How to optimise a custom indicator?

• 07/17/2019 at 12:43 PM #102726
  VPT PRT

  Hello everyone,

   

  I’m trying to optimise a custom indicator (with lost of input parameters) and have watched the optimisation video tutorials on how one might add in the optimisation variables for an MA crossover system.   This is a crossover system too but is based on TSI.

   

  Ive defined the two variables I want to optimise and the step intervals etc…

  I have the below in the code:

  // Conditions to enter long positions indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[1, 0, 2, 10, 20, 100, 0.85, 1, 0.35, 0.002, 10, 50, 2, 13, 0, 14, 15, 10, 100, 4, 0, 14] c1 = (indicator1 > indicator2)

  1 2 3

  // Conditions to enter long positions indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[1, 0, 2, 10, 20, 100, 0.85, 1, 0.35, 0.002, 10, 50, 2, 13, 0, 14, 15, 10, 100, 4, 0, 14] c1 = (indicator1 > indicator2)

   

   

  So I change the specific numerical values of the inputs I want to optimise to the label I have defined like is shown in the tutorial.  I end up with this:

   

  // Conditions to enter long positions indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[1, 0, 2, 10, 20, 100, 0.85, 1, 0.35, 0.002, 10, 50, [short], [long], 0, 14, 15, 10, 100, 4, 0, 14] c1 = (indicator1 > indicator2)

  1 2 3

  // Conditions to enter long positions indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[1, 0, 2, 10, 20, 100, 0.85, 1, 0.35, 0.002, 10, 50, [short], [long], 0, 14, 15, 10, 100, 4, 0, 14] c1 = (indicator1 > indicator2)

   

   

  Obviously I do this for entering short positions and exiting positions too.

   

  But I always end up with a syntax error?

   

  Anyone give me any pointers where I’m going wrong?

   

  Many Thanks

  

  VPT PRT

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  07/17/2019 at 12:50 PM #102727
  GraHal

  Please confirm you are using the Optimiser??

  Your code above look as though you are hard coding the step intervals etc into your System code??

  

  GraHal

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  07/17/2019 at 1:04 PM #102730
  Nicolas

  If you want to use the optimiser, replace the numbers with variables names you add in the optimization settings window, that’s where you control the start/end and step of each value.

  If the 2 variables names are short and long, then you are good, but remove the brackets!!

  

  Nicolas

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  07/17/2019 at 2:53 PM #102745
  Vonasi

  VPT PRT – Please try to remember to use the ‘Insert PRT Code’ button when posting code. I have tidied up your post for you 🙂

  

  Vonasi

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  07/17/2019 at 4:13 PM #102758
  VPT PRT

  Thanks for the help gents.  I’ve removed the brackets and started the optimisation several times which it now lets me do (no syntax error) but the optimisation never starts (just says 0%) then I get this error window?

  

  VPT PRT

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  07/17/2019 at 4:14 PM #102760
  VPT PRT

  Thank you for tidying up the post – will do!

  

  VPT PRT

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  07/17/2019 at 4:21 PM #102763
  Nicolas

  That’s a generic error message that could mean a lot of things..

  Look for any division made in the code and ensure that no division by zero is possible.

  

  Nicolas

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  07/17/2019 at 4:29 PM #102765
  robertogozzi

  Try using variable for ALL parameters, then comment out the ones you want to optimize (p13 and p14), until they are ok:

  // Conditions to enter long positions p01=1 p02=0 p03=2 p04=10 p05=20 p06=100 p07=0.85 p08=1 p09=0.35 p10=0.002 p11=10 p12=50 //p13=2 //p14=13 p15=0 p16=14 p17=15 p18=10 p19=100 p20=4 p21=0 p22=14 indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[p01, p02, p03, p04, p05, p06, p07, p08, p09, p10, p11, p12, p13, p14, p15, p16, p17, p18, p19, p20, p21, p22] c1 = (indicator1 > indicator2)

  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

  // Conditions to enter long positions p01=1 p02=0 p03=2 p04=10 p05=20 p06=100 p07=0.85 p08=1 p09=0.35 p10=0.002 p11=10 p12=50 //p13=2 //p14=13 p15=0 p16=14 p17=15 p18=10 p19=100 p20=4 p21=0 p22=14 indicator2, indicator1, ignored, ignored, ignored = CALL "TSI-on-TSI"[p01, p02, p03, p04, p05, p06, p07, p08, p09, p10, p11, p12, p13, p14, p15, p16, p17, p18, p19, p20, p21, p22] c1 = (indicator1 > indicator2)

   

  

  robertogozzi

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