Peter, As i mentioned above (#189007) the original code generates a profit VS the code modified by Nicolas generates a loss. So, there is something in this PP Fractals code that plays a role of filter beyond the graphing.
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 (?).
Which is exactly what he has done for you (I checked and understand it now). So the challenge is : why is the result not the same.
Probably because the approach with the array failed ? or the arrays themselves fail ? (it really is too easy to make mistakes, the way PRT set them up).
I’m not putting in doubt what Nicolas has done. However, I see (as you see it in your backtest) there is a big difference between with and without.
Do you mean that there might be something wrong in the calculation of the Arrays that generates “fake” Profits? It’s very likely. May be the solution/answer is with Vonasi the author of the original code 🙂
May be the solution/answer is with Vonasi the author of the original code
For info … we’ve not seen Vonasi hereabouts for 9 months or so!
I think the problem lies in this part :
LongConso = long=1 and close > $resistancevalue[z]
ShortConso = short=-1 and close < $supportvalue[z]
My “coder hunch” tells me that z is eliminated from the new code, while z is (was) necessary for this part. So it is not about a and b, but this z. I can’t see quickly how to change that – hopefully @Nicolas can.
And maybe I am wrong. But both codes really are 100% the same, except for the part which is commented out (and the new usage of resistancevalue ans supportvalue).
For info … we’ve not seen Vonasi hereabouts for 9 months or so!
umd followed him. If you know what I mean … (and if not then too bad).
I see exactly what you mean 🙂 🙂 🙂
Something else (not), we should not forget that something *is* wrong somewhere with the arrays approach. And avoiding their purpose (the graphing) is not really the very best idea.
Without the arrays, this error still occurs for the 1M backtest. I will report it, then together with nontheless’s report (elsewhere) they may see commonalities.
Problem is that the array can increment 12 times per hour, so the 1 million column of the array could be reach pretty fast, please try the new version below:
DEFPARAM CUMULATEORDERS = FALSE
TIMEFRAME(60 minutes,updateonclose)
a=a+1
b=b+1
TIMEFRAME(60 minutes)
LongConso=0
ShortConso= 0
Long=0
Short=0
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//PRC_SwingLine Ron Black | indicator by Nicolas
if upsw=1 then
if high>hH then
hH=high
endif
if low>hL then
hL=low
endif
if high<hL then
upsw=0
lL=low
lH=high
endif
endif
if upsw=0 then
if low<lL then
lL=low
endif
if high<lH then
lH=high
endif
if low>lH then
upsw=1
hH=high
hL=low
endif
endif
if upsw=1 then
swingline=hL
else
swingline=lH
endif
if close>open then
iRange = abs(close-open)
elsif close<open then
iRange = abs(open-close)
endif
if close>open then
UpWick = high - close
LoWick = open-low
elsif close<open then
UpWick = high-open
LoWick = close-low
endif
// LONG
if close>open then
if close[1]>open[1] then
if close>close[1] then
long1=1
endif
endif
endif
if close>open then
if close[1]<open[1] then
if close>open[1] then
long2=1
endif
endif
endif
if iRange>UpWick or LoWick>UpWick then
long3 = 1
endif
//if close>close[1] and close[2]>close[1] then
//long4 = 1
//endif
if high>high[1] or low>low[1] then
long5=1
endif
if (long1 or long2) and long3 and long5 and close>swingline then
Long=1
endif
// SHORT
if close<open then
if close[1]>open[1] then
if close<open[1] then
short1=1
endif
endif
endif
if close<open then
if close[1]<open[1] then
if close<close[1] then
short2=1
endif
endif
endif
if iRange>LoWick or LoWick<UpWick then
short3 = 1
endif
//if close<close[1] and close[2]<close[1] then
//short4 = 1
//endif
if high<high[1] or low<low[1] then
short5=1
endif
if (Short1 or short2) and short3 and short5 and close<swingline then
Short=-1
endif
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// SR PP Fractal Lines by Vonasi
//BarsBefore = 1
//BarsAfter = 1
Support = 1
Resistance = 1
Points = 1
//Make sure all settings are valid ones
BarsBefore = max(BarsBefore,1)
