indicator negative entry or zero parameter error message

• 09/23/2020 at 6:16 AM #145026
  sulimaster

  Hi

  My live system (with IG) was automatically stopped with the error – indicator negative entry or zero parameter. My code is below and I am struggling to understand why this happened.

  I have back tested the system for several months on a tick by tick mode and had no such issues / errors. The live system was trading on the wall street (DFB) instrument using daily chart.

  Can you spot any error in the code? Any thoughts?

  Thanks

  Sachin

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated period = 10 type = 0 smaHigh=Average[period,type](high) smaLow=Average[period,type](low) if close>smaHigh then Hlv=1 elsif close<smaLow then Hlv=-1 else Hlv=Hlv[1] endif if Hlv<0 then sslDown=smaHigh else sslDown=smaLow endif if Hlv<0 then sslUp=smaLow else sslUp=smaHigh endif x = AroonUp[10] y = AroonDown[10] ATR = AverageTrueRange[14](close) //POSITIONPERF(1) < 0 AND TRADEPRICE(2) > TRADEPRICE(1) AND IF ((x[1] > y[1]) AND (x[1] > 70)) AND (x > y) THEN a = 1 ELSE a = 0 ENDIF //POSITIONPERF(1) < 0 AND TRADEPRICE(2) < TRADEPRICE(1) AND IF ((x[1] < y[1]) AND (y[1] > 70)) AND (x < y) THEN b = 1 ELSE b = 0 ENDIF // Conditions to enter long positions IF NOT LONGONMARKET AND a = 0 AND ATR < 500 AND (x > y) AND (x > 70) AND (sslUp > sslDown) THEN BUY 0.2 PERPOINT AT MARKET SET STOP LOSS 1.5 * ATR ENDIF // Conditions to exit long positions IF (sslUP < sslDown) OR (y > x) THEN SELL AT MARKET ENDIF // Conditions to enter short positions IF NOT SHORTONMARKET AND b = 0 AND ATR < 500 AND (sslDown > sslUp) AND (y > 70) AND (y > x) THEN SELLSHORT 0.2 PERPOINT AT MARKET SET STOP LOSS 1.5 * ATR ENDIF // Conditions to exit short positions IF (sslUP > sslDown) OR (x > y) THEN EXITSHORT AT MARKET ENDIF c = BARINDEX - TRADEINDEX IF LONGONMARKET AND (highest[c](high) - TRADEPRICE) > 500 THEN SET STOP TRAILING 100 ELSIF SHORTONMARKET AND (TRADEPRICE - lowest[c](low)) > 500 THEN SET STOP TRAILING 100 ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   period = 10 type = 0 smaHigh=Average[period,type](high) smaLow=Average[period,type](low) if close>smaHigh then Hlv=1 elsif close<smaLow then Hlv=-1 else Hlv=Hlv[1] endif if Hlv<0 then sslDown=smaHigh else sslDown=smaLow endif if Hlv<0 then sslUp=smaLow else sslUp=smaHigh endif   x = AroonUp[10] y = AroonDown[10]   ATR = AverageTrueRange[14](close)   //POSITIONPERF(1) < 0 AND TRADEPRICE(2) > TRADEPRICE(1) AND IF ((x[1] > y[1]) AND (x[1] > 70)) AND (x > y) THEN a = 1 ELSE a = 0 ENDIF   //POSITIONPERF(1) < 0 AND TRADEPRICE(2) < TRADEPRICE(1) AND IF ((x[1] < y[1]) AND (y[1] > 70)) AND (x < y) THEN b = 1 ELSE b = 0 ENDIF   // Conditions to enter long positions   IF NOT LONGONMARKET AND a = 0 AND ATR < 500 AND (x > y) AND (x > 70) AND (sslUp > sslDown) THEN BUY 0.2 PERPOINT AT MARKET SET STOP LOSS 1.5 * ATR ENDIF   // Conditions to exit long positions   IF (sslUP < sslDown) OR (y > x) THEN SELL AT MARKET ENDIF   // Conditions to enter short positions   IF NOT SHORTONMARKET AND b = 0 AND ATR < 500 AND (sslDown > sslUp) AND (y > 70) AND (y > x) THEN SELLSHORT 0.2 PERPOINT AT MARKET SET STOP LOSS 1.5 * ATR ENDIF   // Conditions to exit short positions   IF (sslUP > sslDown) OR (x > y) THEN EXITSHORT AT MARKET ENDIF   c = BARINDEX - TRADEINDEX   IF LONGONMARKET AND (highest[c](high) - TRADEPRICE) > 500 THEN SET STOP TRAILING 100 ELSIF SHORTONMARKET AND (TRADEPRICE - lowest[c](low)) > 500 THEN SET STOP TRAILING 100 ENDIF

