Yes, Fifi’s itf worked for me too … but then, so does this one on DJ 15m with 8 years TBT, no error message. Only on Daily I get the tbt warning

IF high > renkoMax + boxSize THEN
WHILE high > renkoMax + boxSize
renkoMax = renkoMax + boxSize
renkoMin = renkoMin + boxSize
WEND
ELSIF low < renkoMin - boxSize THEN
WHILE low < renkoMin - boxSize
renkoMax = renkoMax - boxSize
renkoMin = renkoMin - boxSize
WEND
ENDIF
 
c1 = renkoMax + boxSize
c2 = renkoMin - boxSize
 
// Conditions to enter long positions
If c1 then
Buy N CONTRACT at renkoMax + boxSize stop
EndIf
 
// Conditions to enter short positions
If c2 then
Sellshort N CONTRACT at renkoMin - boxSize stop
EndIf

Fifi’s code solves the tbt problem on all TFs but the results are terrible. The original (with While and Wend and at renkoMax + boxSize in the entry conditions) gives 8 years TBT on 15m TF and acceptable results. There’s just something about the Daily that it doesn’t like.

Attached is my version with Fifi’s changes (i think – unless I blundered in the conversion). Run them both and you’ll see what i mean. Makes me think that While and Wend is actually doing something important.

Maybe it just doesn’t like my settings – ValueX is now box size and I changed the reset and reps. But where mine makes ~23k profit, the other makes ~10k loss, they are clearly v different animals.

Now who are you talking to Bard … Me, Nonetheless, Fifi?? 🙂

I think you must be asking @Vonasi as you mention VRT code?

I have never seen the stop loss written as “Set stop trailing ” … esp when there is no trailing stop code.

The heuristics will work with ValueX as the stop value the way I have it.

It will also run at 30m TF but at 1 hour and higher it gets the tbt warning.

Hi everybody, has there been any consensus as to what the problem really is with the daily tick by tick (tbt) warnings and this code? I really wish there was an admin that could sort this tbt daily warning problem out once and for all because it is taking an inordinate amount of time and energy to resolve.

Even with Fifi’s code using Wend/While, I still get tbt warnings on daily charts!

c1 = renkoMax + boxSize
c2 = renkoMin - boxSize

// Conditions to enter long positions
If c1 then
Buy N CONTRACT at Market
EndIf

// Conditions to enter short positions
If c2 then
Sellshort N CONTRACT at Market
EndIf

And with this code too:

//Fifi
//c1 = renkoMax + boxSize
//c2 = renkoMin - boxSize

If close = renkoMax + boxSize then
Buy N CONTRACT at market
EndIf

If close = renkoMin - boxSize then
Sellshort N CONTRACT at market
EndIf

I’ve also downloaded some of the recent itf’s here (and thank you for posting them) to find they either trade no more than one position or produce tbt daily chart warnings. The slightest modifications, which are then put back to the original itf version, cause problems. I download the original again and it trades okay (although without profit). It’s like the code is SO sensitive it’s ridiculous. See: https://www.prorealcode.com/topic/machine-learning-in-proorder/page/9/#post-126323

I’ve transferred in Nonetheless fast working backest code (even though it looks to all intent and purposes identical to my own) because my 1M ML system had become very slow to backtest, only to find the next day that the nonethless version of code that I’ve put into a newly named system had become sluggish too! (compared to the original nonethless itf and other ML itf’s that have been uploaded here and which I am backtesting in parallel).

Tbt tests:
I suspect the Wend/While conditionality is causing the issue, why it seems to be on the daily chart I don’t know, but I suspect it is this loop code because this is the only time I have ever had so many problems with a tbt test. The problem for me though is that: “at market” is not the same as “at renkoMax + boxSize stop.” Despite all the problems with tbt warnings, this explains the better profits with “at renkoMax + boxSize stop” on backtests where warnings are not being issued. Wend and While are important conditions.

If anyone has a definitive answer to the Wend/While, and/or tbt daily warning issue it would be gratefully received!

Apparently Set stop trailing and Set stop ptrailing are both correct, I’d just never seen it before. But all the variations in your previous post give me the tbt error on the Daily TF.