Maximum number of iterations in a loop?

Vonasi · Thu, 07 Feb 2019 14:56:11 +0000

I’m trying to code an indicator that simulates a strategy and calculates which values for three variables have been the most profitable recently. I then hope to CALL these values from a strategy and so create a sort of self optimizing strtaegy. To try to achieve this I have in the indicator a loop with two other loops within it to get all the possible combinations of the three variable values. When I try to run the indicator I get the following message: If I reduce the quantity in each loop then I am able to get the indicator to run but then the total number of possible combinations is massively reduced. I want to test something like 320000 combinations but it will only let me test 480. If I know what the maximum quantity of loops is then maybe I can do repeats of the code and test different blocks of combinations each time and compare the output to the previous block tested. All a bit messy but possibly do-able. Does anyone know what the maximum quantity of loops is and why it is so low? The code is something like this: bestsim = 0 psim = 0 xsim = 0 ysim = 0 for xsimstart = 1 to 20 xsim = xsimstart * 10 for ysimstart = 1 to 20 ysim = ysimstart * 10 for psim = 1 to 200 (my conditions using the 3 values) if (my long conditions) then totalsim = totalsim + (close[psim] - open[psim]) endif if (my short conditions) then totalsim = totalsim + (open[psim] - close[psim]) endif if totalsim > bestsim then bestsim = totalsim p = psim x = xsim y = ysim endif next next next return x coloured(128,0,0) as "x", y coloured(0,128,0) as "y", p coloured(0,0,128) as "p"

This topic has 17 replies, 5 voices, and was last updated 5 years ago by Leo.

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02/11/2019 at 2:12 PM #91059

Vonasi

I did go back and read through your complete neural network thread during the weekend and considered using what you have coded to see what results could be achieved but I managed to complete my own code and get it working and so I am sticking with that at the moment. Unfortunately I coded the whole thing to trade both long and short and to simulate one set of values for both long and short combined. I am now realising that it might work better with separate long and short strategies so I am now having to delete half the code twice to achieve these two new strategies and then do it all again as I have two versions of the self optimizing strategy – the all time profit version and the look back period profit version! I think it could be a very boring day!

Vonasi
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02/11/2019 at 11:30 PM #91108

Vonasi

Leo wrote:

5 times!!! only 5 times!!!! with a Loop of for i=1 to 6… i get the Infinitive Loop issue…. What I have done… is to make 5 per bar… the next bar makes another 5 Loops and so on…. … i am feeling very frustrated with ProRealCode lately.

I feel your pain.

Today I lost several hours of my few that I have left on this rapidly revolving globe to deleting 1600 lines of code to convert a strategy to be a long only strategy. I have three more strategies to convert and I think I won’t make it to the end before suicidal thoughts take hold. After losing a small part of my life to modifying just one code I tested it and it didn’t look good – it was not a step forward unless confirming that I am wasting my time is a step forward. If I had had a PRT loop that worked and could handle some serious repetition then the code would have taken ten minutes to adapt and I would not now have several more grey hairs on my head.

Powerful loops and arrays would make PRT code a very powerful way to develop strategies. I recall that my Commodore64 had arrays so how have I taken a step backwards 35 years later!?

Vonasi
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02/12/2019 at 3:13 PM #91195

Leo

You and me know what is happening…

…fear leads to anger…anger leads to hate…hate leads to suffering

Feel the power of Python side…

Leo
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