Did you get this “can’t go live” warning with your v4 ts? (pls see image 2). How can I launch it on the Demo? It doesn’t like ValueX/Y?
past this in a new blanco strategy, it should run. I removed the ts, that’s a worry less 🙂 Daily tf
//-------------------------------------------------------------------------
// Hoofd code : Renko D ML2 CycLimRes v4
//-------------------------------------------------------------------------
//-------------------------------------------------------------------------
//main code : nneless renko dji 1month v3 machine learning (ml2)
//https://www.prorealcode.com/topic/machine-learning-in-proorder/page/3/#post-121130
//-------------------------------------------------------------------------
//https://www.prorealcode.com/topic/why-is-backtesting-so-unreliable/#post-110889
//definition of code parameters
defparam cumulateorders = false // cumulating positions deactivated
defparam preloadbars = 1000
once mode = 0 // [0] with minimum distance stop; [1] without
once minstopdistance = 20
positionsize = 1
startingvalue = 40 //5, 100, 10 boxsize
increment = 10 //5, 20, 10
maxincrement = 20 //5, 10 limit of no of increments either up or down
reps = 2 //1 number of trades to use for analysis //2
maxvalue = 50 //20, 300, 150 //maximum allowed value
minvalue = 15 //5, minimum allowed value
startingvalue2 = 40 //5, 100, 50 stop loss
increment2 = 10 //5, 10
maxincrement2 = 20 //1, 30 limit of no of increments either up/down //4
reps2 = 2 //1, 2 nos of trades to use for analysis //3
maxvalue2 = 50 //20, 300, 200 maximum allowed value
minvalue2 = 15 //5, minimum allowed value
heuristicscyclelimit = 2
once heuristicscycle = 0
once heuristicsalgo1 = 1
once heuristicsalgo2 = 0
if heuristicscycle >= heuristicscyclelimit then
if heuristicsalgo1 = 1 then
heuristicsalgo2 = 1
heuristicsalgo1 = 0
elsif heuristicsalgo2 = 1 then
heuristicsalgo1 = 1
heuristicsalgo2 = 0
endif
heuristicscycle = 0
else
once valuex = startingvalue
once valuey = startingvalue2
endif
if heuristicsalgo1 = 1 then
//heuristics algorithm 1 start
if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then
optimise = optimise + 1
endif
once valuex = startingvalue
once pincpos = 1 //positive increment position
once nincpos = 1 //negative increment position
once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit)
once mode1 = 1 //switches between negative and positive increments
//once wincountb = 3 //initialize best win count
//graph wincountb coloured (0,0,0) as "wincountb"
//once stratavgb = 4353 //initialize best avg strategy profit
//graph stratavgb coloured (0,0,0) as "stratavgb"
if optimise = reps then
wincounta = 0 //initialize current win count
stratavga = 0 //initialize current avg strategy profit
heuristicscycle = heuristicscycle + 1
for i = 1 to reps do
if positionperf(i) > 0 then
wincounta = wincounta + 1 //increment current wincount
endif
stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1)
next
stratavga = stratavga/reps //calculate current avg strategy profit
//graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1"
//graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2"
//graph stratavga*-1 as "stratavga"
//once besta = 300
//graph besta coloured (0,0,0) as "besta"
if stratavga >= stratavgb then
stratavgb = stratavga //update best strategy profit
besta = valuex
endif
//once bestb = 300
//graph bestb coloured (0,0,0) as "bestb"
if wincounta >= wincountb then
wincountb = wincounta //update best win count
bestb = valuex
endif
if wincounta > wincountb and stratavga > stratavgb then
mode1 = 0
elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then
valuex = valuex - (increment*nincpos)
nincpos = nincpos + 1
mode1 = 2
elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then
valuex = valuex + (increment*pincpos)
pincpos = pincpos + 1
mode1 = 1
elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then
valuex = valuex + (increment*pincpos)
pincpos = pincpos + 1
mode1 = 1
elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then
valuex = valuex - (increment*nincpos)
nincpos = nincpos + 1
mode1 = 2
endif
