One-time buy Signal at System Start
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When I use your code in “live demo,” the first position opens…?
I think what you said was in the context of this – specific – discussion, where the OP was not seeing triggers for reasons X and how that relates to bars elapsed with respect to preloads and indicator code employed. Your code simply eliminates erroneous triggers and perhaps outcomes given the dataset hasn’t reached required size.
Bit of a waffle there, pls correct if I’ve borked it …
I hope we’re on the same terms with :
A lot can be done in the code with setting flags etc. etc. etc., that code assuming that a Buy at Market (etc.) would have done so. Thus :
Once IAmIn = 0 // Mind the Once. If MyBuyCon = 1 then Buy x Shares at Market // This will not execute when the preloadbars (say 1000) are executed and the code is called a 1000 times. IAmIn = 1 // This is totally unreliable now for the next iteration. endifSadly, in Backtest this can not be noticed and all goes fine.
Please beware : I never use(d) Demo, so I cannot tell whether Demo will show the same behavior as I have testified (towards PRT) for Live. But I assume it is the same, and with that the cause for the off behavior shown in this thread. GraHal actually showcased it accidentally (in any event well done !).
Hi again,
I’ve been testing several strategies on different instruments over the last two days, but on a 1-day timeframe (which is my goal here), no positions are being opened. One strategy got canceled with a message from PRT suggesting to increase the PreLoadBars. I set it to 10000, but still no positions opened on the next candle. I’ve tested these same systems on 1-minute and 5-minute timeframes, and they worked perfectly. Does anyone know what might be causing the issue with the 1-day timeframe?
One of the codes I’ve tested (with MBTC) is this one:
// Set code parameters DEFPARAM CumulateOrders = False // Prevents multiple entries DEFPARAM PreLoadBars = 10000 PreLoadBarsSet = 10000 // Set this redundantly to the line above ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] IF BarIndex > PreloadBarsSet THEN // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN BUY 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 ENDIF
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 10/29/2024 |
| Status: | Active |
| Attachments: | 20 files |
