Division by zero Stopping Trading System

• 07/18/2020 at 12:37 PM #139550
  Bard

  Hi, this system code below is causing a “Division by Zero” system stop out issue twice since being launched last week.

  Is anyone able to find the line of code that is causing the problem? It tested fine and well on back test (Wall Street DFB).

  Cheers, much appreciated for any help.

  Renko Machine Learner

  //------------------------------------------------------------------------- //Main code : Bard Renko ML3 pLoss (CLR)(i) //Cycle Limit + Resetperiod //First Fully Working ML3 System //Long Boxsize = ValueX //Short Boxsize = ValueY //Point Loss = ValueZ //Heuristic = 3. Check //ElsIf HeuristicsAlgo3 = 1 Then -- Check //Corrected to Mode3 in ML3 -- Check //https://www.prorealcode.com/topic/machine-learning-in-proorder/page/3/#post-121130 //------------------------------------------------------------------------- //https://www.prorealcode.com/topic/why-is-backtesting-so-unreliable/#post-110889 //definition of code parameters defparam cumulateorders = false // cumulating positions deactivated defparam preloadbars = 1000 //Money Management //Capital = 10000 + strategyprofit //Current profit made by the closed trades of the running strategy. N = 1//10*Capital/Close //30*Capital/Close //30 //Settings 1 & 2 ///////////////////////////////////////////////////////////// startingvalue = 50 //50 20 40 5, 100, 10 //boxsize maxvalue = 250 //250 50 20, 300, 150 //maximum allowed value increment = 20 //10, 5, 20, minvalue = 20 //15, minimum allowed value maxincrement = 10 //20, 5, 10 limit of no of increments either up or down reps = 2 //1 number of trades to use for analysis //2 ResetPeriod = 0.5 //0.5 = same as if no Reset system. Specify no of months to reset optimisation ///////////////////////////////////////////////////////////// startingvalue2 = 50 //50 20 40 5, 100, 10 //boxsize maxvalue2 = 250 //250 20, 300, 150 //maximum allowed value increment2 = 20 //20, 5 10 minvalue2 = 20 //20 15, minimum allowed value maxincrement2 = 10 //5, 10 limit of no of increments either up or down reps2 = 2 //2, 1 number of trades to use for analysis //2 ResetPeriod2 = 0.5 //0.5 Specify no of months to reset optimisation ///////////////////////////////////////////////////////////// startingvalue3 = 50 //50, 5, 100, 10 // pLoss maxvalue3 = 100 //100 20, 300, 150 //maximum allowed value increment3 = 5 //5, 20, 10 minvalue3 = 5 //5, minimum allowed value maxincrement3 = 8 //8, 5, 10 limit of no of increments either up or down reps3 = 2 //2, 1 number of trades to use for analysis //2 ResetPeriod3 = 0.5 //0.5 Specify no of months to reset optimisation ///////////////////////////////////////////////////////////// HeuristicsCycleLimit = 3 once HeuristicsCycle = 0 once HeuristicsAlgo1 = 1 once HeuristicsAlgo2 = 0 once HeuristicsAlgo3 = 0 If HeuristicsCycle >= HeuristicsCycleLimit Then If HeuristicsAlgo1 = 1 Then HeuristicsAlgo1 = 0 HeuristicsAlgo2 = 1 HeuristicsAlgo3 = 0 ElsIf HeuristicsAlgo2 = 1 Then HeuristicsAlgo1 = 0 HeuristicsAlgo2 = 0 HeuristicsAlgo3 = 1 ElsIf HeuristicsAlgo3 = 1 Then HeuristicsAlgo1 = 1 HeuristicsAlgo2 = 0 HeuristicsAlgo3 = 0 EndIf HeuristicsCycle = 0 EndIf If HeuristicsAlgo1 = 1 Then //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once valuex = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*Close)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*Close)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end elsif heuristicsalgo2 = 1 then // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif once monthinit2 = month once yearinit2 = year If (year = yearinit2 and month = (monthinit2 + ResetPeriod2)) or (year = (yearinit2 + 1) and ((12 - monthinit2) + month = ResetPeriod2)) Then ValueY = StartingValue2 WinCountB2 = 0 StratAvgB2 = 0 BestA2 = 0 BestB2 = 0 monthinit2 = month yearinit2 = year EndIf once valuey = startingvalue2 once pincpos2 = 1 //positive increment2 position once nincpos2 = 1 //negative increment2 position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments //once wincountb2 = 3 //initialize best win count //graph wincountb2 coloured (0,0,0) as "wincountb2" //once stratavgb2 = 4353 //initialize best avg strategy profit //graph stratavgb2 coloured (0,0,0) as "stratavgb2" if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*Close)*-1 as "posperf1-2" //graph (positionperf(2)*countofposition[2]*Close)*-1 as "posperf2-2" //graph stratavga2*-1 as "stratavga2" //once besta2 = 300 //graph besta2 coloured (0,0,0) as "besta2" if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif //once bestb2 = 300 //graph bestb2 coloured (0,0,0) as "bestb2" if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif // heuristics algorithm 2 end //endif elsif heuristicsalgo3 = 1 then // Heuristics Algorithm 3 Start //If HeuristicsAlgo3 = 1 Then If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then optimise3 = optimise3 + 1 EndIf once monthinit3 = month once yearinit3 = year If (year = yearinit3 and month = (monthinit3 + ResetPeriod3)) or (year = (yearinit3 + 1) and ((12 - monthinit3) + month = ResetPeriod3)) Then ValueZ = StartingValue3 WinCountB3 = 0 StratAvgB3 = 0 BestA3 = 0 BestB3 = 0 monthinit3 = month yearinit3 = year EndIf once ValueZ = StartingValue3 // N = £/Tick once PIncPos3 = 1 //Positive increment2 Position once NIncPos3 = 1 //Negative increment2 Position once optimise3 = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode3 = 1 //Switches between negative and positive increments //once WinCountB3 = 3 //Initialize Best Win Count //GRAPH WinCountB3 coloured (0,0,0) AS "WinCountB2" //once StratAvgB3 = 4353 //Initialize Best Avg St3ategy Profit //GRAPH StratAvgB3 coloured (0,0,0) AS "StratAvgB3" If optimise3 = Reps3 Then WinCountA3 = 0 //Initialize current Win Count StratAvgA3 = 0 //Initialize current Avg Strategy Profit HeuristicsCycle = HeuristicsCycle + 1 For i3 = 1 to Reps3 Do If positionperf(i3) > 0 Then WinCountA3 = WinCountA3 + 1 //Increment Current WinCount EndIf StratAvgA3 = StratAvgA3 + (((PositionPerf(i3)*countofposition[i3]*Close)*-1)*-1) Next StratAvgA3 = StratAvgA3/Reps3 //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*Close)*-1 as "PosPerf1-2" //Graph (PositionPerf(2)*countofposition[2]*Close)*-1 as "PosPerf2-2"///////////// 3? //Graph StratAvgA3*-1 as "StratAvgA3" //once BestA3 = 300 //GRAPH BestA3 coloured (0,0,0) AS "BestA3" If StratAvgA3 >= StratAvgB3 Then StratAvgB3 = StratAvgA3 //Update Best Strategy Profit BestA3 = ValueZ EndIf //once BestB3 = 300 //GRAPH BestB3 coloured (0,0,0) AS "BestB3" If WinCountA3 >= WinCountB3 Then WinCountB3 = WinCountA3 //Update Best Win Count BestB3 = ValueZ EndIf If WinCountA3 > WinCountB3 and StratAvgA3 > StratAvgB3 Then Mode3 = 0 //Strategy is performing well with current variable, do not optimise ElsIf WinCountA3 < WinCountB3 and StratAvgA3 < StratAvgB3 and Mode3 = 2 Then ValueZ = ValueZ + (Increment3*PIncPos3) PIncPos3 = PIncPos3 + 1 Mode3 = 1 //For strategy performing worse Next cycle optimise with positive increments ElsIf WinCountA3 < WinCountB3 and StratAvgA3 < StratAvgB3 and Mode3 = 1 Then ValueZ = ValueZ - (Increment3*NIncPos3) NIncPos3 = NIncPos3 + 1 Mode3 = 2 //For strategy performing worse Next cycle optimise with negative increments ElsIf WinCountA3 >= WinCountB3 or StratAvgA3 >= StratAvgB3 and Mode3 = 1 Then ValueZ = ValueZ + (Increment3*PIncPos3) PIncPos3 = PIncPos3 + 1 Mode3 = 1 //For strategy performing better Next cycle again optimise with positive increments ElsIf WinCountA3 >= WinCountB3 or StratAvgA3 >= StratAvgB3 and Mode3 = 2 Then ValueZ = ValueZ - (Increment3*NIncPos3) NIncPos3 = NIncPos3 + 1 Mode3 = 2 //For strategy performing better Next cycle again optimise with negative increments EndIf If NIncPos3 > MaxIncrement3 or PIncPos > MaxIncrement3 Then If BestA3 = BestB3 Then ValueZ = BestA3 Else If reps3 >= 10 Then WeightedScore3 = 10 Else WeightedScore3 = round((reps3/100)*100) EndIf ValueZ = round(((BestA3*(20-WeightedScore3)) + (BestB3*WeightedScore3))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos3 = 1 PIncPos3 = 1 ElsIf ValueZ > MaxValue3 Then ValueZ = MaxValue3 ElsIf ValueZ < MinValue3 Then ValueZ = MinValue3 EndIF optimise3 = 0 EndIf // Heuristics Algorithm 3 End Endif // BoxSizeL = ValueX BoxSizeS = ValueY // renkomaxl = round(close / boxsizel) * boxsizel renkominl = renkomaxl - boxsizel renkomaxs = round(close / boxsizes) * boxsizes renkomins = renkomaxs - boxsizes // if high > renkomaxl + boxsizel then renkomaxl = renkomaxl + boxsizel renkominl = renkominl + boxsizel endif if low < renkomins - boxsizes then renkomaxs = renkomaxs - boxsizesoptimisation renkomins = renkomins - boxsizes endif // Conditions to enter long positions Buy N CONTRACT at renkoMaxL + boxSizeL stop // Conditions to enter short positions Sellshort N CONTRACT at renkoMinS - boxSizeS stop //if percentage then //set stop %loss 0.5 //set target %profit 2 //else SET STOP pLOSS ValueZ SET TARGET PPROFIT 500 //endif // //graphonprice renkomaxl + boxsizel coloured(0,200,0) as "renkomax" //graphonprice renkomins - boxsizes coloured(200,0,0) as "renkomin" graph ValueX coloured(0,255,0) graph ValueY coloured(255,0,0) graph ValueZ coloured(0,0,255)

