Error indicator negative entry or zero parameter

• 03/10/2021 at 9:32 AM #163679
  Tanou

  Hello everyone! 😀

   

  I hope you are well!

   

  I launched live a code yesterday and today it has been stopped with the message ” indicator negative entry or zero parameter” and I can’t find why and where could be the error…

   

  Could someone give me a hint?

   

  Thanks! 😀

   

  PP4H V2 Tanou

  //------------------------------------------------------------------------- // Code principal : PP4H V1 //------------------------------------------------------------------------- // Définition des paramètres du code // Cumul des positions désactivé DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 100000000 //************************************************************************ //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 173000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 090500 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 125000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 5 OR OpenDayOfWeek = 0 //************************************************************************ // Calcul Points Pivots 4h Int = (OpenTime[1] < 010000 AND OpenTime > 010000) OR (OpenTime[1] < 050000 AND OpenTime > 050000) OR (OpenTime[1] < 090000 AND OpenTime > 090000) OR (OpenTime[1] < 130000 AND OpenTime > 130000) OR (OpenTime[1] < 170000 AND OpenTime > 170000) OR (OpenTime[1] < 210000 AND OpenTime > 210000) OR (Openday <> Openday[1] AND DayOfWeek < DayOfWeek[1]) IF (OpenTime Mod 40000 = 10000) OR Int THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 DebutOpen = Barindex ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF PP = (myLastHigh + myLastLow + myLastClose) / 3 hh = highest[85](high) ll = lowest[85](low) if (hh-ll)<20 then Rang = 0 else Rang = 1 Endif BarresDepuisOpen = Barindex - DebutOpen HighSinceOpen = highest[BarresDepuisOpen](high) LowSinceOpen = lowest[BarresDepuisOpen](low) DiffHighSinceOpen = HighSinceOpen - pp DiffLowSinceOpen = pp - LowSinceOpen If DiffHighSinceOpen>25 or DiffLowSinceOpen>25 then Rang2 = 1 else Rang2 = 0 Endif // Conditions pour ouvrir une position acheteuse c1 = (close[1] CROSSES UNDER pp) IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 60 ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close[1] CROSSES OVER pp) IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 50 ENDIF If time>=090500 and time<=125000 then If Premierpassage=0 and c1 or c2 then Premierpassage=1 endif Endif //************************************************************************ //trailing stop function trailingstartL = 21 //LONG trailing will start @trailinstart points profit trailingstartS = 21 //SHORT trailing will start @trailinstart points profit trailingstep = 11 //trailing step to move the "stoploss" breakeven = 0 //Activate or not the Brakeven breakevenlevel = 15 //Level of activation of the breakeven PointsToKeepBreakeven = 1 //reset the stoploss value IF NOT ONMARKET THEN newSL=0 BreakevenStop=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) If Breakeven and BreakevenStop=0 then IF close-tradeprice(1)>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) + PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) If Breakeven and BreakevenStop=0 then IF tradeprice(1)-close>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) - PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions with trailing stop IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //stop order to exit the positions with breakeven IF BreakevenStop>0 THEN SELL AT BreakevenStop STOP EXITSHORT AT BreakevenStop STOP ENDIF //************************************************************************

