Division by zero parameter error on 3 different strategies

Johann · Fri, 03 Mar 2023 12:07:10 +0000

Hi PRC Coders, I have been trying to figure out what the problem in my code is regarding the trading strategies on a 5 minute timeframe and have tried different nuances to solve the error (division by zero parameter). I have both tried it on the demo as well as my live account but it keep on stopping with the same error message. It works fine on the back tests but not demo or live! Can someone perhaps show me the error of my ways in this regard? 1.) The first strategy is a MA cross with a RSI condition, being met not more than 5 bars after the crossover. 2.) The second strategy is also a MA cross over without the bar count but only the RSI condition (Trying to eliminate some code to try and figure out why I get the error). 3.) The third strategy is altogether different with various variables but with the same cross over principal (completely different cross over but same error message) // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 Ctime = time >= 10000 and time < 220000 // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) // Identify the cross over using the moving averages crossover = 0 if ma1 > ma2 and ma1[1] < ma2[1] Then crossover = barindex // moving average crossover occurred = store the barindex Endif // Use the cross over signal and RSI value to determine the entry price if Ctime and ma1 > ma2 and barindex-crossover <= 5 and crossover>0 Then //crossover occured less than 5 bars ago if nrsi < 30 Then Buy Possize contract at market crossover = 0 //reset and prevent next order with same crossover Endif Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250 // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Position Management Possize = 1 // Time management Ctime = time >= 10000 and time < 220000 // Define the lengths of the moving averages and RSI indicator maLength1 = 10 maLength2 = 80 rsiLength = 1 // Calculate the moving averages and RSI value ma1 = Average[maLength1](close) ma2 = Average[maLength2](close) nrsi = rsi[rsiLength](close) // Condition to buy if Ctime and ma1 > ma2 and nrsi < 30 Then Buy Possize contract at market Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250 If a < 30 Then // trendreversalup Weight = 1 Elsif a > 30 Then // trendreversaldown Weight = 0 Endif If b < 20 Then // trendreversalup Weight = 1 Elsif b > 20 Then // trendreversaldown Weight = 0 Endif If c > d Then // directionup Weight = 1 Elsif c < d Then // directiondown Weight = 0 Endif If e > f Then // directionup Weight = 1 Elsif e < f Then // directiondown Weight = 0 Endif If g < -80 Then // trendreversalup Weight = 1 Elsif g > -20 Then Weight = 0 // trendreversaldown Endif If i < -100 Then // trendreversalup Weight = 1 Elsif i > 100 Then Weight = 0 // trendreversaldown Endif If j = 1 Then // trendreversalup Weight = 1 Elsif j = -1 Then Weight = 0 // trendreversaldown Endif If k = 1 Then // trendreversalup Weight = 1 Elsif k = -1 Then // trendreversaldown Weight = 0 Endif If l[6] < l[5] and l[5] < l[4] and l[4] < l[3] and l[3] < l[2] and l[2] < l[1] and l[1] < l Then // directionup Weight = 1 Elsif l[6] > l[5] and l[5] > l[4] and l[4] > l[3] and l[3] > l[2] and l[2] > l[1] and l[1] > l Then // directiondown Weight = 0 Endif If m[6] < m[5] and m[5] < m[4] and l[4] < m[3] and m[3] < m[2] and m[2] < m[1] and m[1] < m Then // directionup Weight = 1 Elsif m[6] > m[5] and m[5] > m[4] and m[4] > m[3] and m[3] > m[2] and m[2] > m[1] and m[1] > m Then // directiondown Weight = 0 Endif TrendDirV2 = Summation[n](Weight) AvgTrendDirV2 = Average[AvgTrendLenght](TrendDirV2) nrsi = rsi[rsiLength](close) //graph TrendDirV2 if Ctime and TrendDirV2 crosses over AvgTrendDirV2 and nrsi < 30 Then Buy Possize contract at market Endif // Stops and targets SET STOP pLOSS 180 SET TARGET pPROFIT 250

This topic has 35 replies, 5 voices, and was last updated 1 year ago by Johann.

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03/06/2023 at 5:30 PM #211002

JS

Hi Johann,

I see that in your code (first and second strategy) you use an RSI with a period of 1.

An RSI with a period of 1 only “looks” at the last bar so the RSI will then be either 0 or 100, other values with a period of 1 are not possible…

It could be that the “division by zero” comes from here…

(xRS = xUp / xDown where xDown=0)

So, it makes no sense to check in your code whether nrsi < 30 because nrsi = 0 or nrsi=100

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Johann

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03/06/2023 at 5:42 PM #211004

robertogozzi

Well spotted JS, that’s why using if BarIndex > maLength2 then made it work.

Despite the RSI is calculated BEFORE that line, BUY is executed AFTER that line. So this means that ProBulder might have a check to prevent a division by zero error, while ProOrder may not.

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Johann

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03/06/2023 at 5:45 PM #211005

robertogozzi

Still what happened to Strategy #3 is a mystery.

