Erreur de Probacktest

• 11/01/2021 at 5:57 AM #180714
  Giltdd

  Bonjour,

  Je suis débutant sur PRT.

  J’ai créée l’indicateur suivant qui fonctionne comme je m’y attendais c’est à dire  : Renvoi 1 pour signal d’achat et -1 pour signal de vente

  Signal surachat et survente Stochastic

  // Description condition haussiere TIMEFRAME(1 hour) C1 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C2 = Close > Average[100](close) C3 = Close > Average[130](close) C4 = Close > Average[200](close) // Description condition baissiere C17 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C18 = Close < Average[100](close) C19 = Close < Average[130](close) C20 = Close < Average[200](close) TIMEFRAME(15 minutes) C5 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C6 = Close > Average[100](close) C7 = Close > Average[130](close) C8 = Close > Average[200](close) // Description condition baissiere C21 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C22 = Close < Average[100](close) C23 = Close < Average[130](close) C24 = Close < Average[200](close) TIMEFRAME(5 minutes) C9 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C10 = Close > Average[100](close) C11 = Close > Average[130](close) C12 = Close > Average[200](close) C13 = Average[100](close) > Average[200](close) C14 = Average[130](close) > Average[200](close) C33 = Average[100](close) > Average[130](close) // Description condition baissiere C25 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C26 = Close < Average[100](close) C27 = Close < Average[130](close) C28 = Close < Average[200](close) C29 = Average[100](close) < Average[200](close) C30 = Average[130](close) < Average[200](close) C35 = Average[100](close) < Average[130](close) //C31 = Stochastic[14,3](close[1]) > 80 //C32 = Stochastic[14,3](close[1]) CROSSES UNDER Stochasticd[14,3,5](close [1]) IF C1 AND C2 AND C3 AND C4 THEN IF C5 AND C6 AND C7 AND C8 THEN IF C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C33 THEN IF Stochasticd[11,3,5]<20 THEN IF Stochastic[11,3] CROSSES OVER Stochasticd[11,3,5] THEN R=1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF IF C17 AND C18 AND C19 AND C20 THEN IF C21 AND C22 AND C23 AND C24 THEN IF C25 AND C26 AND C27 AND C28 AND C29 AND C30 AND C35 THEN IF Stochasticd[11,3,5]>80 THEN IF Stochastic[11,3] CROSSES UNDER Stochasticd[11,3,5] THEN R=-1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF RETURN R

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  // Description condition haussiere TIMEFRAME(1 hour) C1 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C2 = Close > Average[100](close) C3 = Close > Average[130](close) C4 = Close > Average[200](close) // Description condition baissiere C17 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C18 = Close < Average[100](close) C19 = Close < Average[130](close) C20 = Close < Average[200](close)   TIMEFRAME(15 minutes) C5 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C6 = Close > Average[100](close) C7 = Close > Average[130](close) C8 = Close > Average[200](close) // Description condition baissiere C21 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C22 = Close < Average[100](close) C23 = Close < Average[130](close) C24 = Close < Average[200](close)   TIMEFRAME(5 minutes) C9 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C10 = Close > Average[100](close) C11 = Close > Average[130](close) C12 = Close > Average[200](close) C13 = Average[100](close) > Average[200](close) C14 = Average[130](close) > Average[200](close) C33 = Average[100](close) > Average[130](close) // Description condition baissiere C25 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C26 = Close < Average[100](close) C27 = Close < Average[130](close) C28 = Close < Average[200](close) C29 = Average[100](close) < Average[200](close) C30 = Average[130](close) < Average[200](close) C35 = Average[100](close) < Average[130](close) //C31 = Stochastic[14,3](close[1]) > 80 //C32 = Stochastic[14,3](close[1]) CROSSES UNDER Stochasticd[14,3,5](close [1])   IF C1 AND C2 AND C3 AND C4 THEN IF C5 AND C6 AND C7 AND C8 THEN IF C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C33 THEN IF Stochasticd[11,3,5]<20 THEN IF Stochastic[11,3] CROSSES OVER Stochasticd[11,3,5] THEN R=1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF   IF C17 AND C18 AND C19 AND C20 THEN IF C21 AND C22 AND C23 AND C24 THEN IF C25 AND C26 AND C27 AND C28 AND C29 AND C30 AND C35 THEN IF Stochasticd[11,3,5]>80 THEN IF Stochastic[11,3] CROSSES UNDER Stochasticd[11,3,5] THEN R=-1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF RETURN R

   

  J’ai voulu créer un Probacktest en m’appuyant sur cet indicateur mais cela ne fonctionne pas.