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154

  //------------------------------------------------------------------------- // Code principal : PP4H V1 //-------------------------------------------------------------------------   // Définition des paramètres du code // Cumul des positions désactivé DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 100000000 //************************************************************************   //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 173000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 090500 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 125000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 5 OR OpenDayOfWeek = 0   //************************************************************************ // Calcul Points Pivots 4h Int = (OpenTime[1] < 010000 AND OpenTime > 010000) OR (OpenTime[1] < 050000 AND OpenTime > 050000) OR (OpenTime[1] < 090000 AND OpenTime > 090000) OR (OpenTime[1] < 130000 AND OpenTime > 130000) OR (OpenTime[1] < 170000 AND OpenTime > 170000) OR (OpenTime[1] < 210000 AND OpenTime > 210000) OR (Openday <> Openday[1] AND DayOfWeek < DayOfWeek[1]) IF (OpenTime Mod 40000 = 10000) OR Int THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 DebutOpen = Barindex ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF     PP = (myLastHigh + myLastLow + myLastClose) / 3       hh = highest[85](high) ll = lowest[85](low)   if (hh-ll)<20 then Rang = 0 else Rang = 1 Endif     BarresDepuisOpen = Barindex - DebutOpen HighSinceOpen = highest[BarresDepuisOpen](high) LowSinceOpen = lowest[BarresDepuisOpen](low) DiffHighSinceOpen = HighSinceOpen - pp DiffLowSinceOpen = pp - LowSinceOpen   If DiffHighSinceOpen>25 or DiffLowSinceOpen>25 then Rang2 = 1 else Rang2 = 0 Endif   // Conditions pour ouvrir une position acheteuse c1 = (close[1] CROSSES UNDER pp)   IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang  and Rang2 THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 60 ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close[1] CROSSES OVER pp)   IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 50 ENDIF   If time>=090500 and time<=125000 then If Premierpassage=0 and c1 or c2 then Premierpassage=1 endif Endif   //************************************************************************ //trailing stop function trailingstartL = 21 //LONG  trailing will start @trailinstart points profit trailingstartS = 21 //SHORT trailing will start @trailinstart points profit trailingstep    = 11 //trailing step to move the "stoploss" breakeven = 0 //Activate or not the Brakeven breakevenlevel = 15 //Level of activation of the breakeven PointsToKeepBreakeven = 1 //reset the stoploss value IF NOT ONMARKET THEN newSL=0 BreakevenStop=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) If Breakeven and BreakevenStop=0 then IF close-tradeprice(1)>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) + PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) If Breakeven and BreakevenStop=0 then IF tradeprice(1)-close>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) - PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions with trailing stop IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   //stop order to exit the positions with breakeven IF BreakevenStop>0 THEN SELL AT BreakevenStop STOP EXITSHORT AT BreakevenStop STOP ENDIF //************************************************************************

   

  

  Tanou

  Participant

  Topics: 18

  Replies: 153

  Been thanked: 29 times
  03/10/2021 at 9:50 AM #163682
  robertogozzi

  Try replacing lines 57-58 with:

  HighSinceOpen = highest[max(1,BarresDepuisOpen)](high) LowSinceOpen = lowest[max(1,BarresDepuisOpen)](low)

  1 2	HighSinceOpen = highest[max(1,BarresDepuisOpen)](high) LowSinceOpen  = lowest[max(1,BarresDepuisOpen)](low)

  because the first time BarresDepuisOpen retains 0.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17275

  Been thanked: 4124 times
  03/10/2021 at 10:14 AM #163687
  Tanou

  Thanks @Robertogozzi ! I’ll try that!

   

  Do you think it could also come from elsewhere?

  

  Tanou

  Participant

  Topics: 18

  Replies: 153

  Been thanked: 29 times
  03/10/2021 at 10:42 AM #163691
  robertogozzi

  No, I think that can only be the cause.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17275

  Been thanked: 4124 times
  08/28/2023 at 10:45 AM #219936
  jmf125

  I have had virtually the same problem and although it works if you leave the code in the main algo, it still gives the error when you place the code in an indicator.

  Would you know why it behaves differently in an indicator vs main algo ?

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  08/30/2023 at 10:59 AM #220055
  robertogozzi

  I assume you are talking about the syntax error regarding the variable BREAKEVEN.

  As you can see it’s coloured in blue, this means it’s a reserved keyword (now, it wasn’t at the time the code was written). You only have to replace it with a name of your choice, whenever it occurs, usually adding (at the beginning or at the end of that name) any character of yoiur choice so that it’s no more recognized as a keyword.

  I replaced it with MYBREAKEVEN (all variables and keywords are case insensitive):