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  //------------------------------------------------------------------------- //Main code : Bard Renko ML3 pLoss (CLR)(i) //Cycle Limit + Resetperiod   //First Fully Working ML3 System   //Long Boxsize  = ValueX   //Short Boxsize = ValueY //Point Loss    = ValueZ   //Heuristic = 3. Check //ElsIf HeuristicsAlgo3 = 1 Then -- Check //Corrected to Mode3 in ML3 -- Check   //https://www.prorealcode.com/topic/machine-learning-in-proorder/page/3/#post-121130 //------------------------------------------------------------------------- //https://www.prorealcode.com/topic/why-is-backtesting-so-unreliable/#post-110889 //definition of code parameters   defparam cumulateorders = false // cumulating positions deactivated defparam preloadbars    = 1000   //Money Management //Capital = 10000 + strategyprofit //Current profit made by the closed trades of the running strategy. N = 1//10*Capital/Close //30*Capital/Close //30   //Settings 1 & 2   /////////////////////////////////////////////////////////////   startingvalue   = 50  //50 20 40 5, 100, 10 //boxsize maxvalue        = 250  //250 50 20, 300, 150 //maximum allowed value increment       = 20  //10, 5, 20, minvalue        = 20  //15, minimum allowed value maxincrement    = 10  //20, 5, 10 limit of no of increments either up or down reps            = 2   //1 number of trades to use for analysis //2 ResetPeriod     = 0.5  //0.5 = same as if no Reset system. Specify no of months to reset optimisation   /////////////////////////////////////////////////////////////   startingvalue2  = 50  //50 20 40 5, 100, 10 //boxsize maxvalue2       = 250 //250 20, 300, 150 //maximum allowed value increment2      = 20  //20, 5 10 minvalue2       = 20  //20 15, minimum allowed value maxincrement2   = 10  //5, 10 limit of no of increments either up or down reps2           = 2   //2, 1 number of trades to use for analysis //2 ResetPeriod2    = 0.5 //0.5 Specify no of months to reset optimisation   /////////////////////////////////////////////////////////////   startingvalue3  = 50   //50, 5, 100, 10 // pLoss maxvalue3       = 100  //100 20, 300, 150 //maximum allowed value increment3      = 5   //5, 20, 10 minvalue3       = 5   //5, minimum allowed value maxincrement3   = 8   //8, 5, 10 limit of no of increments either up or down reps3           = 2    //2, 1 number of trades to use for analysis //2 ResetPeriod3    = 0.5  //0.5 Specify no of months to reset optimisation   /////////////////////////////////////////////////////////////   HeuristicsCycleLimit = 3 once HeuristicsCycle = 0 once HeuristicsAlgo1 = 1 once HeuristicsAlgo2 = 0 once HeuristicsAlgo3 = 0 If HeuristicsCycle >= HeuristicsCycleLimit Then If HeuristicsAlgo1 = 1 Then HeuristicsAlgo1 = 0 HeuristicsAlgo2 = 1 HeuristicsAlgo3 = 0 ElsIf HeuristicsAlgo2 = 1 Then HeuristicsAlgo1 = 0 HeuristicsAlgo2 = 0 HeuristicsAlgo3 = 1 ElsIf HeuristicsAlgo3 = 1 Then HeuristicsAlgo1 = 1 HeuristicsAlgo2 = 0 HeuristicsAlgo3 = 0 EndIf HeuristicsCycle = 0 EndIf If HeuristicsAlgo1 = 1 Then   //heuristics algorithm 1 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise = optimise + 1 endif   once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf   once valuex  = startingvalue once pincpos = 1 //positive increment position once nincpos = 1 //negative increment position once optimise = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode1 = 1 //switches between negative and positive increments //once wincountb = 3 //initialize best win count //graph wincountb coloured (0,0,0) as "wincountb" //once stratavgb = 4353 //initialize best avg strategy profit //graph stratavgb coloured (0,0,0) as "stratavgb" if optimise = reps then wincounta = 0 //initialize current win count stratavga = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i = 1 to reps do if positionperf(i) > 0 then wincounta = wincounta + 1 //increment current wincount endif stratavga = stratavga + (((positionperf(i)*countofposition[i]*close)*-1)*-1) next stratavga = stratavga/reps //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*Close)*-1 as "posperf1" //graph (positionperf(2)*countofposition[2]*Close)*-1 as "posperf2" //graph stratavga*-1 as "stratavga" //once besta = 300 //graph besta coloured (0,0,0) as "besta" if stratavga >= stratavgb then stratavgb = stratavga //update best