Hi Guys.

I’m testing a system that uses daily or weekly charts (in this case weekly). The conditions are that price must be above/below the Kijun with Kijun going up(long) or down(short). Further price must cross over the ‘cloud’ and only then an order is placed above the highest high (n) periods and lowest low (n) periods for short.  For some reason the system won’t backtest – keeps reporting an error. Could this be due to Sat morning maintenance on the platform?

Thanks

defparam cumulateorders=false

// --- settings
balance = 10000 //balance of the strategy when activated the first time
minlot = 1 //minimum lot size for the current instrument (example: 1 for DAX)
riskpercent = 2 //risk percent per trade
atr = averagetruerange(21)
hh = highest[21](high)
ll = lowest[21](low)

// Long
p1=13
p2=26
//p3=63
p4=26
tenkan=(highest[p1](high)+lowest[p1](low))/2
kijun=(highest[p2](high)+lowest[p2](low))/2

SpanA=(tenkan[p4]+kijun[p4])/2
//SpanB=(highest[p3](high[p4])+lowest[p3](low[p4]))/2

//c3=close[0] crosses over spana and close[0] crosses over spanb
//c4=close[0] crosses over kijun and close[0]>open[0]
x=close > kijun
x1=close crosses over spana
x2= kijun > kijun[1]

///short
p1=13
p2=26
//p3=63
p4=26
tenkan=(highest[p1](high)+lowest[p1](low))/2
kijun=(highest[p2](high)+lowest[p2](low))/2

SpanA=(tenkan[p4]+kijun[p4])/2
//SpanB=(highest[p3](high[p4])+lowest[p3](low[p4]))/2

//c5=close[0] crosses under spana and close[0] crosses under spanb
//c6=close[0]crosses under kijun and close[0]<open[0]
y=close < kijun
y1=close[0] crosses under Spana
y2= kijun < kijun[1]
finalcondition1 = x and x1 and x2
finalcondition2 = y and y1 and y2

////
if intradaybarindex=0 then
alreadytraded = 0
case = 0
levelhi = 0
levello = 0
endif

if onmarket or (onmarket[1] and not onmarket) or (currentprofit<>strategyprofit) then
alreadytraded = 1
endif

//case 1 : If price is above the Ichy then only trade long BUT only above the highest high of the past 21 weeks

if finalcondition1 then
case = 1
levelhi = hh[1]
//levelhi = CALL"#floor and ceil"[high,0.10,1]
//levello = CALL"#floor and ceil"[low,0.10,-1]
endif

//case 2 : If price is above the Ichy then only trade short BUT only below the lowest low  of the past 21 weeks
if finalcondition2 then
case = 2
levello = ll[1]
endif

///
if alreadytraded = 0 then
//money management
StopLoss = 1*ATR
endif

Risk = riskpercent/100
//calculate contracts
equity = balance + StrategyProfit
maxrisk = round(equity*Risk)
size = max(minlot,abs(round((maxrisk/StopLoss)/PointValue)*pipsize))
//in all cases put pending orders on market
while case <> 0  do
if levelhi>0 then
buy size contract at levelhi stop
endif
if levello>0 then
sellshort size contract at levello stop
endif
wend

//set target and profit
if onmarket  then
set target profit 3*ATR
set stop loss StopLoss
endif


currentprofit = strategyprofit

//debugging
//graph case as "case"