System Error Message when Probacktesting
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01/11/2020 at 12:14 PM #116419
Greetings …
I have been a user of PRT for more than a year and consider myself at least an average user (haven’t looked into coding yet) being able to set up trading programs made possible with PRT’s ease of use.
yesterday, I proceeded to make another program, and, inexplicably, after running the Backtesting, the system gave an error message as per attached pic. This error message apepars in the simplest of programming entry and exit conditions and am perplexed as to why it happened.
This message is generated regardless of entry and exit conditions. I even place an entry condition akin to: “if current price is greater than price 20 periods ago”, Enter trade. Exit condition = if W%R less than previous W%R, exit trade. I have tried 4 other trading scenarios with similar error messages.
Any help would be most welcome.
01/11/2020 at 1:16 PM #11642201/11/2020 at 1:53 PM #11642401/13/2020 at 2:10 PM #116646Dear Nicolas,
Thanks for reaching out!
The instrument is US TECH 100 / time frame is 1 minute (or any time frame for that matter) / version = 10.3. I don’t code, I used the interface that lets you bypass the need for coding and this happens with the most simple automated trading / code set up.
Best regards,
01/13/2020 at 2:22 PM #116649Hello GraHal,
Thanks for reaching out … this issue happens with any automated generated code (that worked previously in other times) and during a multitude of different time intervals tested. I don’t think it is the question of spotting the problem with coding … I have developed and successfully tested dozens and dozens of PRT programs, have finance background and know enough about the indicators to know that the criteria for entry and exit are not likely to be the problem. This happens even with the simplest of code, such as: If price (Current) > Price (Previous) ===> enter trade and the same principle for exit … hope this gets solved soon. BTW, version = 10.3
Have a good day!
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01/13/2020 at 3:08 PM #116658Others appear not to be experiencing the same problem that you are so I thought trying your code would be a good starting point?
How would you want me to proceed then … in order to help you?
If I make a simple System with the Assisted Creation tool and I do not get the problem that you are getting what will my efforts prove or how will it help you ?
I will however, do above and report back shortly.
01/13/2020 at 3:13 PM #116659There we are it worked … see attached.
Please you copy and past the code below into your Platform and see what you get 🙂
123456789101112131415161718// Definition of code parametersDEFPARAM CumulateOrders = False // Cumulating positions deactivated// Conditions to enter long positionsindicator1 = MACDline[37/3, 77/3, 9](close)c1 = (indicator1 CROSSES OVER 0)IF c1 THENBUY 1 PERPOINT AT MARKETENDIF// Conditions to enter short positionsindicator2 = MACD[37/3, 77/3, 9](close)c2 = (indicator2 CROSSES UNDER 0)IF c2 THENSELLSHORT 1 PERPOINT AT MARKETENDIF01/13/2020 at 3:16 PM #11666101/13/2020 at 5:27 PM #116668@GraHal
First time I came across that kind of period for the MACD?
MACD[37/3, 77/3, 9]
Why divided by 3?
Any chance to share the code of your simple conditions please? In order to isolate the problem, it is necessary for us to replicate the same issue! thanks.
01/13/2020 at 5:33 PM #116669First time I came across that kind of period for the MACD?
Yeah weird eh! It came out that way from the Easy Creation Tool, I did nothing.
01/13/2020 at 10:19 PM #116702I see that error message sometimes if my internet or wifi is weak or it is a weekend and lots of other people are on the local internet! Sometimes the connection is weak for too long during a back test and the back test stops as the connection to the PRT servers is lost I guess. Are you on a good internet connection?
1 user thanked author for this post.
01/14/2020 at 3:04 AM #11671401/14/2020 at 3:14 AM #11671501/14/2020 at 3:16 AM #116716Hello GraHal,
The simple code I used follows for your review. Many thanks!!!!
123456789101112131415161718192021// Definition of code parametersDEFPARAM CumulateOrders = False // Cumulating positions deactivated// The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time.DEFPARAM FLATBEFORE = 100000// Cancel all pending orders and close all positions at the "FLATAFTER" timeDEFPARAM FLATAFTER = 171500// Conditions to enter long positionsc1 = (high >= low[10])IF c1 THENBUY 1 CONTRACT AT MARKETENDIF// Conditions to exit long positionsindicator1 = Williams[32](close)c2 = (indicator1 < indicator1[1])IF c2 THENSELL AT MARKETENDIF01/14/2020 at 3:17 AM #116717 -
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