  //------------------------------------------------------------------------- // Code principal : PP4H V1 //------------------------------------------------------------------------- // Définition des paramètres du code // Cumul des positions désactivé DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 100000000 //************************************************************************ //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 173000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 090500 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 125000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 5 OR OpenDayOfWeek = 0 //************************************************************************ // Calcul Points Pivots 4h Int = (OpenTime[1] < 010000 AND OpenTime > 010000) OR (OpenTime[1] < 050000 AND OpenTime > 050000) OR (OpenTime[1] < 090000 AND OpenTime > 090000) OR (OpenTime[1] < 130000 AND OpenTime > 130000) OR (OpenTime[1] < 170000 AND OpenTime > 170000) OR (OpenTime[1] < 210000 AND OpenTime > 210000) OR (Openday <> Openday[1] AND DayOfWeek < DayOfWeek[1]) IF (OpenTime Mod 40000 = 10000) OR Int THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 DebutOpen = Barindex ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF PP = (myLastHigh + myLastLow + myLastClose) / 3 hh = highest[85](high) ll = lowest[85](low) if (hh-ll)<20 then Rang = 0 else Rang = 1 Endif BarresDepuisOpen = Barindex - DebutOpen HighSinceOpen = highest[BarresDepuisOpen](high) LowSinceOpen = lowest[BarresDepuisOpen](low) DiffHighSinceOpen = HighSinceOpen - pp DiffLowSinceOpen = pp - LowSinceOpen If DiffHighSinceOpen>25 or DiffLowSinceOpen>25 then Rang2 = 1 else Rang2 = 0 Endif // Conditions pour ouvrir une position acheteuse c1 = (close[1] CROSSES UNDER pp) IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 60 ENDIF // Conditions pour ouvrir une position en vente à découvert c2 = (close[1] CROSSES OVER pp) IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 50 ENDIF If time>=090500 and time<=125000 then If Premierpassage=0 and c1 or c2 then Premierpassage=1 endif Endif //************************************************************************ //trailing stop function trailingstartL = 21 //LONG trailing will start @trailinstart points profit trailingstartS = 21 //SHORT trailing will start @trailinstart points profit trailingstep = 11 //trailing step to move the "stoploss" mybreakeven = 0 //Activate or not the Brakeven breakevenlevel = 15 //Level of activation of the breakeven PointsToKeepBreakeven = 1 //reset the stoploss value IF NOT ONMARKET THEN newSL=0 BreakevenStop=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) If mybreakeven and BreakevenStop=0 then IF close-tradeprice(1)>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) + PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) If mybreakeven and BreakevenStop=0 then IF tradeprice(1)-close>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) - PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions with trailing stop IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF //stop order to exit the positions with breakeven IF BreakevenStop>0 THEN SELL AT BreakevenStop STOP EXITSHORT AT BreakevenStop STOP ENDIF //************************************************************************