strategy profit besta = valuex endif //once bestb = 300 //graph bestb coloured (0,0,0) as "bestb" if wincounta >= wincountb then wincountb = wincounta //update best win count bestb = valuex endif if wincounta > wincountb and stratavga > stratavgb then mode1 = 0 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 1 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 1 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta < wincountb and stratavga < stratavgb and mode1 = 2 then valuex = valuex + (increment*pincpos) pincpos = pincpos + 1 mode1 = 1 elsif wincounta >= wincountb or stratavga >= stratavgb and mode1 = 2 then valuex = valuex - (increment*nincpos) nincpos = nincpos + 1 mode1 = 2 endif if nincpos > maxincrement or pincpos > maxincrement then if besta = bestb then valuex = besta else if reps >= 10 then weightedscore = 10 else weightedscore = round((reps/100)*100) endif valuex = round(((besta*(20-weightedscore)) + (bestb*weightedscore))/20) //lower reps = less weight assigned to win% endif nincpos = 1 pincpos = 1 elsif valuex > maxvalue then valuex = maxvalue elsif valuex < minvalue then valuex = minvalue endif optimise = 0 endif // heuristics algorithm 1 end   elsif heuristicsalgo2 = 1 then   // heuristics algorithm 2 start if (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) then optimise2 = optimise2 + 1 endif   once monthinit2 = month once yearinit2 = year If (year = yearinit2 and month = (monthinit2 + ResetPeriod2)) or (year = (yearinit2 + 1) and ((12 - monthinit2) + month = ResetPeriod2)) Then ValueY = StartingValue2 WinCountB2 = 0 StratAvgB2 = 0 BestA2 = 0 BestB2 = 0 monthinit2 = month yearinit2 = year EndIf once valuey = startingvalue2 once pincpos2 = 1 //positive increment2 position once nincpos2 = 1 //negative increment2 position once optimise2 = 0 //initialize heuristicks engine counter (must be incremented at position start or exit) once mode2 = 1 //switches between negative and positive increments //once wincountb2 = 3 //initialize best win count //graph wincountb2 coloured (0,0,0) as "wincountb2" //once stratavgb2 = 4353 //initialize best avg strategy profit //graph stratavgb2 coloured (0,0,0) as "stratavgb2" if optimise2 = reps2 then wincounta2 = 0 //initialize current win count stratavga2 = 0 //initialize current avg strategy profit heuristicscycle = heuristicscycle + 1 for i2 = 1 to reps2 do if positionperf(i2) > 0 then wincounta2 = wincounta2 + 1 //increment current wincount endif stratavga2 = stratavga2 + (((positionperf(i2)*countofposition[i2]*close)*-1)*-1) next stratavga2 = stratavga2/reps2 //calculate current avg strategy profit //graph (positionperf(1)*countofposition[1]*Close)*-1 as "posperf1-2" //graph (positionperf(2)*countofposition[2]*Close)*-1 as "posperf2-2" //graph stratavga2*-1 as "stratavga2" //once besta2 = 300 //graph besta2 coloured (0,0,0) as "besta2" if stratavga2 >= stratavgb2 then stratavgb2 = stratavga2 //update best strategy profit besta2 = valuey endif //once bestb2 = 300 //graph bestb2 coloured (0,0,0) as "bestb2" if wincounta2 >= wincountb2 then wincountb2 = wincounta2 //update best win count bestb2 = valuey endif if wincounta2 > wincountb2 and stratavga2 > stratavgb2 then mode2 = 0 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 1 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 1 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 < wincountb2 and stratavga2 < stratavgb2 and mode2 = 2 then valuey = valuey + (increment2*pincpos2) pincpos2 = pincpos2 + 1 mode2 = 1 elsif wincounta2 >= wincountb2 or stratavga2 >= stratavgb2 and mode2 = 2 then valuey = valuey - (increment2*nincpos2) nincpos2 = nincpos2 + 1 mode2 = 2 endif if nincpos2 > maxincrement2 or pincpos2 > maxincrement2 then if besta2 = bestb2 then valuey = besta2 else if reps2 >= 10 then weightedscore2 = 10 else weightedscore2 = round((reps2/100)*100) endif valuey = round(((besta2*(20-weightedscore2)) + (bestb2*weightedscore2))/20) //lower reps = less weight assigned to win% endif nincpos2 = 1 pincpos2 = 1 elsif valuey > maxvalue2 then valuey = maxvalue2 elsif valuey < minvalue2 then valuey = minvalue2 endif optimise2 = 0 endif   // heuristics algorithm 2 end //endif   elsif heuristicsalgo3 = 1 then   // Heuristics Algorithm 3 Start   //If HeuristicsAlgo3 = 1 Then If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then optimise3 = optimise3 + 1 EndIf   once monthinit3 = month once yearinit3 = year If (year = yearinit3 and month = (monthinit3 + ResetPeriod3)) or (year = (yearinit3 + 1) and ((12 - monthinit3) + month = ResetPeriod3)) Then ValueZ = StartingValue3 WinCountB3 = 0 StratAvgB3 = 0 BestA3 = 0 BestB3 = 0 monthinit3 = month yearinit3 = year EndIf   once ValueZ = StartingValue3 // N = £/Tick once PIncPos3 = 1 //Positive increment2 Position once NIncPos3 = 1 //Negative increment2 Position once optimise3 = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode3 = 1 //Switches between negative and positive increments //once WinCountB3 = 3 //Initialize Best Win Count //GRAPH WinCountB3 coloured (0,0,0) AS "WinCountB2" //once StratAvgB3 = 4353 //Initialize Best Avg St3ategy Profit //GRAPH StratAvgB3 coloured (0,0,0) AS "StratAvgB3" If optimise3 = Reps3 Then WinCountA3 = 0 //Initialize current Win Count StratAvgA3 = 0 //Initialize current Avg Strategy Profit HeuristicsCycle = HeuristicsCycle + 1 For i3 = 1 to Reps3 Do If positionperf(i3) > 0 Then WinCountA3 = WinCountA3 + 1 //Increment Current WinCount EndIf StratAvgA3 = StratAvgA3 + (((PositionPerf(i3)*countofposition[i3]*Close)*-1)*-1) Next StratAvgA3 = StratAvgA3/Reps3 //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*Close)*-1 as "PosPerf1-2" //Graph (PositionPerf(2)*countofposition[2]*Close)*-1 as "PosPerf2-2"///////////// 3? //Graph StratAvgA3*-1 as "StratAvgA3" //once BestA3 = 300 //GRAPH BestA3 coloured (0,0,0) AS "BestA3"   If StratAvgA3 >= StratAvgB3 Then StratAvgB3 = StratAvgA3 //Update Best Strategy Profit BestA3 = ValueZ EndIf //once BestB3 = 300 //GRAPH BestB3 coloured (0,0,0) AS "BestB3"   If WinCountA3 >= WinCountB3 Then WinCountB3 = WinCountA3 //Update Best Win Count BestB3 = ValueZ EndIf If WinCountA3 > WinCountB3 and StratAvgA3 > StratAvgB3 Then Mode3 = 0 //Strategy is performing well with current variable, do not optimise   ElsIf WinCountA3 < WinCountB3 and StratAvgA3 < StratAvgB3 and Mode3 = 2 Then ValueZ = ValueZ + (Increment3*PIncPos3) PIncPos3 = PIncPos3 + 1 Mode3 = 1  //For strategy performing worse Next cycle optimise with positive increments   ElsIf WinCountA3 < WinCountB3 and StratAvgA3 < StratAvgB3 and Mode3 = 1 Then ValueZ = ValueZ - (Increment3*NIncPos3) NIncPos3 = NIncPos3 + 1 Mode3 = 2 //For strategy performing worse Next cycle optimise with negative increments   ElsIf WinCountA3 >= WinCountB3 or StratAvgA3 >= StratAvgB3 and Mode3 = 1 Then ValueZ = ValueZ + (Increment3*PIncPos3) PIncPos3 = PIncPos3 + 1 Mode3 = 1 //For strategy performing better Next cycle again optimise with positive increments   ElsIf WinCountA3 >= WinCountB3 or StratAvgA3 >= StratAvgB3 and Mode3 = 2 Then ValueZ = ValueZ - (Increment3*NIncPos3) NIncPos3 = NIncPos3 + 1 Mode3 = 2 //For strategy performing better Next cycle again optimise with negative increments EndIf If NIncPos3 > MaxIncrement3 or PIncPos > MaxIncrement3 Then If BestA3 = BestB3 Then ValueZ = BestA3 Else If reps3 >= 10 Then WeightedScore3 = 10 Else WeightedScore3 = round((reps3/100)*100) EndIf   ValueZ = round(((BestA3*(20-WeightedScore3)) + (BestB3*WeightedScore3))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos3 = 1 PIncPos3 = 1 ElsIf ValueZ > MaxValue3 Then ValueZ = MaxValue3 ElsIf ValueZ < MinValue3 Then ValueZ = MinValue3 EndIF optimise3 = 0 EndIf   // Heuristics Algorithm 3 End   Endif   // BoxSizeL = ValueX BoxSizeS = ValueY   // renkomaxl = round(close / boxsizel) * boxsizel renkominl = renkomaxl - boxsizel   renkomaxs = round(close / boxsizes) * boxsizes renkomins = renkomaxs - boxsizes   // if high > renkomaxl + boxsizel then renkomaxl = renkomaxl + boxsizel renkominl = renkominl + boxsizel endif if low < renkomins - boxsizes then renkomaxs = renkomaxs - boxsizesoptimisation renkomins = renkomins - boxsizes endif     // Conditions to enter long positions Buy N CONTRACT at renkoMaxL + boxSizeL stop   // Conditions to enter short positions Sellshort N CONTRACT at renkoMinS - boxSizeS stop     //if percentage then //set stop %loss 0.5 //set target %profit 2 //else   SET STOP pLOSS ValueZ SET TARGET PPROFIT 500 //endif   // //graphonprice renkomaxl + boxsizel coloured(0,200,0) as "renkomax" //graphonprice renkomins - boxsizes coloured(200,0,0) as "renkomin"   graph ValueX coloured(0,255,0) graph ValueY coloured(255,0,0) graph ValueZ coloured(0,0,255)

