Fantastic thank you.

ilvillans – Welcome to the forums. Please try to be more careful when posting especially if cutting and pasting text into your posts. I have removed the extra HTML that was making your post very untidy. We like a tidy form! 🙂

Sorry chaps – still not running (even on one contract). I’ve added the code below. I must admit, it’s like asking my math teacher to check for mistakes :/

First one to point out the ridiculously embarrassing mistake wins… 😀

No need to check beyond line 26 – nothing else was tweaked.

Also got this error message…

The trading system was stopped because an indicator received a negative or zero parameter ex:(-10). You can modify your code to to prevent negative parameters then backtest the system to check the correction.

Best,

Tom

----------------------------------------------------------------------
// Main code : DJ 5m MoD v5.1 xtest
//-------------------------------------------------------------------------
// Definition of code parameters
DEFPARAM CumulateOrders = true // Cumulating positions deactivated
DEFPARAM preloadbars = 5000

// cumulative positions are added when reenter is 2/3/4, the stoploss, profittarget & trailingstep and other exit criteria are all based on the first opened position mainly on the purpose of backtesting.

// reenter [1] (default) no action on same signals until closed
// reenter [2] action on same signals when in position
// reenter [3] action on same signals when position is in loss
// reenter [4] action on same signals when position is in profit

reenter=1

//Money Management DOW
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=1
ENDIF
if MM = 1 then
ONCE startpositionsize = 1
ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc
ONCE margin = (close*.05) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE margin2 = (close*.05)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE tier1 = 55 // DOW €1 IG first tier margin limit
ONCE maxpositionsize = 550 // DOW €1 IG tier 2 margin limit
ONCE minpositionsize = 1 // enter minimum position allowed
IF Not OnMarket THEN
positionsize = startpositionsize + Strategyprofit/(factor*margin)
ENDIF
IF Not OnMarket THEN
IF startpositionsize + Strategyprofit/(factor*margin) > tier1 then
positionsize = (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 //incorporating tier 2 margin
ENDIF
IF Not OnMarket THEN
if startpositionsize + Strategyprofit/(factor*margin) < minpositionsize THEN
positionsize = minpositionsize //keeps positionsize from going below allowed minimum
ENDIF
IF (((startpositionsize + (Strategyprofit/(factor*margin))-tier1)*(factor*margin))/(factor*margin2)) + tier1 > maxpositionsize then
positionsize = maxpositionsize// keeps positionsize from going above IG tier 2 margin limit
ENDIF
ENDIF
ENDIF
ENDIF

TIMEFRAME(2 hours,updateonclose)
Period= 490
inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)
HULLa = weightedaverage[round(sqrt(Period))](inner)
c1 = HULLa > HULLa[1]
c2 = HULLa < HULLa[1]

indicator1 = SuperTrend[8,4]
c3 = (close > indicator1)
c4 = (close < indicator1)

ma = average[60,3](close)
c11 = ma > ma[1]
c12 = ma < ma[1]

//Stochastic RSI | indicator
lengthRSI = 15 //RSI period
lengthStoch = 9 //Stochastic period
smoothK = 10 //Smooth signal of stochastic RSI
smoothD = 5 //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
c13 = K>D
c14 = K<D

TIMEFRAME(30 minutes,updateonclose)
indicator5 = Average[3](typicalPrice)
indicator6 = Average[7](typicalPrice)
c15 = (indicator5 > indicator6)
c16 = (indicator5 < indicator6)



TIMEFRAME(15 minutes,updateonclose)
indicator2 = Average[4](typicalPrice)
indicator3 = Average[8](typicalPrice)
c7 = (indicator2 > indicator3)
c8 = (indicator2 < indicator3)

Periodc= 22
innerc = 2*weightedaverage[round( Periodc/2)](typicalprice)-weightedaverage[Periodc](typicalprice)
HULLc = weightedaverage[round(sqrt(Periodc))](innerc)
c9 = HULLc > HULLc[1]
c10 = HULLc < HULLc[1]

TIMEFRAME(10 minutes)
indicator4 = SuperTrend[2,6]
indicator4a = SAR[0.02,0.03,0.2]
c19 = (close > indicator4) or (close > indicator4a)
c20 = (close < indicator4) or (close < indicator4a)

TIMEFRAME(5 minutes)
//Stochastic RSI | indicator
lengthRSIa = 3 //RSI period
lengthStocha = 6 //Stochastic period
smoothKa = 9 //Smooth signal of stochastic RSI
smoothDa = 3 //Smooth signal of smoothed stochastic RSI
myRSIa = RSI[lengthRSIa](close)
MinRSIa = lowest[lengthStocha](myrsia)
MaxRSIa = highest[lengthStocha](myrsia)
StochRSIa = (myRSIa-MinRSIa) / (MaxRSIa-MinRSIa)
Ka = average[smoothKa](stochrsia)*100
Da = average[smoothDa](Ka)
c23 = Ka>Da
c24 = Ka<Da

ma3 = average[15,3](typicalPrice)
c21 = ma3 > ma3[1]
c22 = ma3 < ma3[1]

