How to count iterative bars

• 09/11/2018 at 3:19 PM #80181
  maleczek

  Hi All,

  In the past I have successfully programmed snippets of code in VBA and other languages … but I am struggling with counting in ProRealTime.

  Having played with the variables and ran it in ProBacktest – it’s not getting much clearer to me.

  What I am trying to do is Buy or Sell based on Condition 1 (C1) or Condition 2 (C2) respectively and close at the end of what would be the same 5 minute bar.

  As I need to buy at the beginning of the 5 min candle and sell at the end, I have set the bar to 10 second so that I can buy 10 seconds after C1 or C2 is satisfied (beginning of second bar) and then count 29 more bars to close after 5 minutes i.e. 300 seconds.

  // SET MARKET TIME TO 10 seconds //DEFPARAM stuff here   IF time < 145000 THEN stake = 1 x = 1 ENDIF // time entry and exit limits here IF timeEnterbefore AND timeEnterAfter AND NOT daysForbiddenEntry THEN  IF x = 1 THEN   IF NOT ShortOnMarket AND C1 THEN    BUY stake PERPOINT AT MARKET     SET STOP pLOSS 20  // Safety Stop   ENDIF   IF NOT LongOnMarket AND C2 THEN    SELLSHORT stake PERPOINT AT MARKET     SET STOP pLOSS 20   ENDIF  ENDIF //End of Buying section and if nothing bought then onto bar increment x anyway x = x + 1  IF x = 30 THEN   IF LongOnMarket THEN    SELL stake PERPOINT at MARKET   ENDIF   IF ShortOnMarket THEN    EXITSHORT stake PERPOINT at MARKET   ENDIF   x = 1  ENDIF 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

  // SET MARKET TIME TO 10 seconds //DEFPARAM stuff here   IF time < 145000 THEN stake = 1 x = 1 ENDIF   // time entry and exit limits here   IF timeEnterbefore AND timeEnterAfter AND NOT daysForbiddenEntry THEN    IF x = 1 THEN     IF NOT ShortOnMarket AND C1 THEN    BUY stake PERPOINT AT MARKET     SET STOP pLOSS 20  // Safety Stop   ENDIF     IF NOT LongOnMarket AND C2 THEN    SELLSHORT stake PERPOINT AT MARKET     SET STOP pLOSS 20   ENDIF  ENDIF   //End of Buying section and if nothing bought then onto bar increment x anyway   x = x + 1    IF x = 30 THEN     IF LongOnMarket THEN    SELL stake PERPOINT at MARKET   ENDIF     IF ShortOnMarket THEN    EXITSHORT stake PERPOINT at MARKET   ENDIF     x = 1  ENDIF ENDIF

   

  When run on Probacktest I get counts of 29 and other times 95 or other number of bars on the market.

  I did start using a FOR/Next loop but had other problems …

  Any ideas most welcome, Thank you!

  

  maleczek

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  09/11/2018 at 4:33 PM #80187
  Nicolas

  What are timeEnterbefore AND timeEnterAfter?

  Did you try to GRAPH x? To know if it is correctly incrementing?

  

  Nicolas

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  09/11/2018 at 4:59 PM #80193
  maleczek

  Hi Nicolas,

  The variables TimeEnterBefore = 150000 and TimeEnterAfter = 210000

  I will have a look at ‘GRAPH x’

  Thank you

  

  maleczek

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  09/11/2018 at 5:02 PM #80194
  Nicolas

  maleczek wrote:

  The variables TimeEnterBefore = 150000 and TimeEnterAfter = 210000

  I’m not sure you gave me the right values 🙂 It should be 2 boolean variables, and they are not!

  

  Nicolas

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  09/11/2018 at 6:05 PM #80197
  maleczek

  Hi Nicolas,

  The preceding lines were:

  noEntryBeforeTime = 150000
  timeEnterBefore = time >= noEntryBeforeTime

  noEntryAfterTime = 210000
  timeEnterAfter = time <= noEntryAfterTime

  Thanks

  

  maleczek

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  09/11/2018 at 7:04 PM #80199
  maleczek

  Hi Nicolas,

  Thank you for your time … suggesting ‘Graph x’ has allowed me to see step by step what is going on.

  I haven’t figured out yet why I am losing a count of one but feel confident that being able to zoom in and examine the execution of the code in relation to the count of ‘x’ using ‘Graph’ I’ll have it sorted.

  Thank you for your patience and advice.

  Joe

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  Nicolas

  

  maleczek

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