Limit on periods of function

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  • #7197 quote
    klausklaus
    Participant
    Veteran

    Does anybody know if there is a limit  for the number of periods on a function like DEMA?

    Following program runs in backtest(one minute timeframe) but not live. I’m getting the message to increase preloadbars, which I have done

    thx Klaus

    defparam preloadbars =2000
    once ldema=0
    xDEMA = 1050
    cDEMA = dema[xDEMA](close)
    DEMAcond = cDEMA < lDEMA
    lDEMA = cDEMA
    if demacond then
    buy 1 contracts at market
    else
    sell at market
    endif
    #7235 quote
    NicolasNicolas
    Keymaster
    Legend

    I know someone who trade Hull moving average of 5000 periods in seconds timeframe.. So I guess it’s possible.

    What is the error of live trading?

    #7370 quote
    klausklaus
    Participant
    Veteran

    It says to increase Preloadbars, which was already done.

    But anyhow, I changed program logic to circumvent the problem

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Limit on periods of function


ProOrder: Automated Strategies & Backtesting

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klaus @klaus Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by klausklaus
10 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/17/2016
Status: Active
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