trading stopped due to defparam Preloadbars = 10000 issue

• 09/05/2023 at 10:56 PM #220385
  jjduga

  Hello everyone.

  My code has been working fine on Demo and also yesterday on live trading. I am trying to run it on the 5 min US500 on IG platform in the UK. From today (5.9.2023) it has been stopping when used for live trading by giving the infamous ” insufficient historical data loaded to calculate at least one indicator … try DEFPARAM preloadbars = 10000″.

  I have been instructing the “DEFPARAM preloadbars = 10000” from the offset as I have run into this issue before. I am using several indicators in my code and the one with the longest period is a TEMA (540).

  I am using PRT v10.3

  Thanks in advance

  

  jjduga

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  09/06/2023 at 9:28 AM #220395
  GraHal

  Try putting the code for the Indicator in the strategy (and so not calling the Indicator).

  Let us know how you get on.

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  jjduga

  

  GraHal

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  09/06/2023 at 9:37 AM #220398
  GraHal

  Alternatively submit a Technical Report direct to PRT using Help > Help Center > I’m having a Technical Problem. (Help >  etc on the PRT Platform).

  Best is to submit Report as above and continue yourself also re NO Call Indicators etc.

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  GraHal

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  09/06/2023 at 9:53 AM #220403
  robertogozzi

  The issue lies in these two lines:

  c5 = (indicator7 > indicator8[120]) c6 = (indicator9 > indicator10[98])

  1 2	c5 = (indicator7 > indicator8[120]) c6 = (indicator9 > indicator10[98])

  because ProOrder has to multiply 240 periods (Ema) by 120 or 98.

  Since an EMA requires roughly twice its periods (in this case about 450 periods) for its calculations, the two multiplications return results well exceeding 10k.

  Try reducing those two lookback values or try using an IF…ENDIF to make sure trading starts AFTER 55K bars (maybe a bit less, it’s just a matter of trying different values):

  DEFPARAM Preloadbars = 10000 // Definition of code parameters DEFPARAM 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 = 010000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 213000 // Prevents the system from placing new orders to enter the market or increase position size after the specified time IF BarIndex > 55000 THEN noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 IF Not OnMarket THEN BreakEven0 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (1 * pipsize) THEN BreakEven0 = TradePrice - 2 * pipsize ENDIF IF BreakEven0 THEN SELL AT BreakEven0 STOP ENDIF ENDIF IF Not OnMarket THEN BreakEven4 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (2 * pipsize) THEN BreakEven4 = TradePrice + 1 * pipsize ENDIF IF BreakEven4 THEN SELL AT BreakEven4 STOP ENDIF ENDIF IF Not OnMarket THEN BreakEven1 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (4 * pipsize) THEN BreakEven1 = TradePrice + 3 * pipsize ENDIF IF BreakEven1 THEN SELL AT BreakEven1 STOP ENDIF ENDIF IF Not OnMarket THEN BreakEven2 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (6 * pipsize) THEN BreakEven2 = TradePrice + 5 * pipsize ENDIF IF BreakEven2 THEN SELL AT BreakEven2 STOP ENDIF ENDIF IF Not OnMarket THEN BreakEven3 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (9 * pipsize) THEN BreakEven3 = TradePrice + 7 * pipsize ENDIF IF BreakEven3 THEN SELL AT BreakEven3 STOP ENDIF ENDIF // Conditions to enter long positions indicator1, ignored = CALL "DPO-Detrended Price Oscillator"[30, 1, 1](close) userindic1, ignored = CALL "DPO-Detrended Price Oscillator"[30, 1, 1](close) indicator2 = DEMA[12](userindic1) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = ExponentialAverage[25](MoneyFlowIndex[14]) indicator4 = ExponentialAverage[3](MoneyFlowIndex[14]) c2 = (indicator3 >= indicator4) indicator5 = MoneyFlowIndex[14] c3 = (indicator5 > 30) indicator6 = CALL "Choppiness index"[25](close) c4 = (indicator6 <= 70) indicator7 = ExponentialAverage[240](close) indicator8 = ExponentialAverage[240](close) c5 = (indicator7 > indicator8[120]) indicator9 = ExponentialAverage[240](close) indicator10 = ExponentialAverage[240](close) c6 = (indicator9 > indicator10[98]) indicator11 = TEMA[540](close) c7 = (close >= indicator11) IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7) AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator12 = DEMA[5](MoneyFlowIndex[14]) indicator13 = DEMA[30](MoneyFlowIndex[14]) c8 = (indicator12 CROSSES UNDER indicator13) IF c8 THEN SELL AT MARKET ENDIF // Stops and targets SET STOP pLOSS 5 SET TARGET pPROFIT 12 ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109

