Maximum code length & max number of IF's

• 08/21/2017 at 1:20 PM #44307
  Thomas007

  Does anyone know what the maximum of IF’s are allowed within one strategy before it gets “confused”? And what is the max length of the code.

   

  I wonder if I can put as many conditions in one strategy as I only require. And what would be you suggestion to make the code less cluttered as possible?

  

  Thomas007

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  08/22/2017 at 9:40 AM #44337
  juanj

  I have not yet run into issues with the number of If and even nested if statements used (or lines of code for that matter).

  But I do experience issues when using 2 or more loops (however number of iterations could maybe also play a role).

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  juanj

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  08/22/2017 at 10:38 AM #44341
  Wing

  I tried this one time and I believe the maximum amount of IF statements/actions per iteration is something like 1000-2000. As for maximum code length it is somewhere around 10000-20000 lines of code I believe. If you really want to know you can test it yourself.

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  08/22/2017 at 10:40 AM #44342
  robertogozzi

  Here you may want to find clues and hints on some improvements for screeners (and strategies as well): https://www.prorealcode.com/blog/learning/speed-calculation-indicator/

  Too many nested IFs can lead to slower execution and, maybe, some interpretation issues. It is preferrable to use multiple conditions on the same line, example:

  // instead of: IF a THEN IF b THEN IF c THEN . . . ENDIF ENDIF ENDIF // it is preferrable to write: IF a AND b AND c THEN . . . ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  //   instead of: IF a THEN    IF b THEN       IF c THEN          .          .          .       ENDIF    ENDIF ENDIF //    it is preferrable to write: IF a AND b AND c THEN    .    .    . ENDIF

   

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  robertogozzi

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  08/22/2017 at 5:19 PM #44375
  Despair

  …I think long before you have reached the point that PRT gets “confused” you will reach a point that backtesting your strategy is painfully slow.

  

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