Code fails to run – Insufficient Data!

• 09/15/2021 at 12:55 PM #177634
  smp

  Guys,

  In my code, I called up an indicator but every time it tries to run, it fails and gives the same error (Attached below).  I have DEFRAM Preloadbars set to 10000 as suggested in the error message; I also have loaded the code into a chart with units set to over 10000 units.  However, it will still not run

  It backtests no problem at all.

  Using Version 10.3

  Any ideas?

  

  smp

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  09/15/2021 at 3:21 PM #177644
  Nicolas

  What is the max period used by any indicator of your system? Custom or default one?

  

  Nicolas

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  09/15/2021 at 3:24 PM #177646
  smp

  I use the default 10000 units now.  When I first installed I used 200 units but changing from 200 to 10000 seems to have made no difference at all

  

  smp

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  09/15/2021 at 3:58 PM #177651
  Nicolas

  Sorry but you did not answered the question. In your code, are you using indicators suchs as EMA, RSI, etc? If yes, what is the maximum period used in the code?

  

  Nicolas

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  09/15/2021 at 4:06 PM #177652
  smp

  Sorry,

  I enclose the indicator called “KEY”

  Also, the code that calls it up

   

  Hope this helps

  

  smp

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  09/15/2021 at 4:46 PM #177660
  JS

  PreLoadBars

  The instruction “DefParam PreLoadBars” lets you configure the maximum amount of bars that are preloaded prior to the start of a trading system for the calculation of indicators used in the system prior to the system’s start (personal or predefined indicators). By default this parameter is equal to 1000. It cannot be less than 0 or higher than 5000. If you want to deactivate preloading data, set PreLoadBars = 0.

  The value selected is a maximum because the amount of bars that can be preloaded depends on the amount of data available for a given instrument and timeframe.

  If one of your indicators use more than 5000 bars then you get this error.

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  JS

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  09/16/2021 at 1:58 PM #177723
  Nicolas

  Well, after inspection of the provided  codes, I do not see any special reason why you get this error message. You should send an error report through the assistance tool of the platform.

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  smp

  

  Nicolas

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  09/16/2021 at 3:48 PM #177731
  smp

  Thanks, reported issue to PRT

  

  smp

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  09/17/2021 at 5:21 AM #177752
  GraHal

  smpaxton  please let us know the PRT response.

  So often Reject error messages do not appear logical and it is so frustrating for us all getting rejected in Live and yet Backtest shows no problems.

  I would like to see PRT doing something toward aligning Live running and backtest re reject errors … even if it is only a series of hints / possible suggestions that gets flagged up after a backtest has run.  Not stop / reject the backtest as that would mean more load of PRT servers, just flag up possible reasons and possible solutions to code that may /  is likely to be rejected in Live.

  I can feel another Suggestion for Improvement to PRT coming on! 🙂

  

  GraHal

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  09/17/2021 at 7:36 AM #177760
  smp

  GraHal,

  Yes, no problem.  I do know the IG PRT team and spoke about the issue yesterday and they assure me they will be looking at it as a priority as it’s not the first time this has happened.  It’s one of the many reasons I will not use V11 of PRT yet as v11 has too many bugs that just are not been resolved!

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  smp

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  09/23/2021 at 9:00 PM #178247
  smp

  Guys,

  here is the final response from IG PRT, see blow.  It does not make sense!  Unless anyone can explain this!

   

  We’ve been guided by Eduard at PRT that your code issue has been resolved with the below feedback:

  His code is working on a 4 hours UT but not on 1hour UT.
  The error message is :
  “The trading system was stopped due to a division by zero in one of its sub-functions during the evaluation of the last candlestick.”

  After analyzing we saw that last candlestick has the same high and the same low as you can see below :
  20210917:170000,20210917:180000,4419.08,4419.08,4419.08,4419.08,3

  + in his code you can see this line:

  high= highest[period](high)
  llow = lowest[period](low)

  temp = 0.66 * ((mean – llow) / (hhigh – llow) – 0.5) + 0.67 * Ld36

  Therefore you have a division by 0 (because here low = high):
  high = low =>  (mean – llow) / (hhigh – llow)
  If the clients wants to trade on this UT he has to use a protection in case of high = low.
  

  Below you’ll find an example of protection:

  if hhigh-llow<> 0 then
  temp = 0.66 * ((mean – llow) / (hhigh – llow) – 0.5) + 0.67 * Ld36
  endif

  

  smp

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  09/23/2021 at 9:04 PM #178248
  Franro

  JS

  preloadbars can be det over 5000? I have out it on 200000 on some of my robots?

  

  Franro

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  09/23/2021 at 9:32 PM #178255
  GraHal

  smpaxton wrote:

  It does not make sense!  Unless anyone can explain this!

  Looks to me that IG have got mixed up and sent you the solution to somebody else’s problem (divide by zero).

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  smp

  

  GraHal

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  09/23/2021 at 9:39 PM #178256
  GraHal

  Franro wrote:

  I have out it on 200000 on some of my robots?

  PreLoad bars cannot be more than 10,000 … no matter what we set it to.

  Default preload bars is 2000 and the max available is 10000.

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  smp

  

  GraHal

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  09/23/2021 at 9:39 PM #178257
  robertogozzi

  If the result of high-low is zero, then the division is impossible.

  They suggested a solution.
  I think a better solution would be:

  x = hhigh – llow if x = 0 then x = 1 endif temp = 0.66 * ((mean – llow) / x – 0.5) + 0.67 * Ld3

  1 2 3 4 5

  x = hhigh – llow if x = 0 then    x = 1 endif temp = 0.66 * ((mean – llow) / x – 0.5) + 0.67 * Ld3

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  smp

  

  robertogozzi

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