No positions with a weekly multi timeframe strategy

• 03/19/2019 at 1:32 PM #94022
  Crillezz

  Hello! I have worked with a strategy in several timeframes. Takes buy and sell signal in 1 minute timeframe but only if certain cretaries are met in the weekly timeframe. When I run it in ProOrder in a demo acount it does not take any positions.

  And when I backtest, it needs at least 50000 units to get some signals. How do I solve that problem in ProOrder?

  

  Crillezz

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  03/19/2019 at 2:00 PM #94023
  robertogozzi

  Make conditions easier to be met.

  If you post your code we might be of more help.

  

  robertogozzi

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  03/20/2019 at 11:36 AM #94138
  Crillezz

  Ok here it is.

  That’s just one example. Don’t know how many units ProOrder works with?

   

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 080000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000 // Conditions to enter short positions indicator1 = RSI[a](close) c1 = (indicator1 > s) TIMEFRAME(weekly,updateonclose) indicator11 = Stochastic[6,3](close) indicator22 = Average[5](indicator11) c2 =(indicator11 < indicator22) IF (c1 AND c2) THEN sellshort 1 CONTRACT AT Market ENDIF // Stops and targets SET STOP pTRAILING 45 SET TARGET pPROFIT 25

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 080000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000   // Conditions to enter short positions indicator1 = RSI[a](close) c1 = (indicator1 > s)   TIMEFRAME(weekly,updateonclose) indicator11 = Stochastic[6,3](close) indicator22 = Average[5](indicator11) c2 =(indicator11 < indicator22)   IF (c1 AND c2) THEN sellshort 1 CONTRACT AT Market ENDIF   // Stops and targets SET STOP pTRAILING 45 SET TARGET pPROFIT 25

   

  

  Crillezz

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  03/20/2019 at 11:48 AM #94141
  Nicolas

  Data history must be loaded for the indicators calculation to be made, that’s why you don’t get signals by reducting the units displayed. Getting weekly timeframe data from  a 1 minute chart needs a lot of bars!

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  Crillezz

  

  Nicolas

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  03/20/2019 at 11:54 AM #94143
  Crillezz

  Yes.

  And how do I get ProOrder to work with 50000 bars or more?

  

  Crillezz

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  03/21/2019 at 9:54 AM #94248
  Crillezz

  Is it possible to get ProOrder to work with more bars?

  

  Crillezz

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  03/21/2019 at 10:24 AM #94252
  robertogozzi

  Maximum allowed by pProOrder is

  DEFPARAM PreloadBars=10000

  1	DEFPARAM PreloadBars=10000

   

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  Crillezz

  

  robertogozzi

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  03/21/2019 at 10:43 AM #94254
  Nicolas

  Roberto is right, but there’s maybe another possibility. I asked ITF about that specific case and i’m waiting for the answer..

  

  Nicolas

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  03/21/2019 at 11:38 AM #94257
  Crillezz

  Thanks. I want to try a strategy in ProOrder because I can’t back test so far with 1min timeframe. Next version of Prorealtime you can back test longer, right?   🙂

  

  Crillezz

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  03/21/2019 at 12:58 PM #94264
  Nicolas

  Crillezz wrote:

  Next version of Prorealtime you can back test longer, right?

  Yes, with 1M bars!

  

  Nicolas

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  03/22/2019 at 1:02 PM #94400
  Crillezz

  Ok. Now I have tried this code, and I get no signals in ProOrder?

  Please note that I have tried other markets than DAX. There I have signals in my backtest but not in ProOrder.

  DEFPARAM PreloadBars=100000 // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 080000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000 // Conditions to enter short positions indicator1 = RSI[a](close) c1 = (indicator1 > s) TIMEFRAME(weekly,updateonclose) indicator11 = Stochastic[6,3](close) indicator22 = Average[5](indicator11) c2 =(indicator11 < indicator22) IF (c1 AND c2) THEN sellshort 1 CONTRACT AT Market ENDIF // Stops and targets SET STOP pTRAILING 45 SET TARGET pPROFIT 25

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  DEFPARAM PreloadBars=100000   // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 080000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 220000   // Conditions to enter short positions indicator1 = RSI[a](close) c1 = (indicator1 > s)   TIMEFRAME(weekly,updateonclose) indicator11 = Stochastic[6,3](close) indicator22 = Average[5](indicator11) c2 =(indicator11 < indicator22)   IF (c1 AND c2) THEN sellshort 1 CONTRACT AT Market ENDIF   // Stops and targets SET STOP pTRAILING 45 SET TARGET pPROFIT 25

   

  

  Crillezz

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  03/22/2019 at 2:36 PM #94405
  Vonasi

  Crillezz – Please try to remember to use the ‘Insert PRT Code’ button when posting code. I have tidied up your post for you. 🙂

  

  Vonasi

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  03/22/2019 at 2:40 PM #94406
  GraHal

  Crillezz wrote:

  I have signals in my backtest but not in ProOrder.

  Over what period have you Forward Tested in Pro Order Auto Trading (I assume that is what you are referring to above when you say Pro Order?)?

  Also you must be a very patient chap to wait all week (using update  on close) to make £25 or am I missing somethng here?? 🙂

  TIMEFRAME(weekly,updateonclose) SET STOP pTRAILING 45 SET TARGET pPROFIT 25

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  TIMEFRAME(weekly,updateonclose)   SET STOP pTRAILING 45 SET TARGET pPROFIT 25

   

  EDIT / PS

  I don’t get any trades over 1000 bars on a Weekly TF Backtest with attached in the optimiser for  a and s

  

  GraHal

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  03/22/2019 at 3:05 PM #94413
  GraHal

  My Backtest above was on the DJI btw.

  Just BT’d on the DAX … same no trades on Weekly TF … not even any zero bar trades also I mean on either DJI or DAX on Weekly TF

  I get trades on DAX on the 1 Hour TF as attached

  

  GraHal

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