Help with a condition

• 08/27/2018 at 11:23 AM #79156
  turame

  Hi there !

  That’s the same for me… only one trade with the new version .itf on Dax 1 min… I can’t understand, I’m still on it !

  Everybody has a solution ?

  

  turame

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  08/27/2018 at 11:41 AM #79158
  tradingthelife

  Uuuh really not sure what may happen. Let’s wait for @Nicolas or some expert to see if they can detect the problem.

  Regards.

  

  tradingthelife

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  08/27/2018 at 12:28 PM #79160
  Nicolas

  When a strategy stop trading, it is most of the time due to an error that cause the code to crash, like a division by zero. You can also change the preloadbars setting to see what happen if it is set to 0.

  1 user thanked author for this post.

  GraHal

  

  Nicolas

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  08/27/2018 at 12:41 PM #79161
  GraHal

  @komiya  go back to the previous version that did execute trades and then work forward re changes but run it on 10k bars each time you make even a single change so you can isolate which change stopped it trading?

  Boring I know and not as exciting as trying out new body parts on Frankie!! 🙂

  Let us know how  you get on please?

  

  GraHal

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  08/27/2018 at 12:52 PM #79163
  GraHal

  Here’s another idea … compare version with trades and version with no trades on the website below … it’s real easy 2 x copy and paste and click on Compare!  Let us know what you find?

  https://www.diffchecker.com/

  

  GraHal

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  08/28/2018 at 8:56 AM #79219
  tradingthelife

  Hi! I’m not having problems to check strategy…I don’t know which are the reasons.

  Finally I’ve solved my problem. It was easier than I thought but I didn’t find the solution until yesterday. I’m not sure if it’s the best solution but it seems it’s working.

  ONCE EntryConditions = 0 IF c7 then Entryconditions = EntryCondition + 1 endif IF c17 then EntryConditions = 0 - 1 ENDIF

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  ONCE EntryConditions = 0   IF c7 then Entryconditions = EntryCondition + 1 endif   IF c17 then EntryConditions = 0 - 1 ENDIF

  Later ..

  // long entries if NOT ONMARKET AND (EntryConditions > 0) ... // short entries if NOT ONMARKET AND (EntryConditions < 0) ...

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  // long entries if NOT ONMARKET AND (EntryConditions > 0) ...   // short entries if NOT ONMARKET AND (EntryConditions < 0) ...

  Thanks everybody for cooperation.

   

  

  tradingthelife

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  08/28/2018 at 9:31 AM #79230
  GraHal

  Ah good @komiya, so glad you sorted it!

  Please can you post the latest working code now, I’d kinda like to close the loop and see trades on my Platform with your code! 🙂

  

  GraHal

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  09/03/2018 at 1:25 PM #79640
  raphaelopilski

  Is it possible to implement a money management system in this strategy?

  

  raphaelopilski

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  09/03/2018 at 1:27 PM #79641
  raphaelopilski

  raphaelopilski wrote:

  Is it possible to implement a money management system in this strategy?

  I mean one which makes the lots bigger with the strategyprofit

  

  raphaelopilski

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  09/03/2018 at 3:40 PM #79661
  Vonasi

  raphaelopilski wrote:

  Is it possible to implement a money management system in this strategy?

  Various money management options can be found in the Snippet Library.

  https://docs.google.com/spreadsheets/d/1rgboqj7sVwsP9ZRhOduOefye48QMWC07jWVXCl-KJPU/edit#gid=0

  

  Vonasi

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  09/03/2018 at 7:25 PM #79676
  tradingthelife

  Hi raphaelopilski, could you make strategy work? I didn’t have problems, but some people did. If you have any comment about strategy to enhance it, it would be great 😉

  You can try this (is a piece of code I found in a strategy):

  First of all you should change

  DEFPARAM CumulateOrders = False

  1	DEFPARAM CumulateOrders = False

  to

  DEFPARAM CumulateOrders = True

  1	DEFPARAM CumulateOrders = True

  Later, insert this before “Conditions”

  //dynamic step grid minSTEP = 5 //minimal step of the grid maxSTEP = 20 //maximal step of the grid ATRcurrentPeriod = 5 //recent volatility 'instant' period ATRhistoPeriod = 100 //historical volatility period ATR = averagetruerange[ATRcurrentPeriod] histoATR= highest[ATRhistoPeriod](ATR) resultMAX = MAX(minSTEP*pipsize,histoATR - ATR) resultMIN = MIN(resultMAX,maxSTEP*pipsize) gridstep = (resultMIN)

