longonmarket and barindex-tradeindex(1)>= b1 and close<positionprice then sell at market endif IF shortonmarket and barindex-tradeindex(1)>= b2 and close>positionprice then exitshort at market endif endif

   

  

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  07/01/2021 at 9:53 AM #172873
  nonetheless

  itf

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  07/01/2021 at 9:32 PM #172917
  nonetheless

  try deleting lines 61 – 63, change line 60 to

  x = (std[Period](close)) + 0.1

  1	x = (std[Period](close)) + 0.1

  it’s a dead simple solution but seems to work so far, opened a trade today with no rejections.

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  07/02/2021 at 1:41 PM #172975
  GraHal

  I had a divide by zero stoppage this morning so I am trying below at Line 61 to see if it stops the stoppages! 🙂

  x = max(1,std[Period](close))

  1	x = max(1,std[Period](close))

  Here’s a thought, has anybody ever sent a Technical Report (on any Algo) to PRT asking “why is my Algo stopping and giving a divide by zeror error message”?

  I’m really fed up with divide by zero errors generally … why can’t PRT put some script in the backtest engine to detect the conditions which give divide by zero errors??

  

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  07/02/2021 at 3:30 PM #172987
  nonetheless

  Yeah, mine got stopped as well. I’m now running it with

  x = std[Period](close) + 0.3

  1	x = std[Period](close) + 0.3

  as adding more than that starts to impact performance. Hasn’t been rejected … yet.

  Agreed about PRT, shouldn’t be too difficult for them to at least point out where the problem is.

  

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  07/03/2021 at 9:01 AM #173033
  nonetheless

  The + 0.3 version took a trade yesterday. Also

  x = std[Period](close) if x=0 then x=1 endif

  1 2 3 4

  x = std[Period](close) if x=0 then x=1 endif

  seems to work. I’m hoping this might be a generic solution for div/0 rejections, to be inserted wherever you’ve got a problematic division ???

  Could be worth trying.

   

   

   

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  07/03/2021 at 9:54 AM #173034
  GraHal

  Yeah my idea below worked also and took a trade yesterday and ended in profit!

  Below is effectively the same as your code above, i.e. if 0 read 1.

  x = max(1,std[Period](close))

  1	x = max(1,std[Period](close))

  Our solutions make me think the divide by zero errors are mainly due to missing bars (bars with no price movement) and PRT must have some script in their backtest engine to produce the same result … if 0 read 1 ??

  Would we really want backtests to keep stopping and throw up divide by zero errors??

  Maybe we just live with / work around by adding our solution (if 0 read 1) to our strategy codes if / when we get divide by zero errors?  I have been doing this for a while anyway.

  Trouble is with complex / many lines of codes it is difficult to determine where the  divide by zero error originates, but then it would be just as difficult if the error was thrown up in backtest?

  On the strength of above discussion with myself 🙂 , I will not send a Contact Form to PRT for the  divide by zero error … unless anybody has any other thoughts?

  

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  07/03/2021 at 10:02 AM #173036
  robertogozzi

  Yes nonetheless, it’s a nice solution as it won’t affect subsequent calculations.

   

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  07/03/2021 at 10:08 AM #173037
  robertogozzi

  GraHal, your solution can affect calculations as it will never allow divisions by 0.1…0.9 (or smaller decimals) or negative numbers, while nonetheless‘ will only change 0’s.

   

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  07/03/2021 at 10:35 AM #173038
  GraHal

  The Master has spoken, the None’s have it then! 🙂

  I’ll change mine to None’s for next week!

   

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