Fractal breakout intraday Strategy EUR/USD 1H –

Viewing 15 posts - 121 through 135 (of 360 total)
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  • #34259 quote
    GraHal
    Participant
    Master

    I think I’ve found it. I used the GRAPH Function to find the negative value.

    I’ll pop it back Live and let you know if it goes okay.

    Profit over 100,00 bars is the same with my changes below.

    (I’m getting worried now … I might make a coder after all!? 🙂
    Naah … I’m just not too bad at fixing things in general).

    This line 
    
    47 FS =  (CLOSE-OPEN)  <= - RS*POINTSIZE
    
    should read 
    
    47 FS =  (OPEN-CLOSE)  >=   RS*POINTSIZE
    #34260 quote
    ALE
    Moderator
    Master

    Thanks

    I check this asap

    #34271 quote
    StantonR
    Participant
    Senior

    Got the Same error as GraHal on 60 min version.

    I have done the change and put it back live. See what happens.

    #34272 quote
    GraHal
    Participant
    Master

    HAHAHAHA … ‘Pride goeth before a fall’ … good job I’m among friends … got rejected again for same zero offset error.

    Back to the Drawing Board!

    #34277 quote
    StantonR
    Participant
    Senior

    I think this might be the issue as these variables need to be set outside the if statement as DC will not be set.

    IF LONGONMARKET THEN
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TP=30//take profit
    //SL=50// stop loss
    ELSIF SHORTONMARKET THEN
    DC=20
    TGS=5
    TP=30
    //SL=50
    ENDIF

    this code will fail as dc is only set if you long or short

    e= Highest[DC](high)
    f=Lowest[DC](low)
    #34278 quote
    StantonR
    Participant
    Senior

    Updated the code like this. Just assigned a default value to the variables. can be overwritten if long or short.

    DEFPARAM CumulateOrders = false
    //LONG VARIABLES
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TGS=5
    TP=30
    
    IF LONGONMARKET THEN
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TP=30//take profit
    //SL=50// stop loss
    ELSIF SHORTONMARKET THEN
    DC=20// period of Donchian Stop
    TGS=5
    TP=30
    //SL=50
    ENDIF
    #34281 quote
    GraHal
    Participant
    Master

    Ah Gotcha!

    Thanks Stanton, I made your changes and popped it back in Live … I let you know how it goes, should know by 15.30 UST+1 as mine is the 30 min version!

    Almost feels like fun now with the speedy iterative fixes! 🙂

    GraHal

    #34282 quote
    GraHal
    Participant
    Master

    Yep that’s it all good now, no rejection! Good work!

    Poor show that Backtest doesn’t show up ‘zero / negative offset errors’!?

    #34295 quote
    ALE
    Moderator
    Master

    Hello

    Sorry guys but I posted the codes too fast and I missed the errors, it is a refused, in the evening I will update the files.

    Sorry Grahal but I did not understand what you say .

    Thanks and Sorry!

    #34297 quote
    StantonR
    Participant
    Senior

    All good Ale.

    Thanks for a great strategy.

    Running it live with a small account will let you know how it goes.

    #34329 quote
    ALE
    Moderator
    Master

    HELLO,

    DO YOU THINK THAT IS CORRECT ?:

    DEFPARAM CumulateOrders = false
    //VARIABLES
    DC=DC// period of Donchian Stop
    TGL=TGL//Trailing Stop pip distance
    TGS=TGS
    TP=TP
    //SL=SL
    IF LONGONMARKET THEN
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TP=30//take profit
    //SL=SL// stop loss
    ELSIF SHORTONMARKET THEN
    DC=20// period of Donchian Stop
    TGS=5
    TP=30
    //SL=SL
    ENDIF
    #34330 quote
    StantonR
    Participant
    Senior

    Dont think that will work as DC will only be given a value if you are on the Market.

    This code gets run if you on the market or not.

    e= Highest[DC](high)
    f=Lowest[DC](low)

    At that point DC = null

    Which will give an error

    You could also do this.

    DEFPARAM CumulateOrders = false
    //VARIABLES
    IF LONGONMARKET THEN
    DC=20// period of Donchian Stop
    TGL=5//Trailing Stop pip distance
    TP=30//take profit
    //SL=SL// stop loss
    ELSIF SHORTONMARKET THEN
    DC=20// period of Donchian Stop
    TGS=5
    TP=30
    //SL=SL
    ENDIF
    
    if longonmarket  then
    f=Lowest[DC](low)
    laststop = f[1]
    endif
    if shortonmarket  then
    e= Highest[DC](high)
    laststop = e[1]
    endif
    if onmarket then
    sell at laststop stop
    exitshort at laststop stop
    endif
    #34331 quote
    ALE
    Moderator
    Master

    OK NOW I SEE THE ERROR!!

    THANKS SANTONR

    #34333 quote
    GraHal
    Participant
    Master

    Hi Ale

    No problem, no Sorry 🙂

    Stanton first fix here #34278 works as I’ve had no rejections since Time 15:30 today.

    GraHal

    #34338 quote
    ALE
    Moderator
    Master

    Thanks Grahal 😛

    So.. which code we fixed in the main code? Now I’m confused… it would have been better if I had maintained my disorder 🙂 before to change code, the other day ..

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Fractal breakout intraday Strategy EUR/USD 1H –


ProOrder: Automated Strategies & Backtesting

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ALE @aleale Moderator
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This topic contains 359 replies,
has 1 voice, and was last updated by RandyG
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/16/2017
Status: Active
Attachments: 174 files
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