One-time buy Signal at System Start

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10/30/2024 at 2:47 PM #239794 quote

JS
Participant

Senior

When I use 10k units, it works well …?

Schermafbeelding-2024-10-30-om-14.44.32.png

10/30/2024 at 2:55 PM #239797 quote

stalba
Participant

New

Really sorry, I have no clue why but my backtest doesn’t match yours… it misses a signal and I get stopped out.
backtest-code.png

10/30/2024 at 3:26 PM #239800 quote

JS
Participant

Senior

I think I know why this happens. When the first position is opened, and within 36 units an opposite position should be opened by the indicator, it goes wrong because the indicator hasn’t had time to configure itself yet. You can solve this by using the period of the supertrend (36 units) as “PreLoadBars.” So use: DefParam PreLoadBars=36
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Schermafbeelding-2024-10-30-om-15.18.14.jpg

10/30/2024 at 4:00 PM #239804 quote

stalba
Participant

New

This fixed it – thanks a lot 🙏🏼 been looking for a solution for this for a while now!
JS thanked this post

11/05/2024 at 8:26 AM #239962 quote
stalba
Participant

New
I’ve tried this code now with (DEMO) auto trading, but it doesn’t open a position, not on the system start, not the next day, also not the day after… does anyone know what the reason could be? When i use this code for backtesting, it works fine!
```
// Set code parameters
DEFPARAM PreLoadBars = 100
DEFPARAM CumulateOrders = False // Prevents multiple entries
 
ONCE EntryFlag = 0  // Initialization for one-time entry
superTrendValue = SuperTrend[5.4,36]
 
// Check if there is no position at the start and EntryFlag is 0
IF NOT ONMARKET AND EntryFlag = 0 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
 
// Long Conditions
IF NOT LONGONMARKET and close CROSSES OVER superTrendValue THEN
BUY 1 CONTRACT AT MARKET // Long Entry
EntryFlag = 1  // Set the flag to avoid re-triggering
ELSIF LONGONMARKET and close CROSSES UNDER superTrendValue THEN
SELL AT MARKET // Long Exit
EntryFlag = 1 // Set the flag to avoid re-triggering
ENDIF
 
// Short Conditions
IF NOT SHORTONMARKET AND close CROSSES UNDER superTrendValue THEN
SELLSHORT 1 CONTRACT AT MARKET // Short Entry
EntryFlag = 1  // Set the flag to avoid re-triggering
ELSIF SHORTONMARKET and  close CROSSES OVER superTrendValue THEN
EXITSHORT AT MARKET // Short Exit
EntryFlag = 1 // Set the flag to avoid re-triggering
ENDIF
```
11/05/2024 at 9:39 AM #239963 quote

PeterSt
Participant

Master

Undoubtedly PreLoadBars. It would be the only thing that matters for Backtest vs Demo (or Live for that matter). Hence, your SuperTrend can’t cope with the 100 bars 0nly. ? PS: I see that JS already gave the same response to earlier posts. Still I think my text applies.
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11/05/2024 at 10:37 AM #239966 quote

stalba
Participant

New

Hi Peter, with JS the last solution was to use at least PreLoadBars = 36, I’ve increased it to 100 for backtesting, it works. I have tested the system now with 1000 bars, in a 5 min. timeframe (in hope to see sooner results if the position would be opened at the next bar) but nothing happens (screenshot attached). As I am a very beginner at this, it might just be a basic setting but I just can’t figure it out.
autotrading.jpg

11/05/2024 at 10:57 AM #239968 quote

stalba
Participant

New

Just to clarify my goal here: I’m aiming for an immediate entry into a long or short position (I’d adjust the code accordingly) as soon as I start the auto trading system, without having to wait for the next signal. We’ve only increased the PreLoadBars to ensure that the first signals from the SuperTrend indicator are accurately interpreted AFTER the immediate entry.

11/05/2024 at 11:32 AM #239969 quote

GraHal
Participant

Master

stalba wrote:
I’m aiming for an immediate entry into a long or short position
Below on Lines 9,10 and 11 of the most recent posted code will (should?) give you above (you adjust for Short or Long as you think fit when you start your Algo). Tell us what is not happening if not above?
IF NOT ONMARKET AND EntryFlag = 0 THEN

SELLSHORT 1 CONTRACT AT MARKET

ENDIF

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11/05/2024 at 11:42 AM #239973 quote

stalba
Participant

New

Yes that’s what the code SHOULD do, and it works when I do backtesting but when I start auto trading (in Demo mode), nothing happens – no matter what timeframe i use, no positions are being opened (see screenshot attached). The system was also active for a couple of days with a 1 day timeframe, in case it opens a position at the next candle/day, but still nothing happened.
GraHal thanked this post

autotrading-1.jpg

11/05/2024 at 11:53 AM #239975 quote

GraHal
Participant

Master

I will try it on my Demo and Ill report back.
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11/05/2024 at 11:58 AM #239976 quote

GraHal
Participant

Master

I started it on DJI on 1 min TF and 2 bars have formed, but no position opened so I confirm / supprt what you are saying. I will make a change to see if I can get it going.
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11/05/2024 at 12:16 PM #239977 quote
GraHal
Participant

Master
Below works … see attached. Maybe somebody can tell us why??
```
// Set code parameters
DEFPARAM PreLoadBars = 100
DEFPARAM CumulateOrders = False // Prevents multiple entries
 
ONCE EntryFlag = 0  // Initialization for one-time entry
superTrendValue = SuperTrend[5.4,36]
 
// Check if there is no position at the start and EntryFlag is 0
IF EntryFlag =0 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
```
Screenshot-2024-11-05-111722.png
11/05/2024 at 12:17 PM #239978 quote

JS
Participant

Senior

Hi, “PreLoadBars” does not determine the number of bars over which the backtest is conducted, but rather the number of bars loaded before the backtest is performed. (The number of bars for your backtest is determined by the amount of “units” in your chart) If you use “PreLoadBars=36” as discussed, it should work fine… Opening the first position depends on your timeframe: if you use 1 day, the first position will open after 1 day, and if you use a 5-minute timeframe, then after 5 minutes…
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11/05/2024 at 12:31 PM #239981 quote

GraHal
Participant

Master

Thanks JS, but first position didn’t open at all (see my ss) until I deleted ‘Not onmarket’ as I posted.
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