BarsAfter = max(BarsAfter,1)
StartBack = max(0,startback)
if barindex >= barsbefore + barsafter then
//Look for a low fractal
BarLookBack = BarsAfter + 1
if low[BarsAfter] < lowest[BarsBefore](low)[BarLookBack] THEN
if low[BarsAfter] = lowest[BarLookBack](low) THEN
//if barindex[barsafter]<>$supportbar[a] then//a<99999 then
//a = a + 1
//endif
$supportbar[a] = barindex[barsafter]
$supportvalue[a] = low[barsafter]
endif
endif
//Look for a high fractal
if high[BarsAfter] > highest[BarsBefore](high)[BarLookBack] THEN
if high[BarsAfter] = highest[BarLookBack](high) THEN
//if barindex[barsafter]<>$resistancebar[b] then
//b = b + 1
//endif
$resistancebar[b] = barindex[barsafter]
$resistancevalue[b] = high[barsafter]
endif
endif
if islastbarupdate then
//support line
if a >= 2 then
if support then
flag = 0
zz = 0
for z = a-zz downto 1
for xx = 1 to a
if z-xx < 1 then
break
endif
if $supportvalue[z] > $supportvalue[z-xx] then
if points then
endif
flag = 1
break
endif
if zz<99999 then
zz = zz + 1
endif
next
if flag = 1 then
break
endif
zz = 0
next
endif
endif
//resistance line
if b >= 2 then
if resistance then
flag = 0
zz = 0
for z = b-zz downto 1
for xx = 1 to b
if z-xx < 1 then
break
endif
if $resistancevalue[z] < $resistancevalue[z-xx] then
if points then
endif
flag = 1
break
endif
if zz<99999 then
zz = zz + 1
endif
next
if flag = 1 then
break
endif
zz = 0
next
endif
endif
endif
endif
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LongConso = long=1 and close > $resistancevalue[z]
ShortConso = short=-1 and close < $supportvalue[z]
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
TIMEFRAME(5 minutes, UPDATEONCLOSE)
nLots = min(10,round((2000+STRATEGYPROFIT)/(close*.5*.1),1))
IF NOT LongOnMarket AND LongConso THEN
BUY nLots CONTRACTS AT MARKET
ENDIF
IF NOT ShortOnMarket AND ShortConso THEN
SELLSHORT nLots CONTRACTS AT MARKET
ENDIF
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
If LongOnMarket AND ShortConso THEN
SELL AT MARKET
SELLSHORT nLots CONTRACTS AT MARKET
ENDIF
IF ShortOnMarket AND LongConso THEN
EXITSHORT AT MARKET
BUY nLots CONTRACTS AT MARKET
ENDIF
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
TIMEFRAME(1 minute)
SET STOP %LOSS .3 //SL
SET TARGET %PROFIT 1.6 //TP
Thank you very much Nicolas!!! I left home, so I’ve no access to my PRT now. I’ll test it later today and let you know.
Basically, what I’m trying to acheive is a Strategy that works without any time-based indicator for Entry Signals (no MA, no RSI, etc.), only price, price and price. I found the Swing Line that you shared in another post quite effective with (UPDATEONCLOSE) and TF>H1, but I need to add more filters like Breakout of Trendlines.
May be we can do that without Arrays?
Thank you for your help, @Nicolas.
The result is unchanged, but more importantly, this is not workable because of slowness and *that* tells me that something with the array-accesses is not correct (asking for an undefined element will trigger the error-trap under the hood and this is ultimately slow). The 100K takes 20 minutes to calculate. This was not so at all with the earlier version from Khaled (using arrays).
I am only the messenger. 😐
Dear Trading Companions 🙂
First, please let me thank you for all the help and time you have spent trying to help. Obviously, this is more about the learning journey than the immediate end result in itself.
Second, the 2nd code reworked by Nicolas didn’t work LIVE. I had again and again the same error of 1,000,000 rows.
Third and happily, I managed to replace the PP Fractals code by another code from Vonasi called Fractals Average https://www.prorealcode.com/prorealtime-indicators/fractals-average/, where I replaced the two trigger variables with “MidAvg”. I got results not far away and it is live now as we speak. Let’s how it behaves over the afternoon.
I’ll keep you posted.
If anyone thinks of a piece of code somewhere on this forum which uses only price for Trend, Breakout, etc., please let me know. I defenitly want to build a system without any time-based indicators (MA, RSI, etc.).
Again, thank you for your support. I feel blessed.
