protection division pae zero

• 07/28/2021 at 6:04 AM #174274
  saccucci

  Bonjour Nicolas

  J’utilise un code réalisé par Juan Jacobs “trend breakout” . Celui-ci m’interesse particulièrement car il fonctionne en général très bien sauf que de temps en temps j’ai une erreur de division par zero.

  Aurais-tu la possibilité d’y regarder pour peut-être m’écrire  le bout de code  manquant

  Cordialement

  jp

  //------------------------------------------------------------------------- // Code principal : juan final fractal //------------------------------------------------------------------------- //Stategy: Trend Breakout //Author: Juan Jacobs //Market: Neutral //Timezone: UTC +2 //Timeframe: 1Hr but not 'completely' timeframe dependant Defparam cumulateorders = False defparam preloadbars = 10000 If hour <= 8 or hour >= 22 then //outside market hours possize = 0 If longonmarket Then sell at market Bear = 0 Bull = 0 Trendbreak = 0 optimize = optimize + 1 ElsIf shortonmarket Then exitshort at market Bear = 0 Bull = 0 Trendbreak = 0 optimize = optimize + 1 EndIf Else possize = 1 //position contract size EndIf // Heuristics Algorithm Start once period =8 Increment = 1 MaxIncrement = 5 Reps = 7 //Number of bars to use for analysis once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For z = 1 to Reps Do If positionperf(z) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[z] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Period EndIf If WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Period EndIf If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then Period = Period - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then Period = Period + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then Period = Period + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 ElsIf WinCountA > WinCountB or StratAvgA > StratAvgB and Mode = 2 Then Period = Period - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 EndIf If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then Period = BestA Else Period = (BestA+BestB)/2 EndIf NIncPos = 1 PIncPos = 1 EndIF Optimize = 0 EndIf // Heuristics Algorithm End //Calculate Fractal once Trendbreak = 0 If Trendbreak = 0 Then //No potential trendbreaks have been identified once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count For i = 0 to 4 Do If high[2] > high[i] Then //look for high fractal with 2 lower highs on either side FracH = FracH + 1 EndIf If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 EndIf Next If FracH = 4 Then //High Fractal Identified If Bear = 0 and Bull = 0 Then Bear = 1 //Initialize first trend direction EndIf FractalH = high[2] //High Fractal Price Level LFractalH = low[2] //Low of High Fractal If Bear = 1 Then FractalP = barindex - 2 //High Fractal Bar Position EndIf ElsIf FracL = 4 Then //Low Fractal Identified If Bear = 0 and Bull = 0 Then Bull = 1 //Initialize first trend direction EndIf FractalL = low[2] //Low Fractal Price Level HFractalL = high[2] //High of Low Fractal If Bull = 1 Then FractalP = barindex - 2 //Low Fractal Bar Position EndIf EndIf FracH = 0 //reset fractal count FracL = 0 //reset fractal count //Calculate trendline using widest angle from extreme of last fractal to curent extreme (Trigonometry Function) If barindex = FractalP + 2 Then //Initialize angle using 1st candle after fractal candle If Bear = 1 Then MaxAngle = Tan(1/(FractalH - high[1])) //Initial value of the angle between the fractal and the last high ElsIf Bull = 1 Then MaxAngle = Tan(1/(low[1]-FractalL)) //Initial value of the angle between the fractal and the last high EndIf EndIf EndIf If Bear = 1 Then //Down trend Height = FractalH - high //Calcululate height between high fractal and high of current bar HeightB = FractalH - close[1] //Calcululate height between high fractal and close of current bar (used to determine trend violation) ElsIf Bull = 1 Then //Up trend Height = Low - FractalL //Calcululate height between low fractal and low of current bar HeightB = close[1] - FractalL //Calcululate height between high fractal and close of current bar (used to determine trend violation) EndIf If barindex > FractalP + 2 Then //If current bar greater than end of fractal set: If Bear = 1 Then //For Down Trend If Trendbreak = 1 and close >= close[1] Then Trendbreak = 