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154

  //------------------------------------------------------------------------- // Code principal : PP4H V1 //-------------------------------------------------------------------------   // Définition des paramètres du code // Cumul des positions désactivé DEFPARAM CumulateOrders = False DEFPARAM PRELOADBARS = 100000000 //************************************************************************   //Horaires de trading // Annule tous les ordres en attente et ferme toutes les positions à 0:00, puis empêche toute création d'ordre avant l'heure "FLATBEFORE". DEFPARAM FLATBEFORE = 090000 // Annule tous les ordres en attente et ferme toutes les positions à l'heure "FLATAFTER" DEFPARAM FLATAFTER = 173000 // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position avant l'heure spécifiée noEntryBeforeTime = 090500 timeEnterBefore = time >= noEntryBeforeTime // Empêche le système de placer des ordres pour entrer sur le marché ou augmenter la taille d'une position après l'heure spécifiée noEntryAfterTime = 125000 timeEnterAfter = time < noEntryAfterTime // Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiés daysForbiddenEntry = OpenDayOfWeek = 5 OR OpenDayOfWeek = 0   //************************************************************************ // Calcul Points Pivots 4h Int = (OpenTime[1] < 010000 AND OpenTime > 010000) OR (OpenTime[1] < 050000 AND OpenTime > 050000) OR (OpenTime[1] < 090000 AND OpenTime > 090000) OR (OpenTime[1] < 130000 AND OpenTime > 130000) OR (OpenTime[1] < 170000 AND OpenTime > 170000) OR (OpenTime[1] < 210000 AND OpenTime > 210000) OR (Openday <> Openday[1] AND DayOfWeek < DayOfWeek[1]) IF (OpenTime Mod 40000 = 10000) OR Int THEN myLastHigh = myHigh myLastLow = myLow myLastClose = Close[1] myHigh = High myLow = Low Premierpassage=0 DebutOpen = Barindex ELSE myHigh = Max(myHigh, High) myLow = Min(myLow, Low) ENDIF     PP = (myLastHigh + myLastLow + myLastClose) / 3       hh = highest[85](high) ll = lowest[85](low)   if (hh-ll)<20 then Rang = 0 else Rang = 1 Endif     BarresDepuisOpen = Barindex - DebutOpen HighSinceOpen = highest[BarresDepuisOpen](high) LowSinceOpen = lowest[BarresDepuisOpen](low) DiffHighSinceOpen = HighSinceOpen - pp DiffLowSinceOpen = pp - LowSinceOpen   If DiffHighSinceOpen>25 or DiffLowSinceOpen>25 then Rang2 = 1 else Rang2 = 0 Endif   // Conditions pour ouvrir une position acheteuse c1 = (close[1] CROSSES UNDER pp)   IF c1 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang  and Rang2 THEN BUY 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 60 ENDIF   // Conditions pour ouvrir une position en vente à découvert c2 = (close[1] CROSSES OVER pp)   IF c2 AND timeEnterBefore AND timeEnterAfter AND Premierpassage=0 AND not daysForbiddenEntry and Rang and Rang2 THEN SELLSHORT 1 CONTRACT AT MARKET Premierpassage=1 SET STOP pLOSS 50 ENDIF   If time>=090500 and time<=125000 then If Premierpassage=0 and c1 or c2 then Premierpassage=1 endif Endif   //************************************************************************ //trailing stop function trailingstartL = 21 //LONG  trailing will start @trailinstart points profit trailingstartS = 21 //SHORT trailing will start @trailinstart points profit trailingstep    = 11 //trailing step to move the "stoploss" mybreakeven = 0 //Activate or not the Brakeven breakevenlevel = 15 //Level of activation of the breakeven PointsToKeepBreakeven = 1 //reset the stoploss value IF NOT ONMARKET THEN newSL=0 BreakevenStop=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) If mybreakeven and BreakevenStop=0 then IF close-tradeprice(1)>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) + PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND close-tradeprice(1)>=trailingstartL*pipsize THEN newSL = tradeprice(1)+trailingstep*pipsize ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep*pipsize THEN newSL = newSL+trailingstep*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) If mybreakeven and BreakevenStop=0 then IF tradeprice(1)-close>=breakevenlevel*pipsize THEN BreakevenStop = tradeprice(1) - PointsToKeepBreakeven Endif Endif //first move trailing stop IF newSL=0 AND tradeprice(1)-close>=trailingstartS*pipsize THEN newSL = tradeprice(1)-trailingstep*pipsize ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep*pipsize THEN newSL = newSL-trailingstep*pipsize ENDIF ENDIF //stop order to exit the positions with trailing stop IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF   //stop order to exit the positions with breakeven IF BreakevenStop>0 THEN SELL AT BreakevenStop STOP EXITSHORT AT BreakevenStop STOP ENDIF //************************************************************************

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17275

  Been thanked: 4124 times
  09/01/2023 at 11:55 AM #220176
  jmf125

  Thanks for you response Roberto. But no I wasn’t talking about the variable BREAKEVEN.

  I have the following code in the main algo, and it works fine in real time. If I move this piece of code in an indicator and call the indicator in the main algo , I am getting an error saying a zero or negative parameter ….

  any idea why it would behave differently if in main algo or in the indicator section ? Thanks in advance

  If Month <> Month[1] and Barindex > 0 then
  monthlyHigh = Highest[BarIndex – lastMonthBarIndex](dailyHigh)

  monthlyLow = Lowest[BarIndex – lastMonthBarIndex](dailyLow)

  lastMonthBarIndex = BarIndex
  ENDIF

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  09/02/2023 at 10:28 AM #220207
  robertogozzi

  I added that code as an indicator of its own, then calling it from the strategy, and it works as expected.

  I placed those lines in your code above and it works fine like in the indocator.

  I couldn’t spot anything wrong.

  You should post the whole code for both the strategy and the indicator, specifying the instrument, timeframe and units used.

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17275

  Been thanked: 4124 times
  09/03/2023 at 9:39 AM #220233
  jmf125

  Thanks again for the reply.

  I should have also indicated that the error is only in real time (i.e when trading) not when running BT.

