NAS 2m HULL-SAR trading system

• 04/01/2021 at 7:52 AM #165907
  Ryugin

  I am referring to NAS-2m-HULL-SAR-v5.3L and NAS-2m-HULL-SAR-v5.3-L, it happened the same on both versions (at least in my account). Did you have the same problem?

  

  Ryugin

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  04/01/2021 at 8:20 AM #165912
  nonetheless

  No, I haven’t seen that. I’m running v5.5, it opened 2 positions, still open with the trail in place, behaving as it should.

  What I have found is that the Target Profit doesn’t register, and maybe has to be entered after each buy instruction, but that won’t effect the Trail.

  // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF not longonmarket and CB and Flag THEN BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos and Flag then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag1 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag1 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag2 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag2 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag3 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag3 = 0 ENDIF ENDIF

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  // Conditions to enter long positions if tradetype=1 or tradetype=2 then IF not longonmarket and CB and Flag THEN BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp elsif Ctime and longonmarket and CB2 and COUNTOFLONGSHARES < MaxPos and Flag then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag1 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag1 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag2 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag2 = 0 elsif longonmarket and CB2 and positionperf <0 and COUNTOFLONGSHARES < MaxPos2 and Flag3 then BUY positionsize CONTRACT AT MARKET SET STOP %LOSS sl SET TARGET %PROFIT tp Flag3 = 0 ENDIF ENDIF

   

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  nonetheless

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  04/01/2021 at 5:20 PM #165965
  OboeOpt

  Is anyone running v5.3 SHORT (Tradetype = 3 to go Short) on a real account, in any market, without problems?
  See #165505 for what i´m struggeling with.

  

  OboeOpt

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  04/01/2021 at 6:12 PM #165967
  nonetheless

  I had a quick look at DJ 2m HULL-SAR v5.3S and I think there’s something wrong with the trail – try replacing it with this. Backtests ok but I haven’t tried running it.

  The DJ looks like it might have some potential going short, I don’t think the NAS is worth the effort.

  // %trailing stop function incl. cumulative positions once trailingstoptype1= 1 if trailingstoptype1 then //==================== trailingpercentlong = .28 // % trailingpercentshort = TP02 // % once acceleratorlong = .029 // [1] default; always > 0 (i.e. 0.5-3) once acceleratorshort= ACC0022 // 1 = default; always > 0 (i.e. 0.5-3) ts2sensitivity = 2 // 1 = close 2 = High/Low 3 = Low/High 4 = typicalprice (not use once) //==================== once steppercentlong = (trailingpercentlong/10)*acceleratorlong once steppercentshort = (trailingpercentshort/10)*acceleratorshort if onmarket then trailingstartlong = positionprice*(trailingpercentlong/100) trailingstartshort = positionprice*(trailingpercentshort/100) trailingsteplong = positionprice*(steppercentlong/100) trailingstepshort = positionprice*(steppercentshort/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl = 0 mypositionprice = 0 endif positioncount = abs(countofposition) if newsl > 0 then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) else newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif if ts2sensitivity=1 then ts2sensitivitylong=close ts2sensitivityshort=close elsif ts2sensitivity=2 then ts2sensitivitylong=high ts2sensitivityshort=low elsif ts2sensitivity=3 then ts2sensitivitylong=low ts2sensitivityshort=high elsif ts2sensitivity=4 then ts2sensitivitylong=typicalprice ts2sensitivityshort=typicalprice endif if longonmarket then if newsl=0 and ts2sensitivitylong-positionprice>=trailingstartlong*pipsize then newsl = positionprice+trailingsteplong*pipsize endif if newsl>0 and ts2sensitivitylong-newsl>=trailingsteplong*pipsize then newsl = newsl+trailingsteplong*pipsize endif endif if shortonmarket then if newsl=0 and positionprice-ts2sensitivityshort>=trailingstartshort*pipsize then newsl = positionprice-trailingstepshort*pipsize endif if newsl>0 and newsl-ts2sensitivityshort>=trailingstepshort*pipsize then newsl = newsl-trailingstepshort*pipsize endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif mypositionprice = positionprice endif