   

   

  

  sulimaster

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  09/23/2020 at 7:37 AM #145028
  robertogozzi

  Try replacing line 73 with this one to make sure C is not zero:

  c = max(1,BARINDEX - TRADEINDEX)

  1	c = max(1,BARINDEX - TRADEINDEX)

   

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  robertogozzi

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  09/23/2020 at 11:03 AM #145054
  sulimaster

  Thanks Roberto

  Also, in lines 49 and 62, is NOT LONGONMARKET and NOT SHORTONMARKET required as per the code to execute long / short trades?

  I thought different live systems did not communicate with each other and executed trades independently. However IG have told me that if there is already a long (or short) trade on an instrument, then a separate live system will not execute another long (or short) trade on the same instrument if NOT LONGONMARKET or NOT SHORTONMARKET is included in lines 49 and 62 i.e. it looks at open positions in the whole trading account not just the trading system itself

  Your thoughts please?

  

  sulimaster

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  09/23/2020 at 11:16 AM #145059
  robertogozzi

  No, they are not required, bu since you embed a stop loss calculation within those IF…ENDIF’s , even when already OnMarket your SL would change despite no further position is opened.

  I always use NOT [Long/Short]ONMARKET, unless I move the calculation elsewhere to make sure SL is not always changed.

   

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  robertogozzi

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  09/23/2020 at 4:04 PM #145091
  Dow Jones

  sulimaster wrote:

  I have back tested the system for several months on a tick by tick mode and had no such issues / errors

  Likely back test cannot catch it 🙂

  I did a test before to purposely create division with zero, back test run fine, but live will not, #140253

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  Dow Jones

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  02/11/2021 at 8:27 AM #161017
  Johann

  Zero parameter

  // Up Conditions ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close)) ADLGO2= Close - Average[30](close)>0 // Conditions Down ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close)) ADSGO2= Close - Average[30](close)<0

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  // Up Conditions   ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close)) ADLGO2= Close - Average[30](close)>0   // Conditions Down   ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close)) ADSGO2= Close - Average[30](close)<0

  Hi Roberto,

  I get the zero parameter error on the above code as well, use it as a condition for long/short entries. Any suggestion of how I should change it to avoid the zero issue?

  

  Johann

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  02/11/2021 at 8:38 AM #161019
  robertogozzi

  There can’t be an error in those two lines, since all parameters are positive constants.

  The error must be somewhere else.

  

  robertogozzi

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  02/11/2021 at 9:04 AM #161022
  Johann

  //Inactivity - Longs If Barindex - Tradeindex = 106 Then c = 1 Else c = 0 Endif If close - positionprice < 250 Then d = 1 Else d = 0 Endif If Longonmarket and c = 1 and d = 1 Then Sell at market Endif //Inactivity - Shorts If Barindex - Tradeindex >= 68 Then e = 1 Else e = 0 Endif If positionprice - close <= 250 Then f = 1 Else f = 0 Endif If Shortonmarket and e = 1 and f = 1 Then Exitshort at market Endif // Trades IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN BUY 1 CONTRACT AT MARKET IF ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN SELLSHORT 1 CONTRACT AT MARKET

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  //Inactivity - Longs   If Barindex - Tradeindex = 106 Then c = 1 Else c = 0 Endif If close - positionprice < 250 Then d = 1 Else d = 0 Endif If Longonmarket and c = 1 and d = 1 Then Sell at market Endif   //Inactivity - Shorts   If Barindex - Tradeindex >= 68 Then e = 1 Else e = 0 Endif If positionprice - close <= 250 Then f = 1 Else f = 0 Endif If Shortonmarket and e = 1 and f = 1 Then Exitshort at market Endif   // Trades IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN BUY 1 CONTRACT AT MARKET   IF  ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN SELLSHORT 1 CONTRACT AT MARKET

  Thanks Roberto,

  I will try and run it again. This is the rest of the code…? I do not see anything funny except maybe barindex-tradeindex…?