  L’outil me renvoie le message suivant :  “Le Backtest ne peut pas démarrer à cause d’une erreur d’analyse de code : ligne 2, colonne 0”.

  Je ne sais pas comment résoudre le problème.

  Pourriez-vous m’aider ?

  Cordialement

  

  Giltdd

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  11/01/2021 at 2:56 PM #180747
  JC_Bywan

  Bonjour, quel est le code du backtest précisément? Seul le code de l’indicateur est joint, donc on ne peut pas supposer que c’est “cette” ligne 2 ci-dessus qui est à regarder. A moins que l’indicateur ait été copié-collé tel quel dans une fenêtre de backtest, auquel cas il faut enlever la ligne return, ajouter les ordres d’achat, vente et/ou target et/ou stop avant de pouvoir considérer que la transformation de l’indicateur en backtest est exploitable sans erreur.

  

  JC_Bywan

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  11/01/2021 at 3:27 PM #180748
  Giltdd

  Bonjour,

  Merci pour votre retour

  Oui désolé… voici le code du Probacktest

  L’erreur apparait dès ce simple code associé à l’indicateur dont j’ai transmis le code.

  Code ProBacktest

  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé // Conditions pour ouvrir une position acheteuse indicator1 = CALL "#IND_Mala_Debutant HB"(close) c1 = (indicator1 = 1) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = False // Cumul des positions désactivé   // Conditions pour ouvrir une position acheteuse indicator1 = CALL "#IND_Mala_Debutant HB"(close) c1 = (indicator1 = 1)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF

  

  Giltdd

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  11/02/2021 at 5:08 PM #180797
  JC_Bywan

  Fonctionne sans call:

