indicator negative entry or zero parameter error message

sulimaster · Wed, 23 Sep 2020 05:16:34 +0000

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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02/17/2021 at 8:11 AM #161750

juanj

I am also experiencing this issue which is very frustrating as graphing all values does not return a negative value, Even tried replacing barindex-tradeindex with the following line of code without success:

//barindex-tradeindex alternative

If (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then
NewTradeIndex = 1
ElsIf onmarket Then
NewTradeIndex = NewTradeIndex + 1
Else
NewTradeIndex = 0
EndIf

//barindex-tradeindex alternative

If (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then

NewTradeIndex = 1

ElsIf onmarket Then

NewTradeIndex = NewTradeIndex + 1

Else

NewTradeIndex = 0

EndIf

juanj

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