Trading system automatically stopped

JASS · Thu, 02 Jan 2020 10:27:42 +0000

Two of my strategies are constantly being stopped and I have a hard time finding out why. I never encountered this problem before and the only two differences from other strategies, are that I normally use 5 minutes charts and above and in these two cases I use 1 minute charts. The other difference is that I have set the “DEFPARAM CumulateOrders” to true, which I normally not use. It toggles between two error messages, apparently randomly. The first error message relates to the preloadbars setting: 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 (ex: DEFPARAM Preloadbars = 2000). For additional assistance, please refer to the help text of the DEFPARAM function in the trading systems programming manual. The maximum period used in the strategy for calculations is 51 and no matter if I set it for 100, 200 or the default value 2000, it still doesn’t work. I can even delete the parameter without any change. The second error message relates to order rejection: One of the orders of this trading system was rejected. Due to the type of rejection, the trading system had to be stopped. To see the reason the order was rejected, open the order list, go to the”Canceled/Rejected” tab and place your mouse over the warning icon in the “Status” column. This is incorrect, since it never comes to a point where it actually tries to open a trade and the order list is always empty. For the Nikkei index I use DEFPARAM FLATBEFORE = 010000 and DEFPARAM FLATAFTER = 073000, but I can start the strategy at e.g. 9.30 and it is stopped a few minutes later. I can read in another (very emotional) thread, that this kind of error is believed to reside on IG side, but how can that be the case if the strategy is stopped even before it tries to open a trade? Most likely my lack of knowledge on the interface between IG and PRT, but could someone shed light on this? Is there a solution to this problem?

This topic has 35 replies, 4 voices, and was last updated 4 years ago by Vonasi.

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01/08/2020 at 10:22 AM #116188

GraHal

I am very pleased to advise that the Nicolas fix worked and the System executed 3 trades overnight.

Thank you Nicolas!

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JASS, Nicolas

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01/08/2020 at 6:10 PM #116230

JASS

(sorry for delayed answers from my side, I have been busy working the last couple of days).

That is very good news, thanks to both of you! I will incorporate the piece of code right away in my code and test it.

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01/08/2020 at 8:18 PM #116244

GraHal

No problemo Jass, get yourself rested, no worries! 🙂

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JASS

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01/10/2020 at 10:53 AM #116376

JASS

It has been running for over 50 hours now, without being stopped. Fair to say that problem is solved, thank you very much to both of you! Besides a working strategy, I learned about the “division by zero” problem 🙂

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GraHal

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01/22/2020 at 4:15 PM #117528

GraHal

How can I have a Buy Minimum Distance Reject (see attached) when the Buy entry is at Market??

if c05 and c10 and c11 and c12 and c13 = 1 and c14 then buy PositionSize contract at market endif

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if c05 and c10 and c11 and c12 and c13 = 1 and c14 then
buy PositionSize contract at market
endif

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01/22/2020 at 4:27 PM #117532

Vonasi

Your image shows a stop order rejection. The strategy sends a buy at market order and at the same time a stop order as the code has SET STOP instruction in it. The stop order was too close (less than 40 pips) so the orders were rejected.

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GraHal

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Trading system automatically stopped

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