System keeps getting stopped?!

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  • #105151 quote
    jebus89
    Participant
    Master

    Hello all, so i got a system on Dax that keeps getting stopped and its so weird.

     

    Its been working for like 1,5 years without any problem, suddenly for the last month it has been getting stopped for this reason:

    “This trading system was stopped because the historical data loaded was insufficient to calculate at least one indicator during the evaluation of the last candlestick. Please increase the number of preloaded bars with the instruction DEFPARAM in the code of your strategy.”

     

    The system is using basic indicators, no custom indicators. Its using the MFE trailing stop which i have on multiple other systems with no problem. Its only this one. Not gonna share code, sorry for that. This is sort of my bread and butter code.

     

    So i havnt used any “DEFPARAM preloadbars = xxx”, but after seeing this error 2 times in a row, i included a “defparam preloadbars = 2000” in the code, but i just got stopped out again so… wtf..

     

    Any clue on how i can fix the system so it wont stop every time it enters a trade? If dax goes up 500 points today, im gonna be sad 😛

     

    What might be even more strange is the fact that it opened the trade, then 30 min later (30 min system) it closes the trade and stops the system. I have activated “do not close trades automaticly when system is stopped” but for some reason it closed the trade :/

     

    Edit: Lets say my system is “Buy when close crosses over  moving average 10” – “Sell when close crosses under moving average 10” . Its not that basic but almost.
    Using simple Set stop ploss xx and set target pprofit xx, and the MTF trailing stop which is working and has worked on this code for 1,5 years with no changes.

    I have no clue why this is suddenly happening..

    #105152 quote
    GraHal
    Participant
    Master

    The strategy on the link below is getting the same error for no good reason!!!

    https://www.prorealcode.com/topic/reload-bar/

    Can you not comment out the MTF Trailing Stop as a trial and run both with and without MTF TS to see if it makes any difference?

    EDIT/ PS

    I did think that the strategy on the link above was timing out but if your code has been running for 1.5 years and is a simple code anyway then time to execute the code seems not to be the Issue?

    #105153 quote
    jebus89
    Participant
    Master

    Well, im running this live so i cant really comment out the TS 🙁

    Can do it on demo, but demo strategies sometimes gets stopped out for no reason.

     

    Ill do it in demo tho and see how it goes.

     

     

    Edit:

    Just started the system again and it jumped right back into trade (with of course a worse entry than the last entry 😛 )

     

    Lets see what happens (with my luck its probably going to go instant down for 100 pips now 😀 )

    GraHal thanked this post
    #105154 quote
    robertogozzi
    Moderator
    Master

    This also happened to other users (https://www.prorealcode.com/topic/reload-bar/) and to myself yesterday.

    I think it has nothing to do with DEFPARAM, instead PRT are likely to have added new features or corrected some bugs, thus introducing this annoying bug.

    If you keep incurring this issue in the future try hitting Ctrl+M from the platform to urge PRT to take care of it.

    GraHal thanked this post
    #105158 quote
    jebus89
    Participant
    Master

    I havnt seen this warning b4, is it new or have i just not payed attention?

     

    Lol of course Dax jumps up 😛  would have been xxx € in profits now. 😛 Oh well, still having some profit, lets just hope it keeps going.. fuck me man. Third time this system stops and im loosing money cus of it 😛

    warning.png warning.png
    #105160 quote
    robertogozzi
    Moderator
    Master

    I have no clue what they are doing.

    I see you like using short acronyms to shorten longer words. I don’t know whether everybody understand this (moreover B4 and BEFORE have a slightly different pronunciation for BE), for sure this forum has no limitations like SMS’s or TWEETs.

    #105163 quote
    jebus89
    Participant
    Master

    My system just got stopped out again..

     

    Same error message.

     

    Ill try not to use the short acronyms so everyone can understand me.

     

    Sent PRT a mail (using ctrl+m) so lets see what they say 🙁 This has been my best system so far so this sucks balls.. hope they can fix it asap.

     

    Edit: It enters trade, waits 30 min (for next candle), then closes trade and system stops.

     

    Anyone else trading dax with no issues today? i got several systems that are working as they should. 

    Tried to “remake” my dax system and rename it even. But it still got stopped out. Wondering if its Dax thats the problem or something else random bullshit.. so weird that everything else is working fine.. its just this 1 code..

    #105190 quote
    Vonasi
    Moderator
    Master

    I seem to recall that I had a strategy on demo that kept doing the same thing. I can’t 100% recall what I did but I think that I sent a report to PRT and it hasn’t done it for weeks now. Maybe they fixed something for me?

    #105194 quote
    pableitor
    Participant
    Master

    My systems are working fine but may be, just maybe , that your system profits are such that somehow an alarm has somewhat been triggered at IG, and I don’t wanna speak anymore 🙂

    #105206 quote
    GraHal
    Participant
    Master
    Wondering if its Dax thats the problem
    It’s not limited to DAX as the System I provided the link to above s doing the same thing on DJI.
    #105256 quote
    jebus89
    Participant
    Master
    Weird shit.. I re-created the strategy, named it different and started it again.. and lets see what happens   Also i dont think IG minds having profitable traders seeing how its the comissions they earn money from. More trades = more money for them. profitable traders = more trades. Correct me if im wrong.
    #105260 quote
    GraHal
    Participant
    Master
    i dont think IG minds having profitable traders seeing how its the comissions they earn money from
    I guess IG could lose out when a market is very spikey? It is my understanding that IG lays off the bets / trades if the overall Trade Profile of all their clients are skewed more toward Long or Short by some factor. If Longs and Shorts broadly balance out across all IG Clients trading at that point then they keep it all in-house. There was a very good article – link provided on here – written by an anonymous but ex IG employee!
    #105274 quote
    Vonasi
    Moderator
    Master
    Interesting video of how IG takes on risk can be found here:
    GraHal thanked this post
    #105843 quote
    jebus89
    Participant
    Master
    Hello all, i sent a report to PRT and they responded with a solution: The trailing stop loss i was using was this one: The fault was here: CAND = (BarIndex – TradeIndex) should have been: CAND = (BarIndex – TradeIndex)+1   No clue why this has worked for 12 months+, but suddenly it stopped working. i made the change and started the system again, time will show if this works. They say it would 🙂
    TrailingDistance = 45 //30 Distance from close to TSL
    TrailingStep =35 //14 Pips locked at start of TSL
    
    //trailing stop
    TSL = 1 // Use TSL?
    
    
    //************************************************************************
    IF TSL = 1 THEN
    //reset the stoploss value
    IF NOT ONMARKET THEN
    newSL = 0
    CAND = 0
    ENDIF
    
    //manage long positions
    IF LONGONMARKET THEN
    //first move (breakeven)
    IF newSL = 0 AND (CLOSE - TRADEPRICE(1)) >= (TrailingDistance*PipSize) THEN
    newSL = (TRADEPRICE(1) + TrailingStep*PipSize)
    ENDIF
    //next moves
    CAND = (BarIndex - TradeIndex)
    IF (newSL > 0) AND (CLOSE[1]) >= (HIGHEST[CAND](CLOSE)) THEN
    newSL = (CLOSE[1]) - (TrailingDistance*PipSize)
    ENDIF
    ENDIF
    //stop order to exit the positions
    IF newSL > 0 THEN
    SELL AT newSL STOP
    ENDIF
    endif
    
    
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System keeps getting stopped?!


ProOrder: Automated Strategies & Backtesting

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jebus89 @jebus89 Participant
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This topic contains 13 replies,
has 5 voices, and was last updated by jebus89
6 years, 6 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/21/2019
Status: Active
Attachments: 1 files
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