NAS 2m HULL-SAR trading system

Forums ProRealTime English forum ProOrder support NAS 2m HULL-SAR trading system

  • This topic has 343 replies, 42 voices, and was last updated 1 year ago by avatarbege.
Viewing 15 posts - 241 through 255 (of 344 total)
  • #167063

    It may be that the code needs an extra Endif adding as the last line of the code?

    Thanks, i will try.

     

    That’s curious it works on backtest but not in autotrading.

     

    I will tell back

    #167065

    You can’t launch the system in autotrading because there are variables in the optimization boxes; you have first to define the values through the code, delete the optimization boxes and then you can run it.

    I don’t think i have to do it with the last version of prorealtime V11.

    The problem doesn’t come from it in my opinion

    I have v11 and can’t run it for the problem i mentioned you

    #167067

    NIK 1m Hull-SAR

    Hello everyone

    Thank you very much for this good basic strategy. I ask for your indulgence and understanding, because I am still a beginner, do not speak English and work with a translator!

    I do a test and optimization with Nikkei, with good results (see appendix). It doesn’t run live for very long and keeps getting error messages (see appendix). During the American trading hours it runs for 4 to 5 hours and a profit trade has already been achieved, but I need your help. How to get the algorithm stable, without error message and shutdown. On Nasdaq, things are going better but not perfect either, with 2 to 3 errors a week (always live).

    –       Error 1: Division by zero – what protections are there? That’s why I use MTF 5min over 7min to 22min total runs on 1min.

    –       Error 2: Historical data is not sufficient?

    Ask for your help. I think the algorithm has potential. What is your opinion on this?

    One more general question at the end. Can algorithms, after hundreds of hours of invested work, win in the long run? When will the marketplace come? ( I have at the moment 10 Algo live, of which 5 for rent )

    Once again, pay tribute to your work!

    Here are the .itf and pictures.

    Thank you for your comment and help.

     

    1 user thanked author for this post.
    #167078

    You can’t launch the system in autotrading because there are variables in the optimization boxes; you have first to define the values through the code, delete the optimization boxes and then you can run it.

    In v11 you can launch it like this (or should be able to do that). PRT changed my values to 17 decimal places as described in #165505. I have made a copy with fixed values in the code instead but then I get “Division by zero”.

    #167079

    You can’t launch the system in autotrading because there are variables in the optimization boxes; you have first to define the values through the code, delete the optimization boxes and then you can run it.

    I don’t think i have to do it with the last version of prorealtime V11.

    The problem doesn’t come from it in my opinion

    I have v11 and can’t run it for the problem i mentioned you

    The problem is line 2. There must not exist any blank lines before the defparam lines. Remove the line or put // into it.

    The error message is confusing.

     

    #167080

    Hi, thanks for that, I would not normally have tried working with the Nikkei because the spread is so high.

    This is a good start but you’ve got various problems:

    first, it’s optimized on very little data so it really only works from July 2020, before that it’s a bust – sorry!

    Also, you’ve changed the logic of the original. The idea is that it enters when the middle TF (ie 6 min) changes direction, then adds subsequent positions when the fast TF (2min) dips. You have it entering at the 7min level and adding at the 5min level, where there’s hardly any difference between the two.

    If you really want to make a version for Japan 225 (although personally I think the spread is a killer), I would stick to the original 2min structure (v5.5) which is tried and tested and you’ll get twice as much data to work with.

    As for the NAS version, I’ve been running it live for many months and never had a div/zero problem. No idea why you would get that error. Are you running the most recent version?

    1 user thanked author for this post.
    #167082

    It may be that the code needs an extra Endif adding as the last line of the code?

    It is the exact same version as the NAS one that works, only optimized for Short on DJ. I also get the same problem with other optimizations on other markets, even with Long. It´s so frustrating after so many hours of testing to get this problem…

    #167083

    As for the NAS version, I’ve been running it live for many months and never had a div/zero problem. No idea why you would get that error. Are you running the most recent version?

    I have also been running the NAS 5.3 version for a long time without problems, so one issue can be the values I have chosen when optimizing. I can get Long to work on some markets, but never Short…

    #167084

    It may be that the code needs an extra Endif adding as the last line of the code?

    It is the exact same version as the NAS one that works, only optimized for Short on DJ. I also get the same problem with other optimizations on other markets, even with Long. It´s so frustrating after so many hours of testing to get this problem…

    Is there a blank line before the defparam instructions? This is not allowed, the resulting error message is confusing

    1 user thanked author for this post.
    #167085

    Is there a blank line before the defparam instructions? This is not allowed, the resulting error message is confusing

    Thanks for your reply! I´m checking right now but it doesn´t seem to help, but very good to know!

    #167128

    I delete a space line 2 and modified endif as @Grahal said and now there is no error to launch in autotrading.

     

    First step is done. Now trouble with preloadbars

    #167129

    I still have error message after 100k preloadbars !!!

     

    #167130

    Still have problem after 500k preloadbars because an indicator …

    #167131

    Try again with 10000 preload bars as that is the maximum allowed anyway.

    Have you got  an indicator with a massive period like 20000 or something that requires more than 10000 bars to calculate?

    1 user thanked author for this post.
    #167136

    Hello Nevertheless, thank you for your response and I appreciate her excellent work. I have 2 variants Live, NAS 1m Hull-SAR v.7.5 is very good for Long and Short ( see appendix ), but unfortunately brings bugs every now and then, Division Zero, which was also template for Nikkei, where it doesn’t work at all and then I still have NAS 2m Hull-SAR v5.5L Live, runs first without errors but unfortunately only Long good and Short rather bad (see appendix) . Is it possible to optimize, as the short also runs? That would be perfect! There are other times that the whole market short goes. Have version v5.5 also tested on Nikkei looks perfect ( see appendix ) it would pay off to get the short under control. I think you should have other values in your portfolio than DOW, DAX and so on. I’m happy to hear from them again and maybe you’re going to get to the short problem. Unfortunately, I am only a user and not a programmer, because I lack too many connections.

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