Autotrading keeps failing: preloadbars not working?

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Viewing 15 posts - 1 through 15 (of 15 total)
  • 07/10/2023 at 9:28 AM #217487
    Rufus

    Hi,

    I get this error:

    The trading system was stopped because the historical data loaded was insufficient to calculate at least one indicator during the evaluation of the last candlestick. You can avoid this in the future by changing the number of preloaded bars with the instruction DEFPARAM (ex: DEFPARAM Preloadbars = 10000).

    However, I have added preload bars… doesn’t seem to change anything, even if I go to 100,000 bars preloaded (which it cannot need).  Any obvious pointers greatly received.

    Thanks

    Rufus

    07/10/2023 at 9:41 AM #217488
    GraHal

    Have a read of this Topic

    https://www.prorealcode.com/topic/long-time-to-run-system-code-causes-rejection/#post-216815

    1 user thanked author for this post.
    avatar Rufus
    07/10/2023 at 9:56 AM #217489
    Rufus

    Thanks.  I don’t think my code is particularly complicated (probably just inefficient!) and there are sub 200 lines of it.   Three different time frames could be why?  Seems like the only answer for now is to keep submitting?

    07/10/2023 at 10:50 AM #217491
    GraHal

    Does your code get Rejected at the end of the 1st bar when the code first executes?  Put another way … your code does not successfully execute and is always Rejected?

    If Yes to above then submit a Technical Report  via Help > Help Center > I’m having a Technical Problem.

    1 user thanked author for this post.
    avatar Rufus
    07/10/2023 at 11:50 AM #217492
    Rufus

    Spot on.  End of first bar.  I will submit a report. Thank you.

    07/11/2023 at 8:25 AM #217528
    Rufus

    Good morning GraHal,

    I’ve had no response via the submit contact form (couldn’t see the specific route you mentioned).. the problem still exists.  Have you had any resolution?

    07/11/2023 at 8:52 AM #217529
    GraHal

    It has to be a Technical Report submitted via  via Help > Help Center > I’m having a Technical Problem.

    See the top / main toolbar on the PRT Platform?  Far right Help (far left is File) … then follow above.

    I had an acknowledgement and Case Ref on 28 Jun, but no resolution from PRT yet.

    This is why it is good if you / more of us submit a Technical Report for the same symptoms as then PRT may finally realise there is a probem (not just me!) that needs sorting.

    1 user thanked author for this post.
    avatar Rufus
    07/11/2023 at 9:04 AM #217531
    Rufus

    Done, thanks for the guidance.  Now the secret sauce is no longer secret! 🙂

    1 user thanked author for this post.
    avatar GraHal
    07/11/2023 at 6:27 PM #217541
    helsin
    07/11/2023 at 8:18 PM #217544
    GraHal

    helsin did you submit a Technical Report  via Help > Help Center > I’m having a Technical Problem?

    The more of us who send in a Technical Report the more likely they are to do something about the problem.

     

    07/25/2024 at 11:09 AM #235759
    TimH

    Hi all,

    I’m have a similar problem. I reported it to technical support,but just wondering whether anyone has any updates?

    I have a system running on 3 minute TF and 30 minute TF. I have a preloadbars command which should be sufficient as far as I can tell. The error I get is below, and I always get this when first attempting to start the strategy.

    The trading system was stopped because the historical data loaded was insufficient to calculate at least one indicator during the evaluation of the last candlestick. You can avoid this in the future by changing the number of preloaded bars with the instruction DEFPARAM (ex: DEFPARAM Preloadbars = 10000).

    07/25/2024 at 2:06 PM #235784
    TimH

    UPDATE – after some further debugging, I found that this statement appears to be the cause of the error.

    It works ok if I remove the offset. So, the following code does work…

    Perhaps when the system first runs, and no trade has happened, the TRADEINDEX(1) is NULL and so can’t be used in a calculation, which kind of makes sense.

     

    1 user thanked author for this post.
    avatar GraHal
    07/25/2024 at 4:32 PM #235791
    TimH

    UPDATE II

    I got to the bottom of the actual problem (in my case). The code below has a bug which results in the error that says more bars are needed. The reason is that TRADEINDEX(1) returns zero when there are no trades. My offsetOfLastTrade therefore becomes the whole barindex value. When it gets used in the second line of code, currentATR[OffsetOfLastTrade] it throws an error.

    I’m guessing there are similar situations in people’s strategies that also cause this error to be thrown.

     

    07/25/2024 at 5:08 PM #235793
    robertogozzi

    Tradeindex, or Tradeindex(1), retains 0 only BEFORE the very first trade, later on it will always retain the BarIndex value of the last operation, so when Not OnMarket it will retain the BarIndex value when the last trade was closed.

     

    07/25/2024 at 6:42 PM #235795
    GraHal

    Try …

     

     

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