Strategy get stucks with ProBacktest with both long and short orders

• 02/22/2018 at 1:51 PM #63518
  maximus78

  Good Morning guys,

  I need some help for the following simple strategy.

  Basically if i use the strategies in separated long and short versions, probacktest works fine, but if I use them together in this way probacktests start to calculate and gets stuck.

  Could someone help me and show me if I make some mistakes?

  Thanks a lot in advance.

  Max

  defparam cumulateorders=false // LONG STRATEGY barlimit =10 c1=low[2]>low[1] and low[0]>low[1] and average[10](close)>average[24](close) if not longonmarket and c1 then entrylong=highest[1](high)+2*pointsize myindex=barindex SLlong=entrylong-(lowest[2](low)-2*pointsize) endif if barindex>=myindex + barlimit then entrylong =0 endif if entrylong>0 and not longonmarket then BUY 1 shares at entrylong stop set stop loss SLlong trailing SLlong endif //----------------------------------------------- // SHORT STRATEGY barlimit =10 c2=high[2]<high[1] and high[0]<high[1] and average[10](close)<average[24](close) if not shortonmarket and c2 then entryshort=lowest[1](low)-2*pointsize myindex=barindex SLshort=(highest[2](high)+2*pointsize)-entryshort endif if barindex>=myindex + barlimit then entryshort =0 endif if entryshort>0 and not shortonmarket then sellshort 1 shares at entryshort stop set stop loss SLshort trailing SLshort endif graph entrylong as "entry long" graph entryshort as "entry short" graph entrylong-SLlong as "stop loss long" graph entryshort+SLshort as "stop loss short"

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  defparam cumulateorders=false   // LONG STRATEGY   barlimit =10 c1=low[2]>low[1] and low[0]>low[1] and average[10](close)>average[24](close)   if not longonmarket and c1 then entrylong=highest[1](high)+2*pointsize myindex=barindex SLlong=entrylong-(lowest[2](low)-2*pointsize) endif   if barindex>=myindex + barlimit then entrylong =0 endif   if entrylong>0 and not longonmarket then BUY 1 shares at entrylong stop set stop loss SLlong trailing SLlong endif   //----------------------------------------------- // SHORT STRATEGY   barlimit =10 c2=high[2]<high[1] and high[0]<high[1] and average[10](close)<average[24](close)   if not shortonmarket and c2 then entryshort=lowest[1](low)-2*pointsize myindex=barindex SLshort=(highest[2](high)+2*pointsize)-entryshort endif   if barindex>=myindex + barlimit then entryshort =0 endif   if entryshort>0 and not shortonmarket then sellshort 1 shares at entryshort stop set stop loss SLshort trailing SLshort endif   graph entrylong as "entry long" graph entryshort as "entry short" graph entrylong-SLlong as "stop loss long" graph entryshort+SLshort as "stop loss short"

   

  

  maximus78

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  02/22/2018 at 2:18 PM #63520
  Nicolas

  You should name your variable differently for short and long side of the strategy. For example ‘myindex’ is used in both sides and could generate problem when you compare it with barindex at lines 14 and 35. This is just what first come in mind when reading your code.

  Of course as you already know it, you can have together long and short orders in the same strategy, one cancels other (also known as OCO).

  

  Nicolas

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  02/22/2018 at 9:32 PM #63588
  maximus78

  Hi Nicolas, I’ve changed the name of the variables in “mylongindex” and “myshortindex” as you suggested but it doesn’t work the same.

  I’ve also tried with “if not onmarket” instead of ” if not longonmarket” and “if not shortonmarket” but the system doesn’t work either.

  Have you some other ideas?

  Thanks

  Max

  

  maximus78

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  02/22/2018 at 11:52 PM #63597
  robertogozzi

  I tested your code on Eur/Usd, h1, and it didn’t get stuck, as you can see from the screenshot.

  I only modified the names as suggested by Nicolas and commented out all GRAPH instructions.

   

  

  robertogozzi

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  02/23/2018 at 1:02 PM #63664
  maximus78

  Hi Roberto, I’ve tried and it works only as soon as i shut and restart the platform, but when i relaunch the system it gets stuck.

  It always works with you ? Have you tried to launch it several times?

  Thanks

  Max

  

  maximus78

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  02/23/2018 at 2:01 PM #63680
  robertogozzi

  Yes, it works anytime I launch it.

  

  robertogozzi

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  02/24/2018 at 9:11 PM #63836
  maximus78

  Thanks Roberto, yes probably it’s my internet connection, but it has happened also on the pc where I work.

  Very strange it’s the first time that a system gets stuck.

  Now with the forex market closed it works everytime i launch it.

  

  maximus78

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