New try (I did not compare tjhe result with initial version)
DEFPARAM CUMULATEORDERS = FALSE
TIMEFRAME(60 minutes)
LongConso=0
ShortConso= 0
Long=0
Short=0
once $lastbarindexa[0]=barindex
once $lastbarindexb[0]=barindex
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//PRC_SwingLine Ron Black | indicator by Nicolas
if upsw=1 then
if high>hH then
hH=high
endif
if low>hL then
hL=low
endif
if high<hL then
upsw=0
lL=low
lH=high
endif
endif
if upsw=0 then
if low<lL then
lL=low
endif
if high<lH then
lH=high
endif
if low>lH then
upsw=1
hH=high
hL=low
endif
endif
if upsw=1 then
swingline=hL
else
swingline=lH
endif
if close>open then
iRange = abs(close-open)
elsif close<open then
iRange = abs(open-close)
endif
if close>open then
UpWick = high - close
LoWick = open-low
elsif close<open then
UpWick = high-open
LoWick = close-low
endif
// LONG
if close>open then
if close[1]>open[1] then
if close>close[1] then
long1=1
endif
endif
endif
if close>open then
if close[1]<open[1] then
if close>open[1] then
long2=1
endif
endif
endif
if iRange>UpWick or LoWick>UpWick then
long3 = 1
endif
//if close>close[1] and close[2]>close[1] then
//long4 = 1
//endif
if high>high[1] or low>low[1] then
long5=1
endif
if (long1 or long2) and long3 and long5 and close>swingline then
Long=1
endif
// SHORT
if close<open then
if close[1]>open[1] then
if close<open[1] then
short1=1
endif
endif
endif
if close<open then
if close[1]<open[1] then
if close<close[1] then
short2=1
endif
endif
endif
if iRange>LoWick or LoWick<UpWick then
short3 = 1
endif
//if close<close[1] and close[2]<close[1] then
//short4 = 1
//endif
if high<high[1] or low<low[1] then
short5=1
endif
if (Short1 or short2) and short3 and short5 and close<swingline then
Short=-1
endif
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// SR PP Fractal Lines by Vonasi
//BarsBefore = 1
//BarsAfter = 1
Support = 1
Resistance = 1
Points = 1
//Make sure all settings are valid ones
BarsBefore = max(BarsBefore,1)
BarsAfter = max(BarsAfter,1)
StartBack = max(0,startback)
if barindex >= barsbefore + barsafter then
//Look for a low fractal
BarLookBack = BarsAfter + 1
if low[BarsAfter] < lowest[BarsBefore](low)[BarLookBack] THEN
if low[BarsAfter] = lowest[BarLookBack](low) THEN
//if barindex[barsafter]<>$supportbar[a] then//a<99999 then
//a = a + 1
//endif
if barindex>$lastbarindexa[0] then
a=a+1
$lastbarindexa[0]=barindex
endif
$supportbar[a] = barindex[barsafter]
$supportvalue[a] = low[barsafter]
endif
endif
//Look for a high fractal
if high[BarsAfter] > highest[BarsBefore](high)[BarLookBack] THEN
if high[BarsAfter] = highest[BarLookBack](high) THEN
//if barindex[barsafter]<>$resistancebar[b] then
//b = b + 1
//endif
if barindex>$lastbarindexb[0] then
b=b+1
$lastbarindexb[0]=barindex
endif
$resistancebar[b] = barindex[barsafter]
$resistancevalue[b] = high[barsafter]
endif
endif
if islastbarupdate then
//support line
if a >= 2 then
if support then
flag = 0
zz = 0
for z = a-zz downto 1
for xx = 1 to a
if z-xx < 1 then
break
endif
if $supportvalue[z] > $supportvalue[z-xx] then
if points then
endif
flag = 1
break
endif
if zz<99999 then
zz = zz + 1
endif
next
if flag = 1 then
break
endif
zz = 0
next
endif
endif
//resistance line
if b >= 2 then
if resistance then
flag = 0
zz = 0
for z = b-zz downto 1
for xx = 1 to b
if z-xx < 1 then
break
endif
if $resistancevalue[z] < $resistancevalue[z-xx] then
if points then
endif
flag = 1
break
endif
if zz<99999 then
zz = zz + 1
endif
next
if flag = 1 then
break
endif
zz = 0
next
endif
endif
endif
endif
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
LongConso = long=1 and close > $resistancevalue[z]
ShortConso = short=-1 and close < $supportvalue[z]
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
TIMEFRAME(5 minutes, UPDATEONCLOSE)
nLots = min(10,round((2000+STRATEGYPROFIT)/(close*.5*.1),1))
IF NOT LongOnMarket AND LongConso THEN
BUY nLots CONTRACTS AT MARKET
ENDIF
IF NOT ShortOnMarket AND ShortConso THEN
SELLSHORT nLots CONTRACTS AT MARKET
ENDIF
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
If LongOnMarket AND ShortConso THEN
SELL AT MARKET
SELLSHORT nLots CONTRACTS AT MARKET
ENDIF
IF ShortOnMarket AND LongConso THEN
EXITSHORT AT MARKET
BUY nLots CONTRACTS AT MARKET
ENDIF
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
TIMEFRAME(1 minute)
SET STOP %LOSS .3 //SL
SET TARGET %PROFIT 1.6 //TP
It is normally fast again.
The results are not like the original (at all).