  

  Johann

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  02/11/2021 at 10:15 AM #161036
  robertogozzi

  I can’t run it because some variables are missing.

  Anyway, and ENDIF is missing at the end. Actually two ENDIF’s are missing but you can get rid of one just replacing IF at line 37 with ELSIF (which is logically correct).

  As to barindex-tradeindex… it is never used as an index, just for comparisons.

  

  robertogozzi

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  02/11/2021 at 11:28 AM #161053
  Johann

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated Timeframe(daily,updateonclose) // Up Conditions ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close)) ADLGO2= Close - Average[30](close)>0 // Conditions Down ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close)) ADSGO2= Close - Average[30](close)<0 //Inactivity - Longs Timeframe(default) If Barindex - Tradeindex = 106 Then c = 1 Else c = 0 Endif If close - positionprice < 250 Then d = 1 Else d = 0 Endif If Longonmarket and c = 1 and d = 1 Then Sell at market Endif //Inactivity - Shorts If Barindex - Tradeindex >= 68 Then e = 1 Else e = 0 Endif If positionprice - close <= 250 Then f = 1 Else f = 0 Endif If Shortonmarket and e = 1 and f = 1 Then Exitshort at market Endif // Trades IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN BUY 1 CONTRACT AT MARKET Endif IF ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN SELLSHORT 1 CONTRACT AT MARKET Endif Set stop ploss 250 Set target pprofit 250

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated Timeframe(daily,updateonclose) // Up Conditions ADLGO1= Close - Average[30](close)>Average[10](Close - Average[30](close)) ADLGO2= Close - Average[30](close)>0 // Conditions Down ADSGO1= Close - Average[30](close)<Average[10](Close - Average[30](close)) ADSGO2= Close - Average[30](close)<0   //Inactivity - Longs Timeframe(default) If Barindex - Tradeindex = 106 Then c = 1 Else c = 0 Endif If close - positionprice < 250 Then d = 1 Else d = 0 Endif If Longonmarket and c = 1 and d = 1 Then Sell at market Endif     //Inactivity - Shorts   If Barindex - Tradeindex >= 68 Then e = 1 Else e = 0 Endif If positionprice - close <= 250 Then f = 1 Else f = 0 Endif If Shortonmarket and e = 1 and f = 1 Then Exitshort at market Endif     // Trades IF ADLGO1 and ADLGO2 and Average[10](close) CROSSES over Average[40](close) THEN BUY 1 CONTRACT AT MARKET Endif   IF  ADSGO1 and ADSGO2 and Average[10](close) CROSSES under Average[40](close) THEN SELLSHORT 1 CONTRACT AT MARKET Endif Set stop ploss 250 Set target pprofit 250

  Apologies…I have added the missing variables so that it can run. Thanks for helping…

  

  Johann

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  02/11/2021 at 11:40 AM #161054
  robertogozzi

  I just run it in AutoTrading.

  I’ll wait for errors, if any, then I’ll report what happened.

   

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  robertogozzi

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  02/11/2021 at 2:46 PM #161090
  robertogozzi

  It already entered a couple of trades with no errors.

   

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  robertogozzi

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  02/11/2021 at 3:50 PM #161103
  Nicolas

  Let me know if that error occur again please.

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  Nicolas

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  02/15/2021 at 5:09 PM #161515
  Johann

  Yes thank you. I have experienced the same thing it did a couple of trades no problem and then suddenly it happened…?

  

  Johann

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  02/15/2021 at 5:10 PM #161516
  Johann

  Will do thank you…

  

  Johann

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