Try replacing lines 57-58 with:

HighSinceOpen = highest[max(1,BarresDepuisOpen)](high)
LowSinceOpen  = lowest[max(1,BarresDepuisOpen)](low)

because the first time BarresDepuisOpen retains 0.

No, I think that can only be the cause.

I assume you are talking about the syntax error regarding the variable BREAKEVEN.

As you can see it’s coloured in blue, this means it’s a reserved keyword (now, it wasn’t at the time the code was written). You only have to replace it with a name of your choice, whenever it occurs, usually adding (at the beginning or at the end of that name) any character of yoiur choice so that it’s no more recognized as a keyword.

I replaced it with MYBREAKEVEN (all variables and keywords are case insensitive):

//-------------------------------------------------------------------------
// Code principal : PP4H V1
//-------------------------------------------------------------------------

// Définition des paramètres du code
// Cumul des positions désactivé
DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 100000000
//************************************************************************

//Horaires de trading
// Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE".
DEFPARAM FLATBEFORE = 090000
// Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER"
DEFPARAM FLATAFTER = 173000
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée
noEntryBeforeTime = 090500
timeEnterBefore = time >= noEntryBeforeTime
// Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée
noEntryAfterTime = 125000
timeEnterAfter = time < noEntryAfterTime
// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés
daysForbiddenEntry = OpenDayOfWeek = 5 OR OpenDayOfWeek = 0

//************************************************************************
// Calcul Points Pivots 4h
Int = (OpenTime[1] < 010000 AND OpenTime > 010000) OR (OpenTime[1] < 050000 AND OpenTime > 050000) OR (OpenTime[1] < 090000 AND OpenTime > 090000) OR (OpenTime[1] < 130000 AND OpenTime > 130000) OR (OpenTime[1] < 170000 AND OpenTime > 170000) OR (OpenTime[1] < 210000 AND OpenTime > 210000) OR (Openday <> Openday[1] AND DayOfWeek < DayOfWeek[1])
IF (OpenTime Mod 40000 = 10000) OR Int THEN
myLastHigh = myHigh
myLastLow = myLow
myLastClose = Close[1]
myHigh = High
myLow = Low
Premierpassage=0
DebutOpen = Barindex
ELSE
myHigh = Max(myHigh, High)
myLow = Min(myLow, Low)
ENDIF


PP = (myLastHigh + myLastLow + myLastClose) / 3



hh = highest[85](high)
ll = lowest[85](low)

if (hh-ll)<20 then
Rang = 0
else
Rang = 1
Endif


BarresDepuisOpen = Barindex - DebutOpen
HighSinceOpen = highest[BarresDepuisOpen](high)
LowSinceOpen = lowest[BarresDepuisOpen](low)
DiffHighSinceOpen = HighSinceOpen - pp
DiffLowSinceOpen = pp - LowSinceOpen

If DiffHighSinceOpen>25 or DiffLowSinceOpen>25 then
Rang2 = 1
else
Rang2 = 0
Endif

// Conditions pour ouvrir une position acheteuse
c1 = (close[1] CROSSES UNDER pp)

IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang  and Rang2 THEN
BUY 1 CONTRACT AT MARKET
Premierpassage=1
SET STOP pLOSS 60
ENDIF

// Conditions pour ouvrir une position en vente à découvert
c2 = (close[1] CROSSES OVER pp)

IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN
SELLSHORT 1 CONTRACT AT MARKET
Premierpassage=1
SET STOP pLOSS 50
ENDIF

If time>=090500 and time<=125000 then
If Premierpassage=0 and c1 or c2 then
Premierpassage=1
endif
Endif

//************************************************************************
//trailing stop function
trailingstartL = 21 //LONG  trailing will start @trailinstart points profit
trailingstartS = 21 //SHORT trailing will start @trailinstart points profit
trailingstep    = 11 //trailing step to move the "stoploss"
mybreakeven = 0 //Activate or not the Brakeven
breakevenlevel = 15 //Level of activation of the breakeven
PointsToKeepBreakeven = 1
 
