Hi
My live system (with IG) was automatically stopped with the error – indicator negative entry or zero parameter. My code is below and I am struggling to understand why this happened.
I have back tested the system for several months on a tick by tick mode and had no such issues / errors. The live system was trading on the wall street (DFB) instrument using daily chart.
Can you spot any error in the code? Any thoughts?
Thanks
Sachin
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
period = 10
type = 0
smaHigh=Average[period,type](high)
smaLow=Average[period,type](low)
if close>smaHigh then
Hlv=1
elsif close<smaLow then
Hlv=-1
else
Hlv=Hlv[1]
endif
if Hlv<0 then
sslDown=smaHigh
else
sslDown=smaLow
endif
if Hlv<0 then
sslUp=smaLow
else
sslUp=smaHigh
endif
x = AroonUp[10]
y = AroonDown[10]
ATR = AverageTrueRange[14](close)
//POSITIONPERF(1) < 0 AND TRADEPRICE(2) > TRADEPRICE(1) AND
IF ((x[1] > y[1]) AND (x[1] > 70)) AND (x > y) THEN
a = 1
ELSE
a = 0
ENDIF
//POSITIONPERF(1) < 0 AND TRADEPRICE(2) < TRADEPRICE(1) AND
IF ((x[1] < y[1]) AND (y[1] > 70)) AND (x < y) THEN
b = 1
ELSE
b = 0
ENDIF
// Conditions to enter long positions
IF NOT LONGONMARKET AND a = 0 AND ATR < 500 AND (x > y) AND (x > 70) AND (sslUp > sslDown) THEN
BUY 0.2 PERPOINT AT MARKET
SET STOP LOSS 1.5 * ATR
ENDIF
// Conditions to exit long positions
IF (sslUP < sslDown) OR (y > x) THEN
SELL AT MARKET
ENDIF
// Conditions to enter short positions
IF NOT SHORTONMARKET AND b = 0 AND ATR < 500 AND (sslDown > sslUp) AND (y > 70) AND (y > x) THEN
SELLSHORT 0.2 PERPOINT AT MARKET
SET STOP LOSS 1.5 * ATR
ENDIF
// Conditions to exit short positions
IF (sslUP > sslDown) OR (x > y) THEN
EXITSHORT AT MARKET
ENDIF
c = BARINDEX - TRADEINDEX
IF LONGONMARKET AND (highest[c](high) - TRADEPRICE) > 500 THEN
SET STOP TRAILING 100
ELSIF SHORTONMARKET AND (TRADEPRICE - lowest[c](low)) > 500 THEN
SET STOP TRAILING 100
ENDIF
Try replacing line 73 with this one to make sure C is not zero:
c = max(1,BARINDEX - TRADEINDEX)
Thanks Roberto
Also, in lines 49 and 62, is NOT LONGONMARKET and NOT SHORTONMARKET required as per the code to execute long / short trades?
I thought different live systems did not communicate with each other and executed trades independently. However IG have told me that if there is already a long (or short) trade on an instrument, then a separate live system will not execute another long (or short) trade on the same instrument if NOT LONGONMARKET or NOT SHORTONMARKET is included in lines 49 and 62 i.e. it looks at open positions in the whole trading account not just the trading system itself
Your thoughts please?
No, they are not required, bu since you embed a stop loss calculation within those IF…ENDIF’s , even when already OnMarket your SL would change despite no further position is opened.
I always use NOT [Long/Short]ONMARKET, unless I move the calculation elsewhere to make sure SL is not always changed.
I have back tested the system for several months on a tick by tick mode and had no such issues / errors
Likely back test cannot catch it 🙂
I did a test before to purposely create division with zero, back test run fine, but live will not, #140253
// Up Conditions
ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close))
ADLGO2= Close - Average[30](close)>0
// Conditions Down
ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close))
ADSGO2= Close - Average[30](close)<0
Hi Roberto,
I get the zero parameter error on the above code as well, use it as a condition for long/short entries. Any suggestion of how I should change it to avoid the zero issue?
There can’t be an error in those two lines, since all parameters are positive constants.
The error must be somewhere else.
//Inactivity - Longs
If Barindex - Tradeindex = 106 Then
c = 1
Else
c = 0
Endif
If close - positionprice < 250 Then
d = 1
Else
d = 0
Endif
If Longonmarket and c = 1 and d = 1 Then
Sell at market
Endif
//Inactivity - Shorts
If Barindex - Tradeindex >= 68 Then
e = 1
Else
e = 0
Endif
If positionprice - close <= 250 Then
f = 1
Else
f = 0
Endif
If Shortonmarket and e = 1 and f = 1 Then
Exitshort at market
Endif
// Trades
IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN
BUY 1 CONTRACT AT MARKET
IF ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN
SELLSHORT 1 CONTRACT AT MARKET
Thanks Roberto,
I will try and run it again. This is the rest of the code…? I do not see anything funny except maybe barindex-tradeindex…?
I can’t run it because some variables are missing.
Anyway, and ENDIF is missing at the end. Actually two ENDIF’s are missing but you can get rid of one just replacing IF at line 37 with ELSIF (which is logically correct).
As to barindex-tradeindex… it is never used as an index, just for comparisons.
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
Timeframe(daily,updateonclose)
// Up Conditions
ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close))
ADLGO2= Close - Average[30](close)>0
// Conditions Down
ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close))
ADSGO2= Close - Average[30](close)<0
//Inactivity - Longs
Timeframe(default)
If Barindex - Tradeindex = 106 Then
c = 1
Else
c = 0
Endif
If close - positionprice < 250 Then
d = 1
Else
d = 0
Endif
If Longonmarket and c = 1 and d = 1 Then
Sell at market
Endif
//Inactivity - Shorts
If Barindex - Tradeindex >= 68 Then
e = 1
Else
e = 0
Endif
If positionprice - close <= 250 Then
f = 1
Else
f = 0
Endif
If Shortonmarket and e = 1 and f = 1 Then
Exitshort at market
Endif
// Trades
IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN
BUY 1 CONTRACT AT MARKET
Endif
IF ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN
SELLSHORT 1 CONTRACT AT MARKET
Endif
Set stop ploss 250
Set target pprofit 250
Apologies…I have added the missing variables so that it can run. Thanks for helping…
I just run it in AutoTrading.
I’ll wait for errors, if any, then I’ll report what happened.
It already entered a couple of trades with no errors.
Let me know if that error occur again please.
Yes thank you. I have experienced the same thing it did a couple of trades no problem and then suddenly it happened…?