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  09/03/2023 at 11:08 AM #220237
  jmf125

  The code is below inspired from Reiner – Pathfinder that I am trying to use as one indicator to buy or sell. If I insert in the main algo it works but stopped working as I put it in an indicator
  It does not really matter, I can continue to have it in the main algo but just tidier to use as an indicator to simplify the view of the main code.
  And also curious to understand why it works in one case and fails in the other.

  main algo

  timeframe(4h, updateonclose) Cbuy, Csell =Call "JM INDICATOR V0.1"

  1 2 3

  timeframe(4h, updateonclose)   Cbuy, Csell =Call "JM INDICATOR V0.1"

   

  JM Indicator v0.1

  ONCE periodFirstMA = 6 ONCE periodSecondMA = 10 ONCE periodThirdMA = 4 // filter parameter ONCE periodLongMA = 160 ONCE periodShortMA = 40 ONCE lastweekbarindex =0 once lastmonthbarindex = 0 // calculate daily high/low dailyHigh = DHigh(1) dailyLow = DLow(1) // calculate weekly high/low If DayOfWeek < DayOfWeek[1] and barindex > 0 then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF // calculate monthly high/low If Month <> Month[1] and barindex > 0 then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF // calculate signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA) // filter criteria because not every breakout is profitable c1 = close > Average[periodLongMA](close) c2 = close < Average[periodLongMA](close) c3 = close > Average[periodShortMA](close) c4 = close < Average[periodShortMA](close) // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER monthlyLow s3 = signalline CROSSES UNDER dailyLow CondAchat = ((l1) OR (l4) OR (l2)OR (l3 AND c2)) CondVente= ((s2 AND c4) OR (s3 AND c1)) RETURN CondAchat, CondVente

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64

  ONCE periodFirstMA = 6 ONCE periodSecondMA = 10 ONCE periodThirdMA = 4   // filter parameter ONCE periodLongMA = 160 ONCE periodShortMA = 40   ONCE lastweekbarindex =0 once lastmonthbarindex = 0     // calculate daily high/low dailyHigh = DHigh(1) dailyLow = DLow(1)   // calculate weekly high/low If DayOfWeek < DayOfWeek[1] and barindex > 0 then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh) lastWeekBarIndex = BarIndex ENDIF   // calculate monthly high/low If Month <> Month[1] and barindex > 0 then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh) monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow) lastMonthBarIndex = BarIndex ENDIF   // calculate signalline with multiple smoothed averages firstMA = WilderAverage[periodFirstMA](close) secondMA = TimeSeriesAverage[periodSecondMA](firstMA) signalline = TimeSeriesAverage[periodThirdMA](secondMA)   // filter criteria because not every breakout is profitable c1 = close > Average[periodLongMA](close) c2 = close < Average[periodLongMA](close) c3 = close > Average[periodShortMA](close) c4 = close < Average[periodShortMA](close)     // long position conditions l1 = signalline CROSSES OVER monthlyHigh l2 = signalline CROSSES OVER weeklyHigh l3 = signalline CROSSES OVER dailyHigh l4 = signalline CROSSES OVER monthlyLow       // short position conditions s1 = signalline CROSSES UNDER monthlyHigh s2 = signalline CROSSES UNDER monthlyLow s3 = signalline CROSSES UNDER dailyLow               CondAchat =  ((l1) OR (l4) OR (l2)OR (l3 AND c2)) CondVente= ((s2 AND c4) OR (s3 AND c1))     RETURN CondAchat, CondVente

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  09/03/2023 at 11:33 AM #220238
  jmf125

  The error should reoccur tomorrow Monday at 4:00 (GMT)  – I believe because it is a new week and 4:00 is due to the 4h timeframe

   

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  09/03/2023 at 11:44 AM #220240
  JS

  Hi,

  I tried the indicator, and I don’t get an error message (also not on Monday) and the indicator gives buy and sell signals…?

  

  JS

  Participant

  Topics: 27

  Replies: 1810

  Been thanked: 882 times
  09/03/2023 at 11:58 AM #220242
  jmf125

  Hi JS

  When you say trying do you mean in BT ? The error only occurs in real time trading

  I also can run the BT without any problems

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
  09/03/2023 at 12:49 PM #220247
  JS

  Hi,

  That’s right, I hadn’t read everything yet… 🙂

  I personally think that error message is due to the “Crosses Over” and “Crosses Under”…

  Perhaps it would be better to use “greater than (>) ” and “smaller than (<)” here…

  (remark: there is no WeeklyLow in the code…?)

  

  JS

  Participant

  Topics: 27

  Replies: 1810

  Been thanked: 882 times
  09/03/2023 at 8:27 PM #220275
  jmf125

  Thanks JS.

  If the error is due to cross over – under , replacing these with > and < is fundamentally different.

  Cross over and under are only valid for 1 bar whereas > and < are not limited in time

   

  

  jmf125

  Participant

  Topics: 8

  Replies: 111

  Been thanked: 14 times
• Author
  Posts