PP Fractals // Error message

Forums ProRealTime English forum ProOrder support PP Fractals // Error message

Viewing 15 posts - 1 through 15 (of 29 total)
  • #188965

    Hello,

    I tried to embed the PP Fractals indicator developed by Vonasi https://www.prorealcode.com/prorealtime-indicators/pp-fractals/ in a Strategy, where among conditions to go Long (Close> $resistancevalue[z]) and go Short (Close<close < $supportvalue[z]). The backtest works perfectly fine on 100k 1min TF. However, when I put it live, I got this error message twice. It seems to be linked to the number of values in the Arrays. Note: this is the only Array I’ve in my system. Also, I tried with Preload 10000 bars and without Preload and the problem is the same.

    I congratulate Vonasi for his work as the System without this condition generates 40% less Gains!

    Any idea on how to overcome this problem?

    Thank you.

     

    #188968

    Hi Khaled,

    I don’t understand much of Vonasi’s Indicator code, so the only hint I can give you is that an array can’t contain more than 1M elements. And the message you show seems to be about that.
    An other hint could be that the indicator is a kind of lame (not decent) in not being able to find a “base” for its signal, as Vonasi explains himself. So you could have run into that situation where it needs to go back further than the array size allows for.

    Please keep in mind that my text may not make any sense because I really can’t follow what is going on in his code (up to my thinking that it can’t work at all 😐 ).
    Hopefully others can help more; the 1M max elements is key …

    1 user thanked author for this post.
    #188969

    What I would attempt :

    All such situations (also for b and z at first glance) could be written like this :

    This will stop going back further than technically possible, but don’t ask me for the reliability of the result and its impact. But at least it won’t fail.

    On a (not so unimportant) side note :
    You may have read (elsewhere) me questioning what would or could happen in LIVE when the progression of time may cross the threshold of the boundaries of arrays. But this (erroring-out) would require 1M bars plus the amount of looking back first. Anyway, this would be a “feature” of Live which BackTesting would not allow for (it won’t go wrong when time passes).

    Hope this helps !

    1 user thanked author for this post.
    #188971

    Thank you Peter. I’ll give it a try and let you know.

    #188972

    Dear Peter, Just Brilliant !!!! I tried your suggestion and so far it seems to work. I must admit that Arrays are way beyond my PRT skills.

    Thanks a million and have a good day!

    #188975

    I worked one time, then same problem again and again. Anyone has a different idea please?

    #188976

    Please post the strategy code, we dont know how you have implemented the code into the strategy. I assume you want to trade the last segment breakout? If so, then most of the indicator code is not necessary.

    1 user thanked author for this post.
    #188991

    Thank you Nicolas for your time. Indeed, I’d like to get signals on the last segment breakout.

    Below the code run on SP500 – 100k – 1min TF  – spread 0.6

     

    #189001

    Ok, so arrays are not useful anymore, there was useful in case of plotting them on the chart in the past.

    Here is the code, not a real breakout, your condition is testing a price superior or inferior.

    1 user thanked author for this post.
    #189007

    Thank you Nicolas.

    The code I provided generates in backtest a net gain of 5,328 with a WinRate of 25% and a Drawdown of -2500.

    Without changing parameters such as SL, TP, Barsbefore, Barsafter, the code with your changes generates in backtest over the same period a net loss of -1,806 with a WinRate of 23% and a Drawdown of -1897.

    So there is something in the original code that was certainly useful.

    How can we please just overcome the problem of 1,000,000 values in the Array of the first code?

    Much appreciated.

    #189011

    Hi Khaled,

    What did you mean “it works one time” ? One trade only like you see below ?

    Otherwise I copied your code given to Nicoalas and this is the result. Can I be doing something wrong ?

    #189013

    All right. There is is. It required the correct 1euro instrument.

    But no error messages (yet), and I removed the If 99999 WHICH btw has one 9 too few (I suggested 999999).

    What’s next ?
    🙂

    1 user thanked author for this post.
    #189017

    In case you want to pursue this further : It doesn’t seem to be resilient to more normal markets (pre-Inflation – this is 200K).
    N.b.: 1M  fails on the “500” error @nonetheless also receives. This is not related to the arrays, as it seems.

     

    1 user thanked author for this post.
    #189019

    Peter, thanks for taking the time.

    What I meant by “worked one time”, the Algo took live 4 LONG trades in a row (entry and exit properly with small profit), then at the 5th Signal, I had again the same error message. I tried again and again and it’s the same error message.

    The Backtest works fine.

    The error appears only when I put it Live.

    I suspect the solution is what you suggested earlier, limit the number of values in the Array table. May be it should be at the very beginning of the PP Fractals code so that no calculation is performed beyond 999,999

    Much appreciated

    #189020

    limit the number of values in the Array table.

    Because I don’t understand what it (the arrays) is doing there anyway, I suggest that we better interpret what @Nicolas is saying. So to me it now seems that he (from his own code ever back ?) tells that the arrays were only there for graphing, while you don’t graph anything. So just eliminate the code concerned (?).

    Otherwise your error in Live (I missed that one – apologies) could be related to the 500-error I receive with the 1M backtest.

    1 user thanked author for this post.
Viewing 15 posts - 1 through 15 (of 29 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login