Periodb= 15
innerb = 2*weightedaverage[round( Periodb/2)](typicalprice)-weightedaverage[Periodb](typicalprice)
HULLb = weightedaverage[round(sqrt(Periodb))](innerb)
c5 = HULLb > HULLb[1]and HULLb[1]<HULLb[2]
c6 = HULLb < HULLb[1]and HULLb[1]>HULLb[2]

once sll = 1.5 // stoploss long
once sls = 2 // stoploss short

once ptl = 2.6  // profit target long
once pts = 2  // profit target short



// Conditions to enter long positions
IF (not onmarket or shortonmarket[1]) and dhigh(0)-high<250 and c1 AND C3 AND C5 and c7 and c9 and c11 and c13 and c15 and c19 and c21 and c23 THEN
BUY positionsize CONTRACT AT MARKET
ENDIF
if longonmarket and dhigh(0)-high<250 and c1 AND C3 AND C5 and c7 and c9 and c11 and c13 and c15 and c19 and c21 and c23 THEN
if reenter=1 then
positionperformance=0
elsif reenter=2 then
positionperformance=1
elsif reenter=3 then
positionperformance=positionperf(0)<0
elsif reenter=4 then
positionperformance=positionperf(0)>0
endif
if positionperformance then
buy positionsize contract at market
endif
endif

// Conditions to enter short positions
IF (not onmarket or longonmarket[1]) and low-dlow(0)<600 and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c20 and c22 and c24 THEN
SELLSHORT positionsize CONTRACT AT MARKET
ENDIF
if shortonmarket and low-dlow(0)<600 and c2 AND C4 AND C6 and c8 and c10 and c12 and c14 and c16 and c20 and c22 and c24 THEN
if reenter=1 then
positionperformance=0
elsif reenter=2 then
positionperformance=1
elsif reenter=3 then
positionperformance=positionperf(0)<0
elsif reenter=4 then
positionperformance=positionperf(0)>0
endif
if positionperformance then
sellshort positionsize contract at market
endif
endif

countpos=abs(countofposition)

//================== exit in profit
if longonmarket and C6 and c8 and close>tradeprice(countpos) then
sell at market
endif

If shortonmarket and C5 and c7 and close<tradeprice(countpos) then
exitshort at market
endif

//==============exit at loss
if longonmarket AND c2 and c6 and close<tradeprice(countpos) then
sell at market
endif
If shortonmarket and c1 and c5 and close>tradeprice(countpos) then
exitshort at market
endif

//%trailing stop function
trailingpercentlong  = 0.26 // %
trailingpercentshort = 0.31 // %
stepPercentlong = 0.026
stepPercentshort = 0.013
sensitivity = (low+high+close)/3
if onmarket then
trailingstartlong = tradeprice(countpos)*(trailingpercentlong/100) //trailing will start @trailingstart points profit
trailingstartshort = tradeprice(countpos)*(trailingpercentshort/100) //trailing will start @trailingstart points profit
trailingsteplong = tradeprice(countpos)*(stepPercentlong/100) //% step to move the stoploss
trailingstepshort = tradeprice(countpos)*(stepPercentshort/100) //% step to move the stoploss
endif

//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF
 
//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND sensitivity-tradeprice(countpos)>=trailingstartlong THEN
newSL = tradeprice(countpos)+trailingsteplong
ENDIF
//next moves
IF newSL>0 AND sensitivity-newSL>trailingsteplong THEN
newSL = newSL+trailingsteplong
ENDIF
ENDIF
 
//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(countpos)-sensitivity>=trailingstartshort THEN
newSL = tradeprice(countpos)-trailingstepshort
ENDIF
//next moves
IF newSL>0 AND newSL-sensitivity>trailingstepshort THEN
newSL = newSL-trailingstepshort
ENDIF
ENDIF
 
//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF

//****************************************************************************************
IF longonmarket and barindex-tradeindex>1880 and close<tradeprice(countpos) then
sell at market
endif
IF shortonmarket and barindex-tradeindex>560 and close>tradeprice(countpos) then
exitshort at market
endif
//=============================================
if longonmarket and abs(open-close)<1 and high[1]>high and close>tradeprice(countpos) and high-close>11 then
sell at market
endif
if shortonmarket and abs(open-close)<1 and low[1]>low and close-low>11 and close<tradeprice(countpos) then
exitshort at market
endif
//===================================
myrsiM5=rsi[14](close)
//
if myrsiM5<30 and barindex-tradeindex>1 and longonmarket and close>tradeprice(countpos) then
sell at market
endif
if myrsiM5>70 and barindex-tradeindex>1 and shortonmarket and close<tradeprice(countpos) then
exitshort at market
endif