  DEFPARAM CumulateOrders = False TIMEFRAME (1 hour) C1 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C2 = Close > Average[100](close) C3 = Close > Average[130](close) C4 = Close > Average[200](close) // Description condition baissiere C17 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C18 = Close < Average[100](close) C19 = Close < Average[130](close) C20 = Close < Average[200](close) TIMEFRAME(15 minutes) C5 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C6 = Close > Average[100](close) C7 = Close > Average[130](close) C8 = Close > Average[200](close) // Description condition baissiere C21 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C22 = Close < Average[100](close) C23 = Close < Average[130](close) C24 = Close < Average[200](close) TIMEFRAME(5 minutes) C9 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C10 = Close > Average[100](close) C11 = Close > Average[130](close) C12 = Close > Average[200](close) C13 = Average[100](close) > Average[200](close) C14 = Average[130](close) > Average[200](close) C33 = Average[100](close) > Average[130](close) // Description condition baissiere C25 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C26 = Close < Average[100](close) C27 = Close < Average[130](close) C28 = Close < Average[200](close) C29 = Average[100](close) < Average[200](close) C30 = Average[130](close) < Average[200](close) C35 = Average[100](close) < Average[130](close) //C31 = Stochastic[14,3](close[1]) > 80 //C32 = Stochastic[14,3](close[1]) CROSSES UNDER Stochasticd[14,3,5](close [1]) IF C1 AND C2 AND C3 AND C4 THEN IF C5 AND C6 AND C7 AND C8 THEN IF C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C33 THEN IF Stochasticd[11,3,5]<20 THEN IF Stochastic[11,3] CROSSES OVER Stochasticd[11,3,5] THEN R=1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF IF C17 AND C18 AND C19 AND C20 THEN IF C21 AND C22 AND C23 AND C24 THEN IF C25 AND C26 AND C27 AND C28 AND C29 AND C30 AND C35 THEN IF Stochasticd[11,3,5]>80 THEN IF Stochastic[11,3] CROSSES UNDER Stochasticd[11,3,5] THEN R=-1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF if R=1 then BUY 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CumulateOrders = False   TIMEFRAME (1 hour) C1 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C2 = Close > Average[100](close) C3 = Close > Average[130](close) C4 = Close > Average[200](close) // Description condition baissiere C17 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C18 = Close < Average[100](close) C19 = Close < Average[130](close) C20 = Close < Average[200](close) TIMEFRAME(15 minutes) C5 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C6 = Close > Average[100](close) C7 = Close > Average[130](close) C8 = Close > Average[200](close) // Description condition baissiere C21 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C22 = Close < Average[100](close) C23 = Close < Average[130](close) C24 = Close < Average[200](close) TIMEFRAME(5 minutes) C9 = Close > (DHigh(1)+DLow(1)+DOpen(0))/3 C10 = Close > Average[100](close) C11 = Close > Average[130](close) C12 = Close > Average[200](close) C13 = Average[100](close) > Average[200](close) C14 = Average[130](close) > Average[200](close) C33 = Average[100](close) > Average[130](close) // Description condition baissiere C25 = Close < (DHigh(1)+DLow(1)+DOpen(0))/3 C26 = Close < Average[100](close) C27 = Close < Average[130](close) C28 = Close < Average[200](close) C29 = Average[100](close) < Average[200](close) C30 = Average[130](close) < Average[200](close) C35 = Average[100](close) < Average[130](close) //C31 = Stochastic[14,3](close[1]) > 80 //C32 = Stochastic[14,3](close[1]) CROSSES UNDER Stochasticd[14,3,5](close [1]) IF C1 AND C2 AND C3 AND C4 THEN IF C5 AND C6 AND C7 AND C8 THEN IF C9 AND C10 AND C11 AND C12 AND C13 AND C14 AND C33 THEN IF Stochasticd[11,3,5]<20 THEN IF Stochastic[11,3] CROSSES OVER Stochasticd[11,3,5] THEN R=1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF IF C17 AND C18 AND C19 AND C20 THEN IF C21 AND C22 AND C23 AND C24 THEN IF C25 AND C26 AND C27 AND C28 AND C29 AND C30 AND C35 THEN IF Stochasticd[11,3,5]>80 THEN IF Stochastic[11,3] CROSSES UNDER Stochasticd[11,3,5] THEN R=-1 ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ELSE R=0 ENDIF ENDIF if R=1 then BUY 1 CONTRACT AT MARKET ENDIF

   

  

  JC_Bywan

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  11/03/2021 at 1:35 PM #180867
  Giltdd

  Bonjour,

  Je vous remercie beaucoup.

  Effectivement ça marche.

  Du coup j’ai une questions svp

  – Est-ce que cela veut dire que je peux pas faire appel à un indicateur que j’ai créé pour l’utiliser dans un Probacktest (sauf à l’adapter comme vous me l’indiquez) ?

  

  Giltdd

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  11/03/2021 at 6:25 PM #180887
  Nicolas

  Non c’est bien possible d’utiliser un CALL, cependant le message d’erreur que tu obtiens ne nous permet pas de débloquer la situation, le mieux étant de lancer une demande de support technique via l’interface de la plateforme et en y référant ce sujet dans le corps du message, merci.

  

  Nicolas

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  02/24/2022 at 11:55 AM #188764
  Wim

  Je suis tombé dans ce piège plusieurs fois. Dans l’indicateur appelé par la commande CALL il y a du code MTF (MultiTimeFrame). ProBacktTest n’aime pas du code MTF dans une subroutine. Quand tu intègres le code MTF dans la stratégie même, comme montré par JC_Bywan, ProBackTest l’exécute sans faille. Dommage que le message d’erreur de PRoBackTest ne donne pas ce tuyeau.

  

  Wim

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  02/26/2022 at 9:44 PM #188927
  Khaled

  C’es typique d’un problème de CALL de Multiframe. Donc, coller directement le code de l’indicateur dans l’Algo.

  

  Khaled

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