One-time buy Signal at System Start

• 10/30/2024 at 2:47 PM #239794
  JS

  When I use 10k units, it works well …?

  

  JS

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  10/30/2024 at 2:55 PM #239797
  stalba

  Really sorry, I have no clue why but my backtest doesn’t match yours… it misses a signal and I get stopped out.

  

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  10/30/2024 at 3:26 PM #239800
  JS

  I think I know why this happens. When the first position is opened, and within 36 units an opposite position should be opened by the indicator, it goes wrong because the indicator hasn’t had time to configure itself yet. You can solve this by using the period of the supertrend (36 units) as “PreLoadBars.”
  So use: DefParam PreLoadBars=36

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  stalba

  

  JS

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  10/30/2024 at 4:00 PM #239804
  stalba

  This fixed it – thanks a lot 🙏🏼 been looking for a solution for this for a while now!

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  JS

  

  stalba

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  11/05/2024 at 8:26 AM #239962
  stalba

  I’ve tried this code now with (DEMO) auto trading, but it doesn’t open a position, not on the system start, not the next day, also not the day after… does anyone know what the reason could be?

  When i use this code for backtesting, it works fine!

  // Set code parameters DEFPARAM PreLoadBars = 100 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Long Conditions IF NOT LONGONMARKET and close CROSSES OVER superTrendValue THEN BUY 1 CONTRACT AT MARKET // Long Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF LONGONMARKET and close CROSSES UNDER superTrendValue THEN SELL AT MARKET // Long Exit EntryFlag = 1 // Set the flag to avoid re-triggering ENDIF // Short Conditions IF NOT SHORTONMARKET AND close CROSSES UNDER superTrendValue THEN SELLSHORT 1 CONTRACT AT MARKET // Short Entry EntryFlag = 1 // Set the flag to avoid re-triggering ELSIF SHORTONMARKET and close CROSSES OVER superTrendValue THEN EXITSHORT AT MARKET // Short Exit EntryFlag = 1 // Set the flag to avoid re-triggering ENDIF

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  // Set code parameters DEFPARAM PreLoadBars = 100 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0  // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF NOT ONMARKET AND EntryFlag = 0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Long Conditions IF NOT LONGONMARKET and close CROSSES OVER superTrendValue THEN BUY 1 CONTRACT AT MARKET // Long Entry EntryFlag = 1  // Set the flag to avoid re-triggering ELSIF LONGONMARKET and close CROSSES UNDER superTrendValue THEN SELL AT MARKET // Long Exit EntryFlag = 1 // Set the flag to avoid re-triggering ENDIF // Short Conditions IF NOT SHORTONMARKET AND close CROSSES UNDER superTrendValue THEN SELLSHORT 1 CONTRACT AT MARKET // Short Entry EntryFlag = 1  // Set the flag to avoid re-triggering ELSIF SHORTONMARKET and  close CROSSES OVER superTrendValue THEN EXITSHORT AT MARKET // Short Exit EntryFlag = 1 // Set the flag to avoid re-triggering ENDIF

  

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  11/05/2024 at 9:39 AM #239963
  PeterSt

  Undoubtedly PreLoadBars. It would be the only thing that matters for Backtest vs Demo (or Live for that matter).
  Hence, your SuperTrend can’t cope with the 100 bars 0nly.

  ?

   

  PS: I see that JS already gave the same response to earlier posts. Still I think my text applies.

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  stalba

  

  PeterSt

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  11/05/2024 at 10:37 AM #239966
  stalba

  Hi Peter, with JS the last solution was to use at least PreLoadBars = 36, I’ve increased it to 100 for backtesting, it works. I have tested the system now with 1000 bars, in a 5 min. timeframe (in hope to see sooner results if the position would be opened at the next bar) but nothing happens (screenshot attached). As I am a very beginner at this, it might just be a basic setting but I just can’t figure it out.

  

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  11/05/2024 at 10:57 AM #239968
  stalba

  Just to clarify my goal here: I’m aiming for an immediate entry into a long or short position (I’d adjust the code accordingly) as soon as I start the auto trading system, without having to wait for the next signal. We’ve only increased the PreLoadBars to ensure that the first signals from the SuperTrend indicator are accurately interpreted AFTER the immediate entry.

  

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  11/05/2024 at 11:32 AM #239969
  GraHal

  stalba wrote:

  I’m aiming for an immediate entry into a long or short position

  Below on Lines 9,10 and 11 of the most recent posted code will (should?) give you above (you adjust for Short or Long as you think fit when you start your Algo).

  Tell us what is not happening if not above?

  IF NOT ONMARKET AND EntryFlag = 0 THEN

  SELLSHORT 1 CONTRACT AT MARKET

  ENDIF

   

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  11/05/2024 at 11:42 AM #239973
  stalba

  Yes that’s what the code SHOULD do, and it works when I do backtesting but when I start auto trading (in Demo mode), nothing happens – no matter what timeframe i use, no positions are being opened (see screenshot attached). The system was also active for a couple of days with a 1 day timeframe, in case it opens a position at the next candle/day, but still nothing happened.

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  stalba

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  11/05/2024 at 11:53 AM #239975
  GraHal

  I will try it on my Demo and Ill report back.

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  stalba

  

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  11/05/2024 at 11:58 AM #239976
  GraHal

  I started it on DJI on 1 min TF and 2 bars have formed, but no position opened so I confirm / supprt what you are saying.

  I will make a change to see if I can get it going.

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  GraHal

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  11/05/2024 at 12:16 PM #239977
  GraHal

  Below works … see attached.

  Maybe somebody can tell us why??

  // Set code parameters DEFPARAM PreLoadBars = 100 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0 // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF EntryFlag =0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  // Set code parameters DEFPARAM PreLoadBars = 100 DEFPARAM CumulateOrders = False // Prevents multiple entries ONCE EntryFlag = 0  // Initialization for one-time entry superTrendValue = SuperTrend[5.4,36] // Check if there is no position at the start and EntryFlag is 0 IF EntryFlag =0 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

   

  

  GraHal

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  11/05/2024 at 12:17 PM #239978
  JS

  Hi,
  “PreLoadBars” does not determine the number of bars over which the backtest is conducted, but rather the number of bars loaded before the backtest is performed.
  (The number of bars for your backtest is determined by the amount of “units” in your chart)
  If you use “PreLoadBars=36” as discussed, it should work fine…
  Opening the first position depends on your timeframe: if you use 1 day, the first position will open after 1 day, and if you use a 5-minute timeframe, then after 5 minutes…

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  inverse

  

  JS

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  11/05/2024 at 12:31 PM #239981
  GraHal

  Thanks JS, but first position didn’t open at all (see my ss) until I deleted ‘Not onmarket’ as  I posted.

  

  GraHal

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