// ---------   US DAY LIGHT SAVINGS MONTHS      ---------------- //
mar = month = 3 // MONTH START
nov = month = 11 // MONTH END
IF (month > 3 AND month < 11) OR (mar AND day>14) OR (mar AND day-dayofweek>7) OR (nov AND day<=dayofweek AND day<7) THEN
USDLS=010000
ELSE
USDLS=0
ENDIF

once shortStep = 0
once longStep = 0
once openStrongLong = 0
once openStrongShort = 0
if not onmarket or (time <= 143000 - USDLS and time >= 210000 - USDLS) then
shortStep = 0
longStep = 0
openStrongLong = 0
openStrongShort = 0
endif

//detect strong direction for market open
once rangeOK = 45
once tradeMin = 500
IF (time >= 144000 - USDLS) AND (time <= 144000 + tradeMin - USDLS) THEN
openStrongLong = close > open AND close - open > rangeOK
openStrongShort = close < open AND open - close > rangeOK
ENDIF

once bollperiod = 20
once bollMAType = 1
once s = 2
once BollLevel = 90
once BollSR = 50

bollMA = average[bollperiod, bollMAType](close)
STDDEV = STD[bollperiod]
bollUP = bollMA + s * STDDEV
bollDOWN = bollMA - s * STDDEV
IF bollUP = bollDOWN THEN
bollPercent = 50
ELSE
bollPercent = 100 * (close - bollDOWN) / (bollUP - bollDOWN)
ENDIF

//Market spike up
IF shortonmarket AND shortStep = 0 AND bollPercent > BollLevel THEN
shortStep = 1
ENDIF
//Market slowly come down
IF shortonmarket AND shortStep = 1 AND bollPercent < 100 - BollLevel THEN
shortStep = 2
ENDIF
//Market still go back to bullish and supported after strong bull open, exit
IF shortonmarket AND shortStep = 2 AND bollPercent > BollSR AND openStrongLong THEN
exitshort at market
ENDIF

//Market shoot down
IF longonmarket AND longStep = 0 AND bollPercent < 100 - BollLevel THEN
longStep = 1
ENDIF
//Market slowly go back up
IF longonmarket AND longStep = 1 AND bollPercent > BollLevel THEN
longStep = 2
ENDIF
//Market still go back to bearish and resisted after strong bear open, exit
IF longonmarket AND longStep = 2 AND bollPercent < 100 - BollSR AND openStrongShort THEN
sell at market
ENDIF

once trendPeriod = 70
once trendPeriodResume = 30
once trendGap = 3
once trendResumeGap = 6
if not onmarket then
fullySupported = 0
fullyResisteded = 0
endif
//Market supported in the wrong direction
IF shortonmarket AND fullySupported = 0 AND summation[trendPeriod](bollPercent > 50) >= trendPeriod - trendGap THEN
fullySupported = 1
ENDIF

//Market pull back but continue to be supported
IF shortonmarket AND fullySupported = 1 AND bollPercent[trendPeriodResume + 1] < 0 AND summation[trendPeriodResume](bollPercent > 50) >= trendPeriodResume - trendResumeGap THEN
exitshort at market
ENDIF

//Market resisted in wrong direction
IF longonmarket AND fullyResisteded = 0 AND summation[trendPeriod](bollPercent < 50) >= trendPeriod - trendGap THEN
fullyResisteded = 1
ENDIF

//Market pull back but continue to be resisted
IF longonmarket AND fullyResisteded = 1 AND bollPercent[trendPeriodResume + 1] > 100 AND summation[trendPeriodResume](bollPercent < 50) >= trendPeriodResume - trendResumeGap THEN
sell at market
ENDIF

//Started real wrong direction
once strongTrend = 70
once strongPeriod = 6
IF shortonmarket and openStrongLong and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent > strongTrend) = strongPeriod then
exitshort at market
ENDIF

IF longonmarket and openStrongShort and barindex - tradeindex < 12 and summation[strongPeriod](bollPercent < 100 - strongTrend) = strongPeriod then
sell at market
ENDIF

if not onmarket then
flag1=0
flag2=0
endif

if longonmarket and (not onmarket[1] or shortonmarket)[1] then
flag1=1
flag2=0
endif
if flag1=1 then
sell at tradeprice(countpos)-(tradeprice(countpos)*(sll/100)) stop
sell at tradeprice(countpos)+(tradeprice(countpos)*(ptl/100)) limit
endif

if shortonmarket and (not onmarket[1] or longonmarket[1]) then
flag1=0
flag2=1
endif

if flag2=1 then
exitshort at tradeprice(abs(countpos))+(tradeprice(abs(countpos))*(sls)/100) stop
exitshort at tradeprice(abs(countpos))-(tradeprice(abs(countpos))*(pts)/100) limit
endif

Oh, wow… told you it would be something embarrassing

hugely appreciate your help in any case!

Anything that runs on v10.3 should run on v11. Anything that was developed on v11 ‘might’ not run on v10.3 because v11 has new instructions and new code words that are not compatible with previous versions.