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  // %trailing stop function incl. cumulative positions once trailingstoptype1= 1 if trailingstoptype1 then //==================== trailingpercentlong  = .28 // % trailingpercentshort = TP02 // % once acceleratorlong = .029 // [1] default; always > 0 (i.e. 0.5-3) once acceleratorshort= ACC0022 // 1 = default; always > 0 (i.e. 0.5-3) ts2sensitivity  = 2 // 1 = close 2 = High/Low 3 = Low/High 4 = typicalprice (not use once) //==================== once steppercentlong  = (trailingpercentlong/10)*acceleratorlong once steppercentshort = (trailingpercentshort/10)*acceleratorshort if onmarket then trailingstartlong = positionprice*(trailingpercentlong/100) trailingstartshort = positionprice*(trailingpercentshort/100) trailingsteplong = positionprice*(steppercentlong/100) trailingstepshort = positionprice*(steppercentshort/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl           = 0 mypositionprice = 0 endif positioncount = abs(countofposition) if newsl > 0 then if positioncount > positioncount[1] then if longonmarket then newsl = max(newsl,positionprice * newsl / mypositionprice) else newsl = min(newsl,positionprice * newsl / mypositionprice) endif endif endif if ts2sensitivity=1 then ts2sensitivitylong=close ts2sensitivityshort=close elsif ts2sensitivity=2 then ts2sensitivitylong=high ts2sensitivityshort=low elsif ts2sensitivity=3 then ts2sensitivitylong=low ts2sensitivityshort=high elsif ts2sensitivity=4 then ts2sensitivitylong=typicalprice ts2sensitivityshort=typicalprice endif if longonmarket then if newsl=0 and ts2sensitivitylong-positionprice>=trailingstartlong*pipsize then newsl = positionprice+trailingsteplong*pipsize endif if newsl>0 and ts2sensitivitylong-newsl>=trailingsteplong*pipsize then newsl = newsl+trailingsteplong*pipsize endif endif if shortonmarket then if newsl=0 and positionprice-ts2sensitivityshort>=trailingstartshort*pipsize then newsl = positionprice-trailingstepshort*pipsize endif if newsl>0 and newsl-ts2sensitivityshort>=trailingstepshort*pipsize then newsl = newsl-trailingstepshort*pipsize endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif mypositionprice = positionprice endif

   

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  OboeOpt

  

  nonetheless

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  04/01/2021 at 6:31 PM #165977
  OboeOpt

  Thanks nonetheless!

  For me the algo has stopped within a few seconds after start, so no positions then. But maybe still can be problems with the trail? I will try your code!

  I have cumulative = false, but maybe that doesn´t matter with your code above?

  

  OboeOpt

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  04/01/2021 at 6:55 PM #165983
  OboeOpt

  I tried you code on DOW 5.3S but I get:

  “The trading system was stopped because the historical data loaded was insufficient to calculate at least one indicator during the evaluation of the last candlestick.”

  I got the same after changing to Preloadbars = 15000

  

  OboeOpt

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  04/01/2021 at 7:03 PM #165985
  nonetheless

  in backtest or  autotrading?

  

  nonetheless

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  04/01/2021 at 7:13 PM #165986
  OboeOpt

  autotrading

  Well, if you (or anyone else) gets 5.3 to work for shorts on any market I would be very interested to test it!

  

  OboeOpt

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  04/14/2021 at 10:10 AM #167028
  LaurentBZH35

  I will try DJ 2m HULL-SAR v5.3S and tell you back

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  OboeOpt, Boris

  

  LaurentBZH35

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  04/14/2021 at 2:34 PM #167054
  LaurentBZH35

  Here is the backtest of Dow 2m Hull SAR v5.3S.

   

  Looks good in 200k in short only

  

  LaurentBZH35

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  04/14/2021 at 2:45 PM #167056
  LaurentBZH35

  I curiously has trouble when i want launch in autotrading the Dow 2m Hull SAR v5.3S

   

  Line 24. Message say end of code ?

  

  LaurentBZH35

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  04/14/2021 at 2:50 PM #167058
  Francesco

  LaurentBZH35 wrote:

  I curiously has trouble when i want launch in autotrading the Dow 2m Hull SAR v5.3S

  Line 24. Message say end of code ?

  You can’t launch the system in autotrading because there are variables in the optimization boxes; you have first to define the values through the code, delete the optimization boxes and then you can run it.

  

  Francesco

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  04/14/2021 at 2:59 PM #167059
  LaurentBZH35

  LaurentBZH35 wrote:

  Here is the backtest of Dow 2m Hull SAR v5.3S.

  And looks good too in 1M barres

  

  LaurentBZH35

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  04/14/2021 at 3:03 PM #167061
  LaurentBZH35

  Francesco wrote:

  You can’t launch the system in autotrading because there are variables in the optimization boxes; you have first to define the values through the code, delete the optimization boxes and then you can run it.

  I don’t think i have to do it with the last version of prorealtime V11.

   

  The problem doesn’t come from it in my opinion

  

  LaurentBZH35

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  04/14/2021 at 3:04 PM #167062
  GraHal

  Francesco wrote:

  Line 24. Message say end of code ?

  It may be that the code needs an extra Endif adding as the last line of the code?

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  GraHal

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