System works in backtest but crashes in real time

Crocogotter · 2021-05-11T11:12:39+00:00

Hi I’ve used a few different codes to try to run my system, but the latest one works fine for backtesting, loads up OK for Pro-Order, but then crashes and I get an error message advising me to modify it and backtest it. My problem is that the current coding backtests fine, but crashes in use, so I wonder if there’s anywhere in particular I should be looking at given the error message (eg does the “ex:(-10)” relate to anything specific or is it a generic error code?). Obviously I’ve read what it says, but I’m confused as to why a parameter can’t equal zero; if we define a parameter why wouldn’t it be allowed to equal zero? Many thanks in advance.

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05/11/2021 at 12:12 PM #169401 quote

Crocogotter
Participant

New

Hi

I’ve used a few different codes to try to run my system, but the latest one works fine for backtesting, loads up OK for Pro-Order, but then crashes and I get an error message advising me to modify it and backtest it. My problem is that the current coding backtests fine, but crashes in use, so I wonder if there’s anywhere in particular I should be looking at given the error message (eg does the “ex:(-10)” relate to anything specific or is it a generic error code?).

Obviously I’ve read what it says, but I’m confused as to why a parameter can’t equal zero; if we define a parameter why wouldn’t it be allowed to equal zero?

Many thanks in advance.

Trading-system-crash.png

05/11/2021 at 12:25 PM #169406 quote
Nicolas
Keymaster

Legend
That error message is talking about the way you have set a period for an indicator, example:
```
var = average[myPeriod](close)
```
If for any reason, “myPeriod” equal 0 or a negative value, then the program will crash. As it is not really a problem while backtesting, it could devastating in real time situation with real money. So just check all of your indicators period first.

Crocogotter thanked this post
05/11/2021 at 2:13 PM #169410 quote

Crocogotter
Participant

New

Ah, OK, great, many thanks, I know where to start looking. Thanks for explaining, that makes sense, and I have included a time period bit of coding in this version so that’s very likely to be the problem.

05/11/2021 at 5:16 PM #169421 quote

Crocogotter
Participant

New

Thanks again, I made a very small modification (added +1 so the parameter can’t be zero) and the code has successfully executed a (winning :-)) trade this afternoon and is still running. Much appreciated.
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System works in backtest but crashes in real time

ProOrder: Automated Strategies & Backtesting

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This topic contains 3 replies,
has 2 voices, and was last updated by Crocogotter
5 years, 4 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/11/2021
Status:	Active
Attachments:	1 files