if nincpos > maxincrement or pincpos > maxincrement then
if besta = bestb then
valuex = besta
else
if reps >= 10 then
weightedscore = 10
else
weightedscore = round((reps/100)*100)
endif
valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win%
endif
nincpos = 1
pincpos = 1
elsif valuex > maxvalue then
valuex = maxvalue
elsif valuex < minvalue then
valuex = minvalue
endif
optimise = 0
endif
// heuristics algorithm 1 end
elsif heuristicsalgo2 = 1 then
// heuristics algorithm 2 start
if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then
optimise2 = optimise2 + 1
endif
once valuey = startingvalue2
once pincpos2 = 1 //positive increment position
once nincpos2 = 1 //negative increment position
once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit)
once mode2 = 1 //switches between negative and positive increments
//once wincountb2 = 3 //initialize best win count
//graph wincountb2 coloured (0,0,0) as "wincountb2"
//once stratavgb2 = 4353 //initialize best avg strategy profit
//graph stratavgb2 coloured (0,0,0) as "stratavgb2"
if optimise2 = reps2 then
wincounta2 = 0 //initialize current win count
stratavga2 = 0 //initialize current avg strategy profit
heuristicscycle = heuristicscycle + 1
for i2 = 1 to reps2 do
if positionperf(i2) > 0 then
wincounta2 = wincounta2 + 1 //increment current wincount
endif
stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1)
next
stratavga2 = stratavga2/reps2 //calculate current avg strategy profit
//graph (positionperf(1)*countofposition[1]*100000)*-1 as "posperf1-2"
//graph (positionperf(2)*countofposition[2]*100000)*-1 as "posperf2-2"
//graph stratavga2*-1 as "stratavga2"
//once besta2 = 300
//graph besta2 coloured (0,0,0) as "besta2"
if stratavga2 >= stratavgb2 then
stratavgb2 = stratavga2 //update best strategy profit
besta2 = valuey
endif
//once bestb2 = 300
//graph bestb2 coloured (0,0,0) as "bestb2"
if wincounta2 >= wincountb2 then
wincountb2 = wincounta2 //update best win count
bestb2 = valuey
endif
if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then
mode2 = 0
elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then
valuey = valuey - (increment2*nincpos2)
nincpos2 = nincpos2 + 1
mode2 = 2
elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then
valuey = valuey + (increment2*pincpos2)
pincpos2 = pincpos2 + 1
mode2 = 1
elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then
valuey = valuey + (increment2*pincpos2)
pincpos2 = pincpos2 + 1
mode2 = 1
elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then
valuey = valuey - (increment2*nincpos2)
nincpos2 = nincpos2 + 1
mode2 = 2
endif
if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then
if besta2 = bestb2 then
valuey = besta2
else
if reps2 >= 10 then
weightedscore2 = 10
else
weightedscore2 = round((reps2/100)*100)
endif
valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win%
endif
nincpos2 = 1
pincpos2 = 1
elsif valuey > maxvalue2 then
valuey = maxvalue2
elsif valuey < minvalue2 then
valuey = minvalue2
endif
optimise2 = 0
endif
// heuristics algorithm 2 end
endif
//
boxsizel = valuex
boxsizes = valuey
//
renkomaxl = round(close / boxsizel) * boxsizel
renkominl = renkomaxl - boxsizel
renkomaxs = round(close / boxsizes) * boxsizes
renkomins = renkomaxs - boxsizes
//
if high > renkomaxl + boxsizel then
renkomaxl = renkomaxl + boxsizel
renkominl = renkominl + boxsizel
endif
if low < renkomins - boxsizes then
renkomaxs = renkomaxs - boxsizes
renkomins = renkomins - boxsizes
endif
//
if mode then
buy positionsize contract at renkomaxl + boxsizel stop
sellshort positionsize contract at renkomins - boxsizes stop
else
if high > renkomaxl + boxsizel then
buy positionsize contract at renkomaxl + boxsizel + minstopdistance stop
endif
if low < renkomins - boxsizes then
sellshort positionsize contract at renkomins - boxsizes - minstopdistance stop
endif
endif
set stop ploss 50
set target pprofit 500
//
//graphonprice renkomaxl + boxsizel coloured(0,200,0) as "renkomax"
//graphonprice renkomins - boxsizes coloured(200,0,0) as "renkomin"
//graph valuex coloured(0,255,0)
//graph valuey coloured(255,0,0)