//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
BreakevenStop=0
ENDIF
 
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
If mybreakeven and BreakevenStop=0 then
IF close-tradeprice(1)>=breakevenlevel*pipsize THEN
BreakevenStop = tradeprice(1) + PointsToKeepBreakeven
Endif
Endif
//first move trailing stop
IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN
newSL = tradeprice(1)+trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN
newSL = newSL+trailingstep*pipsize
ENDIF
ENDIF
 
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
If mybreakeven and BreakevenStop=0 then
IF tradeprice(1)-close>=breakevenlevel*pipsize THEN
BreakevenStop = tradeprice(1) - PointsToKeepBreakeven
Endif
Endif
//first move trailing stop
IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN
newSL = tradeprice(1)-trailingstep*pipsize
ENDIF
//next moves
IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN
newSL = newSL-trailingstep*pipsize
ENDIF
ENDIF
 
//stop order to exit the positions with trailing stop
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF

//stop order to exit the positions with breakeven
IF BreakevenStop>0 THEN
SELL AT BreakevenStop STOP
EXITSHORT AT BreakevenStop STOP
ENDIF
//************************************************************************

I added that code as an indicator of its own, then calling it from the strategy, and it works as expected.

I placed those lines in your code above and it works fine like in the indocator.

I couldn’t spot anything wrong.

You should post the whole code for both the strategy and the indicator, specifying the instrument, timeframe and units used.

The code is below inspired from Reiner – Pathfinder that I am trying to use as one indicator to buy or sell. If I insert in the main algo it works but stopped working as I put it in an indicator
It does not really matter, I can continue to have it in the main algo but just tidier to use as an indicator to simplify the view of the main code.
And also curious to understand why it works in one case and fails in the other.

timeframe(4h, updateonclose)

Cbuy, Csell =Call "JM INDICATOR V0.1"

ONCE periodFirstMA = 6
ONCE periodSecondMA = 10
ONCE periodThirdMA = 4

// filter parameter
ONCE periodLongMA = 160
ONCE periodShortMA = 40

ONCE lastweekbarindex =0
once lastmonthbarindex = 0


// calculate daily high/low
dailyHigh = DHigh(1)
dailyLow = DLow(1)

// calculate weekly high/low
If DayOfWeek < DayOfWeek[1] and barindex > 0 then
weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)
lastWeekBarIndex = BarIndex
ENDIF

// calculate monthly high/low
If Month <> Month[1] and barindex > 0 then
monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh)
monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow)
lastMonthBarIndex = BarIndex
ENDIF

// calculate signalline with multiple smoothed averages
firstMA = WilderAverage[periodFirstMA](close)
secondMA = TimeSeriesAverage[periodSecondMA](firstMA)
signalline = TimeSeriesAverage[periodThirdMA](secondMA)

// filter criteria because not every breakout is profitable
c1 = close > Average[periodLongMA](close)
c2 = close < Average[periodLongMA](close) c3 = close > Average[periodShortMA](close)
c4 = close < Average[periodShortMA](close)


// long position conditions
l1 = signalline CROSSES OVER monthlyHigh
l2 = signalline CROSSES OVER weeklyHigh
l3 = signalline CROSSES OVER dailyHigh
l4 = signalline CROSSES OVER monthlyLow



// short position conditions
s1 = signalline CROSSES UNDER monthlyHigh
s2 = signalline CROSSES UNDER monthlyLow
s3 = signalline CROSSES UNDER dailyLow







CondAchat =  ((l1) OR (l4) OR (l2)OR (l3 AND c2))
CondVente= ((s2 AND c4) OR (s3 AND c1))


RETURN CondAchat, CondVente

Hi,

I tried the indicator, and I don’t get an error message (also not on Monday) and the indicator gives buy and sell signals…?

Scherm­afbeelding-2023-09-03-om-12.38.51.png

Hi,

That’s right, I hadn’t read everything yet… 🙂

I personally think that error message is due to the “Crosses Over” and “Crosses Under”…

Perhaps it would be better to use “greater than (>) ” and “smaller than (<)” here…