Thanks, I fixed it.

Hi Mike,

I tested in backtest the PRT code written in my first post. I got great results each day. I only tested it day by day. I had the best results in 10 min charts. So I wanted to test it in demo and got the error. I noticed that I used the wrong code. The code without MM. So I replaced it with this code

/// Definition of code parameters
defparam preloadbars = 3000
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
COI= WEIGHTEDAVERAGE[14](ROC[11] +ROC[10])
MAC= MACDline[12,26,9]
STO = Stochastic[14,5]
once RRreached = 0
accountbalance = 10000 //account balance in money at strategy start
riskpercent = 5 //whole account risk in percent%
amount = 1 //lot amount to open each trade
rr = rr //risk reward ratio (set to 0 disable this function)

//dynamic step grid
minSTEP = 5 //minimal step of the grid
maxSTEP = 20 //maximal step of the grid
ATRcurrentPeriod = 5 //recent volatility 'instant' period
ATRhistoPeriod = 100 //historical volatility period

ATR = averagetruerange[ATRcurrentPeriod]
histoATR= highest[ATRhistoPeriod](ATR)

resultMAX = MAX(minSTEP*pipsize,histoATR - ATR)
resultMIN = MIN(resultMAX,maxSTEP*pipsize)

gridstep = (resultMIN)

// Conditions to enter long positions
c1 = (COI > COI[1])
c2 = (MAC > MAC[1])
c3 = (STO > 20)
c4 = (STO < 40)
c5 = (STO > STO[1])

// Conditions to enter short positions
c11 = (COI< COI[1])
c12 = (MAC< MAC[1])
c13 = (STO < 80)
c14 = (STO > 60)
c15 = (STO < STO[1])

//first trade whatever condition
if NOT ONMARKET AND HIGHEST[5](c1)=1 AND HIGHEST[5](c2)=1 AND HIGHEST[5](c3)=1 AND HIGHEST[5](c4)=1 AND HIGHEST[5](c5)=1 then  //close>close[1]
BUY amount LOT AT MARKET
endif

if NOT ONMARKET AND HIGHEST[5](c11)=1 AND HIGHEST[5](c12)=1 AND HIGHEST[5](c13)=1 AND HIGHEST[5](c14)=1 AND HIGHEST[5](c15)=1 then  //close<close[1]
SELLSHORT amount LOT AT MARKET
endif

// case BUY - add orders on the same trend
if longonmarket and close-tradeprice(1)>=gridstep*pipsize then
BUY amount LOT AT MARKET
endif

// case SELL - add orders on the same trend
if shortonmarket and tradeprice(1)-close>=gridstep*pipsize then
SELLSHORT amount LOT AT MARKET
endif

//money management
liveaccountbalance = accountbalance+strategyprofit
moneyrisk = (liveaccountbalance*(riskpercent/100))
if onmarket then
onepointvaluebasket = pointvalue*countofposition
mindistancetoclose =(moneyrisk/onepointvaluebasket)*pipsize
endif

//floating profit
floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize

//actual trade gains
MAfloatingprofit = average[20](floatingprofit)
BBfloatingprofit = MAfloatingprofit - std[20](MAfloatingprofit)*sd

//floating profit risk reward check
if rr>0 and floatingprofit>moneyrisk*rr then
RRreached=1
endif

//GRAPH floatingprofit as "float"
//GRAPH RRreached as "rr"
//GRAPH floatingprofit as "floating profit"
//GRAPH BBfloatingprofit as "BB Floating Profit"
//GRAPH positionprice-mindistancetoclose
//GRAPH moneyrisk
//GRAPH onepointvaluebasket
//GRAPH gridstep

//stoploss trigger when risk reward ratio is not met already
if onmarket and RRreached=0 then
SELL AT positionprice-mindistancetoclose STOP
EXITSHORT AT positionprice-mindistancetoclose STOP
endif

//stoploss trigger when risk reward ratio has been reached
if onmarket and RRreached=1 then
if floatingprofit crosses under BBfloatingprofit then
SELL AT MARKET
EXITSHORT AT MARKET
endif
endif

//resetting the risk reward reached variable
if not onmarket then
RRreached = 0
endif

But with the latest code, I don’t get the results like the old code in the backtests. I will try again tomorrow.

I think the program uses the default setting before defining variable a,b. Please correct me if im wrong.