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  //dynamic step grid minSTEP = 5 //minimal step of the grid maxSTEP = 20 //maximal step of the grid ATRcurrentPeriod = 5 //recent volatility 'instant' period ATRhistoPeriod = 100 //historical volatility period   ATR = averagetruerange[ATRcurrentPeriod] histoATR= highest[ATRhistoPeriod](ATR)   resultMAX = MAX(minSTEP*pipsize,histoATR - ATR) resultMIN = MIN(resultMAX,maxSTEP*pipsize)   gridstep = (resultMIN)

  Also, after fist trade, insert this…

  // case BUY - add orders on the same trend if longonmarket and close-tradeprice(1)>=gridstep*pipsize then BUY amount LOT AT MARKET endif // case SELL - add orders on the same trend if shortonmarket and tradeprice(1)-close>=gridstep*pipsize then SELLSHORT amount LOT AT MARKET endif

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  // case BUY - add orders on the same trend if longonmarket and close-tradeprice(1)>=gridstep*pipsize then BUY amount LOT AT MARKET endif   // case SELL - add orders on the same trend if shortonmarket and tradeprice(1)-close>=gridstep*pipsize then SELLSHORT amount LOT AT MARKET endif

  I didn’t try but it shoul work. You have to tune vars at first for specific market. Basically it’s a grid steps system and it adds orders based in those steps.

  I hope this helps.

  

  tradingthelife

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  09/04/2018 at 7:56 AM #79697
  raphaelopilski

   

  komiya wrote:

  Hi raphaelopilski, could you make strategy work? I didn’t have problems, but some people did. If you have any comment about strategy to enhance it, it would be great

  You can try this (is a piece of code I found in a strategy):

  First of all you should change

  DEFPARAM CumulateOrders = False

  1	DEFPARAM CumulateOrders = False

  to

  DEFPARAM CumulateOrders = True

  1	DEFPARAM CumulateOrders = True

  Later, insert this before “Conditions”

  //dynamic step grid<br /> minSTEP = 5 //minimal step of the grid<br /> maxSTEP = 20 //maximal step of the grid<br /> ATRcurrentPeriod = 5 //recent volatility ‘instant’ period<br /> ATRhistoPeriod = 100 //historical volatility period</p> <p>ATR = averagetruerange[ATRcurrentPeriod]<br /> histoATR= highest[ATRhistoPeriod](ATR)</p> <p>resultMAX = MAX(minSTEP*pipsize,histoATR – ATR)<br /> resultMIN = MIN(resultMAX,maxSTEP*pipsize)</p> <p>gridstep = (resultMIN)

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  //dynamic step grid minSTEP = 5 //minimal step of the grid maxSTEP = 20 //maximal step of the grid ATRcurrentPeriod = 5 //recent volatility ‘instant’ period ATRhistoPeriod = 100 //historical volatility period ATR = averagetruerange[ATRcurrentPeriod] histoATR= highest[ATRhistoPeriod](ATR) resultMAX = MAX(minSTEP*pipsize,histoATR – ATR) resultMIN = MIN(resultMAX,maxSTEP*pipsize) gridstep = (resultMIN)

  Also, after fist trade, insert this…

  // case BUY – add orders on the same trend<br /> if longonmarket and close-tradeprice(1)>=gridstep*pipsize then<br /> BUY amount LOT AT MARKET<br /> endif</p> <p>// case SELL – add orders on the same trend<br /> if shortonmarket and tradeprice(1)-close>=gridstep*pipsize then<br /> SELLSHORT amount LOT AT MARKET<br /> endif

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  // case BUY – add orders on the same trend if longonmarket and close–tradeprice(1)>=gridstep*pipsize then BUY amount LOT AT MARKET endif // case SELL – add orders on the same trend if shortonmarket and tradeprice(1)–close>=gridstep*pipsize then SELLSHORT amount LOT AT MARKET endif

  I didn’t try but it shoul work. You have to tune vars at first for specific market. Basically it’s a grid steps system and it adds orders based in those steps.

  I hope this helps.

  I wanna let the system run some weeks. Because it´s only good in 10.000 units. In 100.000 it is really bad, so there is no possibility to backtest the strategy. So let´s look in october how the performance is. If it´s good, I will try to implement it.

  

  raphaelopilski

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  09/04/2018 at 8:46 AM #79703
  tradingthelife

  Hi Raphael,

  It should work well in 30000 bars too. Idea is optimizing vars weekly. So it always will be adapted to market conditions.

  Thanks for your comments.

  

  tradingthelife

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  09/04/2018 at 9:26 AM #79707
  GraHal

  So might you share an .itf file of the latest version / best version please?

  

  GraHal

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