  DEFPARAM Preloadbars = 10000 // Definition of code parameters DEFPARAM 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 = 010000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 213000   // Prevents the system from placing new orders to enter the market or increase position size after the specified time IF BarIndex > 55000 THEN noEntryAfterTime = 210000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   IF Not OnMarket THEN BreakEven0 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (1 * pipsize) THEN BreakEven0 = TradePrice - 2 * pipsize ENDIF IF BreakEven0 THEN SELL AT BreakEven0 STOP ENDIF ENDIF   IF Not OnMarket THEN BreakEven4 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (2 * pipsize) THEN BreakEven4 = TradePrice + 1 * pipsize ENDIF IF BreakEven4 THEN SELL AT BreakEven4 STOP ENDIF ENDIF   IF Not OnMarket THEN BreakEven1 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (4 * pipsize) THEN BreakEven1 = TradePrice + 3 * pipsize ENDIF IF BreakEven1 THEN SELL AT BreakEven1 STOP ENDIF ENDIF   IF Not OnMarket THEN BreakEven2 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (6 * pipsize) THEN BreakEven2 = TradePrice + 5 * pipsize ENDIF IF BreakEven2 THEN SELL AT BreakEven2 STOP ENDIF ENDIF   IF Not OnMarket THEN BreakEven3 = 0 ELSIF LongOnMarket THEN IF (close - Tradeprice) >= (9 * pipsize) THEN BreakEven3 = TradePrice + 7 * pipsize ENDIF IF BreakEven3 THEN SELL AT BreakEven3 STOP ENDIF ENDIF   // Conditions to enter long positions indicator1, ignored = CALL "DPO-Detrended Price Oscillator"[30, 1, 1](close) userindic1, ignored = CALL "DPO-Detrended Price Oscillator"[30, 1, 1](close) indicator2 = DEMA[12](userindic1) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = ExponentialAverage[25](MoneyFlowIndex[14]) indicator4 = ExponentialAverage[3](MoneyFlowIndex[14]) c2 = (indicator3 >= indicator4) indicator5 = MoneyFlowIndex[14] c3 = (indicator5 > 30) indicator6 = CALL "Choppiness index"[25](close) c4 = (indicator6 <= 70) indicator7 = ExponentialAverage[240](close) indicator8 = ExponentialAverage[240](close) c5 = (indicator7 > indicator8[120]) indicator9 = ExponentialAverage[240](close) indicator10 = ExponentialAverage[240](close) c6 = (indicator9 > indicator10[98]) indicator11 = TEMA[540](close) c7 = (close >= indicator11)   IF (c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7) AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 1 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions indicator12 = DEMA[5](MoneyFlowIndex[14]) indicator13 = DEMA[30](MoneyFlowIndex[14]) c8 = (indicator12 CROSSES UNDER indicator13)   IF c8 THEN SELL AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 5 SET TARGET pPROFIT 12 ENDIF

  The main issue is when you launch it in autotrading… it’ll wait quite many days before the trading starts!

   

   

   

   

   

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  robertogozzi

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  09/06/2023 at 7:57 PM #220465
  jjduga

  I Tried this but it posted me to this forum. My PRT help centre is managed by IG. Not sure if it is the same for everyone.

  In any case I am more than happy to tap into the forum’s knowledge. Many thanks

  

  jjduga

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  09/06/2023 at 7:59 PM #220466
  jjduga

  Grazie Roberto

  I will give this a go. Thanks to GraHal too.

  I will keep you posted. Won’t be able to give it a go until the weekend due to work though. But thanks both

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  jjduga

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  09/17/2023 at 9:49 PM #221179
  jjduga

  The issue is now resolved after following Roberto’s advise.

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  robertogozzi

  

  jjduga

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