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03/06/2023 at 6:16 PM #211007

PeterSt

PeterSt wrote:

Btw, one other thing I noticed was the RSI(1). This would not make sense (I think ?) and maybe something can choke on it. This too could be data depended (referring to your code not dying from of bar-1).

Maybe this helps.
🙁

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Johann

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03/06/2023 at 8:16 PM #211012

Johann

Thanks JS and Peter ST, yes I was also wondering about that but it seems as if it is not a problem. I just had a trade with the RSI value as 1 and the trade is fine so far I will have to see if remains ok I have had situations where the position was opened just to be stopped prematurely because of the error. If this happens again then the only thing left after eliminating all the other probabilities will indeed be the RSI. Thanks for the help.

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03/06/2023 at 8:18 PM #211013

Johann

Thanks Roberto, I have changed the code and had a trade and so far it seems ok. Will do some more testing …

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03/06/2023 at 8:21 PM #211014

Johann

I will keep on trying to figure out strategy # 3 by maybe simplifying it some how and start to eliminate some variables to see if I can figure out what is causing the error…

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03/07/2023 at 7:12 AM #211023

Johann

Strategy #2 with Roberto’s modification – if BarIndex > maLength2 then – also stopped. So it must be RSI[1] which causes all the commotion. Thanks PeterST and JS for pointing that out. I am running them now with RSI[2] and will see what happens. I am also running one strategy with RSI[1] to make double sure that there are no other variables but will let you know.

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03/07/2023 at 9:17 AM #211025

PeterSt

But your Strategy #3 does not contain the RSI(1), right ?
And that fails too (or ?).

For some longer now I am thinking of a possible error on the 5 minute TF. Or … or that you possibly don’t post the full code. But assumed you do, can you please export the last one which went wrong per means of its exported .itf file ?

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03/07/2023 at 1:17 PM #211038

Johann

Yes it is strange. It is the full code and I will attach the file.

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03/07/2023 at 2:17 PM #211041

Johann

I am a little bit in doubt with strategy # 3. I think after I have simplified it by making use of the actual indicators instead of CALL instructions it might actually be ok. I am testing it now to see if it stops?

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03/07/2023 at 5:40 PM #211053

PeterSt

I too can’t see anything wrong with it. Not even with lengths vs lenghts.

All what can get to zero is allowed to be zero (as far as I checked).

The possible solution could be to hand this to the PRT development team by means of making a Technical Report (Via Help – Help Center – and allow hem to look at the offending code – you will see a question about that once you choose for “Autotrading” in there). Notice, however, that this will end up with IG at first, and they won’t know what to do with it and the process will be long-winded (if it ever gets somewhere).
Maybe @Nicolas can be of service ?

Difficult …

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03/08/2023 at 9:31 AM #211075

Nicolas

What i’m sure of is RSI[1] is not working and will return an error in any case.

Be sure to check if you are not trying to calculate indicatos while values are missing (possibly during the night), enclose indicators calculation into time conditions. Also, when Volume is equal to 0, zero divide can happen (I have not checked your code to see if you are using volumes or not).

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Johann

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03/15/2023 at 8:04 PM #211614

Johann

Hi Nicolas, with everybody’s help I have sorted the 3 strategies they seem to be ok now. I am working on a 4th one which get stopped and I noticed you have referred to the problem when Volume = 0 and I think this is my problem with this strategy how can I change this code to bypass the stoppage? Thank you in advance.

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

Possize = 2

Ctime = time >= 10000 and time < 220000

// Define the lengths of the averages and RSI indicator

BuyAvgLenght = 16
SellAvgLenght = 6
rsiLength = 2
nrsi = rsi[rsiLength](close)

// Calculate Buy Averages

VolB=0

If (Close > Open) or (Open = Close and Close – Low >= High – Close) Then
VolB = VolB + Volume
Endif

TotBuyVol = VolB
TotBuyPrice = Close * TotBuyVol

NetTotBuyprice = summation[BuyAvgLenght](TotBuyPrice)
NetTotBuyVol = summation[BuyAvgLenght](VolB)

BuyAvg = NetTotBuyprice/NetTotBuyVol

// Calculate Sell Averages

VolS=0

If (Close < Open) or (Open = Close and Close – Low =< High – Close) Then
VolS = VolS + Volume
Endif

TotSellVol = VolS
TotSellPrice = Close * TotSellVol

NetTotSellprice = summation[SellAvgLenght](TotSellPrice)
NetTotSellVol = summation[SellAvgLenght](VolS)

SellAvg = NetTotSellprice/NetTotSellVol

// Conditions
if Ctime and (BuyAvg < SellAvg and BuyAvg[1] > SellAvg[1]) Then
if nrsi < 30 Then
Buy Possize contract at market
Endif
Endif

// Stops and targets
SET STOP pLOSS 170
SET TARGET pPROFIT 210

Johann
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03/16/2023 at 1:41 PM #211646

Johann

Hi Nicolas, I noticed that the volume is zero during a certain time in my time zone (gmt +2). Do you have code I can use in my strategy not to calculate during those times?

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Division by zero parameter error on 3 different strategies

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