NAS 2m HULL-SAR trading system

Viewing 15 posts - 196 through 210 (of 344 total)
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  • #165045 quote
    GraHal
    Participant
    Master

    “Code is invalid. Please correct it. Line 18: Characters missing. Suggestions: end of code”

    Which file are you referring to above??

    The .itf I posted starts and runs on ProOrder (no errors) … see attached running since last night (no trades yet).

    #165050 quote
    OboeOpt
    Participant
    Veteran

    I have been experimenting with v5.3 on different markets

    It seemed to be the same type of problem LaurentBZH35 experienced on v7.5.

    #165066 quote
    nonetheless
    Participant
    Master

    When MM=0, does it then matter at all the settings for MM?

    if MM = 0 then the rest is irrelevant, positionsize just stays the same.

    OboeOpt thanked this post
    #165105 quote
    supermyguel
    Participant
    Average

    Optimiser giving weird results now?

    Attached is a good result .itf … with std back in (at line 65) but also accepted (no errors) by ProOrder.

    CTime is optimised between Hour > 10 and Hour < 23 on attached … hence version – GHv1 – se we don’t get mixed up.

    Only long position?

    #165111 quote
    supermyguel
    Participant
    Average

    Sorry

    How can I test with long AND SHORT position

    ????

     

    Thanks

    #165140 quote
    GraHal
    Participant
    Master

    How can I test with long AND SHORT position

    Rework the code to introduce conditions for short positions , then optimise all the many variables, then Walk Forward Test, then Monte Carlo Test then Robustness Test then share the code with us all so we can all then Demo Forward Test short positions. 🙂

    winnie37 thanked this post
    #165147 quote
    nonetheless
    Participant
    Master

    Actually with NAS-2m-HULL-SAR-v5.3L.itf you can also change Tradetype = 1 to go Long/Short but it was never very successful, so Grahal’s is the better answer!

    GraHal and supermyguel thanked this post
    #165337 quote
    supermyguel
    Participant
    Average

    How can I test with long AND SHORT position

    Rework the code to introduce conditions for short positions , then optimise all the many variables, then Walk Forward Test, then Monte Carlo Test then Robustness Test then share the code with us all so we can all then Demo Forward Test short positions. 🙂

    Of course I’ll do all that you write…. but I don’t understand why T.S. doesn’t go short with this  instructions…..

    // Conditions to enter short positions
    IF not shortonmarket and Ctime and c2 and c2a AND C4a and c4b and c4c AND C6a and c6b THEN
    sellshort positionsize*0 CONTRACT AT MARKET
    elsif shortonmarket and Ctime and c2 and c2a and c4 and c4a and c6 and COUNTOFSHORTSHARES < MaxPositionsAllowed then
    sellshort positionsize*0 CONTRACT AT MARKET
    SET STOP %LOSS 1
    SET TARGET %PROFIT 1.4
    ENDIF
    #165340 quote
    nonetheless
    Participant
    Master

    because positionsize*0 = 0

    it should be

    // Conditions to enter short positions
    IF not shortonmarket and Ctime and c2 and c2a AND C4a and c4b and c4c AND C6a and c6b THEN
    sellshort positionsize CONTRACT AT MARKET
    elsif shortonmarket and Ctime and c2 and c2a and c4 and c4a and c6 and COUNTOFSHORTSHARES < MaxPositionsAllowed then
    sellshort positionsize CONTRACT AT MARKET
    SET STOP %LOSS 1
    SET TARGET %PROFIT 1.4
    ENDIF
    GraHal and Midlanddave thanked this post
    #165347 quote
    GraHal
    Participant
    Master

    Of course I’ll do all that you write

    Apologies for my ‘outburst‘, I should have checked the code, I was not getting any short trades either, so I kinda was telling myself I needed to do all I wrote! 🙂

    #165357 quote
    supermyguel
    Participant
    Average

    Of course I’ll do all that you write

    Apologies for my ‘outburst‘, I should have checked the code, I was not getting any short trades either, so I kinda was telling myself I needed to do all I wrote! 🙂

    Absolutely no problem. You and others in this forum are doing an amazing job EVEN for someone like me who is starting programming with PRT. Personally I just have to thank you for that

    GraHal thanked this post
    #165505 quote
    OboeOpt
    Participant
    Veteran

    I have been experimenting with v5.3 SHORT versions (Tradetype = 3 to go Short) on different markets but can´t make it work at all.
    I use MM = 0 and Cumulateorders = false.

    -If I try to start attached “Dow 2m HULL-SAR v5.3S” in Proorder I get the message:

    “Code is invalid. Please correct it.
    Line 24:
    Characters missing. Suggestions: end of code”

    -If I remove the first line “// 2021-03-08: Optimerat…” I don´t get the error message above any more.

    -I then proceed with “Prepare for automatic trading”. Now the values at line 18 and 22 gets changed for some reason (see image) and I can´t change it back at this stage.

    -I can start it in Proorder but it soon stops due to “Division by zero”.

    I would be very grateful if someone could take a look at this and find a solution! I think there is some potential with this algo also on the short side fore several markets.

    #165510 quote
    OboeOpt
    Participant
    Veteran

    I have made a copy with fixed values in the code instead to work around if the problem was that  line 18 and 22 gets changed as in the Picture above.

    -I then don´t get the “Code is invalid…” even if I have the first line “// 2021-03-08: Optimerat…” is in the code.

    -I can start it in Proorder but it soon stops due to “Division by zero”.

    #165513 quote
    GraHal
    Participant
    Master

    line 18 and 22 gets changed for some reason

    Changed to  … as shown in the image …  or changed from … what is shown in the image?

    Weird … 17 decimal places, optimiser doesn’t accept more than 6 decimal places.

    #165516 quote
    OboeOpt
    Participant
    Veteran

    Changed to … as shown in the image … or changed from … what is shown in the image?

    Changed to whats shown in image with a lot of decimals.

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NAS 2m HULL-SAR trading system


ProOrder: Automated Strategies & Backtesting

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This topic contains 343 replies,
has 42 voices, and was last updated by bege
3 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/09/2020
Status: Active
Attachments: 129 files
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