Problem with condition

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  • 07/11/2017 at 12:00 PM #40345 quote
    Despair
    Blocked
    Master

    I have a strange problem. I want my condition to be true if a moving average goes flat (sideways). So i have something like:

    once i=0
if ema=ema[1] then
  i=i+1
endif
graph ema as "ema"
graph ema[1] as "ema[1]"
graph i as "i"

    When i run the code the condition obviously never comes true since i remains zero all the time. Anyway when i look at the graphed variables the backtest shows many periods when ema=ema[1]. How can this be? Is that maybe that PRT intern calculates the emas with more than 5 digits and then cuts off the last digits when graphing them? This way there is a tiny difference between ema and ema[1] though graph shows the same value for them?

    This takes me to the question, with how many digits behind the comma is PRT calculating?

    07/11/2017 at 1:51 PM #40355 quote
    Despair
    Blocked
    Master

    Obviously there is a problem with hidden digits. PRT shows 5 digits but internally it must calculate with more digits. Does anybody know with how many?

    07/11/2017 at 3:06 PM #40374 quote
    robertogozzi
    Moderator
    Master

    Which TF did you use?

    I your assumption might be possible for very low TF’s, say 1 minute or lower, I think it would be extremely odd to have EMA’s matching the first 5 digits in a, say, 4-hour TF!

    07/11/2017 at 6:54 PM #40381 quote
    Despair
    Blocked
    Master

    I was using 5 minute TF. And it is definitely th case with some hidden digits. When you graph the variables it comes back sometimes as “0” and sometimes as “-0.00” so obviously there is something going on one doesnt see (again!).

    07/11/2017 at 10:27 PM #40392 quote
    robertogozzi
    Moderator
    Master

    I had to modify your code as follows to be executed:

    once i=0
ema = average[20]
if ema=ema[1] then
   i=i+1
endif
if i < 0 then
   buy 1 contract at market  //useless condition just to add a BUY order
endif
graph ema    as "ema"
graph ema[1] as "ema[1]"
graph i      as "i"

    I run it on DAX 5-min TF and it was executed regularly, I found a match on Friday July 7th at 09:35 (gmt +2), as from the picture.

    Variable i was set at 11, so there must have been 10 matches before.

    Prices seem regular with the full 5 digits + 5 decimal digits.

    Ema-test.jpg Ema-test.jpg
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Problem with condition


ProOrder: Automated Strategies & Backtesting

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Despair @despair Blocked
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This topic contains 4 replies,
has 2 voices, and was last updated by robertogozzi
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/11/2017
Status: Active
Attachments: 1 files
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