   

  

  Bard

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  07/18/2020 at 1:04 PM #139552
  GraHal

  What TF are you running?

  The error messages (divide by zero etc) may not always be accurate.

  If you are running on 1 sec TF then maybe the code above occasionally does not fully execute in 1 second and so the divide by zero error code is thrown up?

  Unless I can quickly spot the cause (for divide by zero etc) I generally start the System back up again and think … “life is too short … I’m not going to get frustrated looking for a problem that may not even exist in the code !!??” 🙂

  PS

  Good to see you back … I thought you may have moved on to pastures new! 🙂

  

  GraHal

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  07/18/2020 at 2:22 PM #139560
  Bard

  Hey GraHal, cheers, likewise and thanks for the help, right, it’s a daily TF and it was stopped out within 24 hours of putting it back up after the first stopped out the day before.

  You know when Juanj said (regarding his ML post topic), words to the effect that this was just “the tip of the iceberg,” well, because I had to take time off from sitting at the desk and 50″ trading screen because of an old back injury flare up (compressed nerve), I went and listened to a lot of Kraftwerk, Stranglers and The Undertones and read everything I could on ML. Please read this phd thesis paper, it will blow your mind:

  https://www.researchgate.net/publication/328838338_Automated_Stock_Market_Trading_Using_Machine_Learning

  The pdf download link is in blue, top right.

  I’m learning to use RapidMiner presently but Gabri (Gabriele) is saying that Python is pretty good too. The hardest and critical part of ML is data preparation. I’m using Excel, and have already programmed all the indicators used in the research paper but would like to add more complex indicators like ones by John Ehlers, so I posted an “Excel collaboration” idea in the forums: https://www.prorealcode.com/topic/collaboration-to-code-indicators-into-excel-file/

  I’m also thinking of maybe getting either a Trading View subscription or Interactive Brokers account because they both let you download O/H/L/C/V and indicator values to Excel which you’ll need. The idea is that the you’ll need to de-trend the noise out of the time series and use volatility data too. Luke Rose’s research paper only used generic indicators though but got incredible 30 and 200 day trend prediction results using Random Forests. Then again he was using the Nasdaq stocks which go up generally, I want to see how accurate it is for mean reverting currencies.

  Let me know what you think?

  

  Bard

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  07/27/2020 at 6:31 PM #140232
  Bard

  Anyone?

  Tried using if positionperf (i)<>0 for lines 124, 226 and 331 but it still got stopped out.

  

  Bard

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  07/27/2020 at 7:18 PM #140237
  robertogozzi

  Try GRAPHing

  • optimise
  • optimise2
  • optimise3
  • heuristicscycle

  I didn’t, but at first glance it looks like some of them could be the problem.

   

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  robertogozzi

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  07/28/2020 at 7:28 AM #140254
  Dow Jones

  I made a simple test that shows back test cannot alert your strategy has division zero issue, you can refer to here, https://www.prorealcode.com/topic/proorder-exception-line-number/#post-140253

  On the same post, I also shared my experience to pay attention to the timing when PRT notify you the division zero error, i.e. the date and time, and use it as your input for debugging. In your case, maybe you can graph all the division and pay attention which variable give you zero on the particular timing or nearby timing in case some delay in sending the notification, but at least it narrow down your debugging range.

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  Dow Jones

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  07/28/2020 at 10:05 AM #140281
  KarlBenjamin

  Hi I’m not exactly a pro coder and it may be something to do with the insert PRT code but every time you use “increment” or “maxincrement” it sees the “rem” and turns it into a remark.

  The earliest lines of this is lines 33 and 35.

  I’ve not used anything like that in my codes so not sure if that’s what happens in the real PRT.

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  KarlBenjamin

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  07/30/2020 at 9:28 PM #140521
  Bard

  Cheers @robertogozzi !
  I’ll take a look this weekend.

  

  Bard

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  07/31/2020 at 12:04 AM #140529
  Bard

  Thanks @DowJones for taking the time to help identify this division by zero issue and for the link. I’ll be paying more attention to the time when PRT send the system stopped email.

  

  Bard

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  08/15/2022 at 3:39 PM #199087
  Dollar

  The division by zero may occur on lines 412 or 415

  Passing the both lines as remarks as below, you will avoid the division by zero. But the results will be slightly different as you will be in position for longer periods.

  412 //renkomaxl <span class=”crayon-o”>=</span> <span class=”crayon-st”>round</span>(<span class=”crayon-st”>close</span> <span class=”crayon-o”>/</span> boxsizel) <span class=”crayon-o”>*</span> boxsizel

  415 //renkomaxs <span class=”crayon-o”>=</span> <span class=”crayon-st”>round</span>(<span class=”crayon-st”>close</span> <span class=”crayon-o”>/</span> boxsizes) <span class=”crayon-o”>*</span> boxsizes

  

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