Help debugging high/low in strategy

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  • #39011 quote
    hpsilva
    Participant
    New

    Hello Everyone,

    Writing here because i am finding a couple of issues while working with the platform. Hopefully i am doing something wrong. The issues are as follow:

    • IntraDayBarIndex (intradaybarindex figure) – Intradaybarindex count is not consistent across days. This affects logic that make use of bar counting.
    • Time (time  figure) – Inconsistent behavior while graphing time inside a strategy. Not all days start/end or have the same extension. Any clue?
    • DHigh(1) | DLow(1) (DHigh figure) – Previous day High and Low are not plotted correctly on chart, neither am able to access those variables correctly during backtesting. Somewhat in certain days those variables are offset to unknown values, due to unknown reasons.
    • Variable reported incorrectly  (variables figure) – It seems i cannot get the variable orbLow to work by any means while coding a breakout strategy. It always returns zero. Quite curiously the behavior of orbHigh works nicely. Code is attached next:
      ONCE orbStart = 080000  // 080000
      ONCE orbStop = 081000  // 083000
      
      
      // Store ORB Limits --------------------------
      IF Time >= orbStart AND Time <= orbStop THEN
      // Store orbHL
      IF Time = orbStart THEN
      orbH = High
      orbL = Low
      ENDIF
      
      // Update till end of Orb
      IF Low < orbL THEN
      orbL = Low
      ENDIF
      IF High > orbH THEN
      orbH = High
      ENDIF
      
      ENDIF
       
      IF orbStart AND orbStop THEN
      BUY 0 Contracts At Market
      ENDIF
      
      
      // DEBUGGING --------------------------------------
      Graph orbL as "orbL"
      Graph orbH as "orbH"

      Any clues or hints about those?

      Many Thanks!

      Moderator’s edit: in order to get help from other users on this strategy, message has been moved here in the pro-order forum, out of the “prorealtime v10.3 bugs users report” topic (reserved for demonstrated platform bugs rather than individual strategy debugging, thanks for your understanding)

    DHigh.png DHigh.png intradaybarindex.png intradaybarindex.png Time.png Time.png variables.jpg variables.jpg
    #39064 quote
    Nicolas
    Keymaster
    Master

    Did you try to “GRAPH Time = orbStart” ?

    The problem is there.

    hpsilva thanked this post
    #39134 quote
    hpsilva
    Participant
    New

    Hi Nicolas,

     

    Thank you for a prompt feedback.

     

    Could you detail a bit more your answer. Did not got it to be honest..

     

    What about the other issues?

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Help debugging high/low in strategy


ProOrder: Automated Strategies & Backtesting

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hpsilva @hpsilva Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by hpsilva
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/25/2017
Status: Active
Attachments: 4 files
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