2 //Trend violation confirmed, there was a close outside the trend line (close angle > trend) BreakoutP = Barindex //Breakout position OrderLevel = LFractalH + (AverageTrueRange[PERIOD](close)*1.618) //Enter into long position at specified price level PreviousLow = LFractalH //Level to re-initate preious trend ElsIf Trendbreak = 1 and close <= open[1] Then Trendbreak = 0//Trend violation invalidated, latest close did not confirm MaxAngle = TAngle //New max trend as trend break was invalidated EndIf If Trendbreak = 0 and (Tan((barindex-FractalP)/Height) > MaxAngle) and close <= open Then MaxAngle = Tan((barindex-FractalP)/Height) //calculate new max trend if down trend rules are valid ElsIf Trendbreak = 0 and (Tan((barindex-FractalP)/HeightB) > MaxAngle) and close > open Then TrendBreak = 1 //Trend violation potentially present, wait for confirmation on close of next bar TAngle = Tan((barindex-FractalP)/Height) //Save temporary angle to use if trend violation invalidated EndIF ElsIf Bull = 1 Then //For Up Trend If Trendbreak = 1 and close <= close[1] Then Trendbreak = 2 //Trend violation confirmed, there was a close outside the trend line (close angle < trend) BreakoutP = Barindex //Breakout position OrderLevel = HFractalL - (AverageTrueRange[PERIOD](close)*1.618) //Enter into short position at specified price level PreviousHigh = HFractalL //Level to re-initiate previous trend ElsIf Trendbreak = 1 and close >= open[1] Then MaxAngle = TAngle //New max trend as trend break was invalidated Trendbreak = 0 EndIf If Trendbreak = 0 and (Tan((barindex-FractalP)/Height) > MaxAngle) and close >= open Then MaxAngle = Tan((barindex-FractalP)/Height) //calculate new max trend if up trend rules are valid ElsIf Trendbreak = 0 and (Tan((barindex-FractalP)/HeightB) > MaxAngle) and close < open Then TrendBreak = 1 //Trend violation potentially present, wait for confirmation on close of next bar TAngle = Tan((barindex-FractalP)/Height) //Save temporary angle to use if trend violation invalidated EndIf EndIf EndIf If Trendbreak = 2 Then //Trend violation is confirmed: If Bear = 1 and close > PreviousLow Then Buy possize contract at OrderLevel stop ElsIf Bull = 1 and close < PreviousHigh Then Sellshort possize contract at OrderLevel stop EndIf If barindex >= BreakoutP Then If Bear = 1 and longonmarket Then //If position is opened counter last trend, reset variables and initialize new trend Trendbreak = 0 Bear = 0 Bull = 1 optimize = optimize + 1 ElsIf Bear = 1 and close < PreviousLow Then //New trend invalidated and previous trend resumed Trendbreak = 0 ElsIf Bull = 1 and shortonmarket Then //If position is opened counter last trend, reset variables and initialize new trend Trendbreak = 0 Bear = 1 Bull = 0 optimize = optimize + 1 ElsIf Bull = 1 and close > PreviousHigh Then //New trend invalidated and previous trend resumed Trendbreak = 0 EndIf EndIf EndIf //Trade Management (Note that Trend Direction need to be reset with exits's) Deviations = 1.5 periods = 32 PRICE = LOG(customclose) alpha = 2/(PERIODS+1) if barindex < PERIODS then EWMA = AVERAGE[3](PRICE) else EWMA = alpha * PRICE + (1-alpha)*EWMA endif error = PRICE - EWMA dev = SQUARE(error) if barindex < PERIODS+1 then var = dev else var = alpha * dev + (1-alpha) * var endif ESD = SQRT(var) BollU = EXP(EWMA + (DEVIATIONS*ESD)) BollL = EXP(EWMA - (DEVIATIONS*ESD)) RS2 = ROUND(RSI[2](close)) PSH = Highest[100](high)[1] PSL = Lowest[100](low)[1] If longonmarket and ((close[1] > BollU and close < BollU) or (high[1] > BollU and high < BollU) or (close > PSH or close < PSL)) Then LE = 1 ElsIf shortonmarket and ((close[1] < BollL and close > BollL) or (low[1] < BollL and low > BollL) or (close < PSL or close > PSH)) Then SE = 1 EndIf If longonmarket and LE = 1 and RS2 >= 85 and close < BollU Then Sell at market Bear = 0 Bull = 0 optimize = optimize + 1 ElsIf shortonmarket and SE = 1 and RS2 <= 15 and close > BollL Then Exitshort at market Bear = 0 Bull = 0 optimize = optimize + 1 EndIf

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  //------------------------------------------------------------------------- // Code principal : juan final fractal //------------------------------------------------------------------------- //Stategy: Trend Breakout //Author: Juan Jacobs //Market: Neutral //Timezone: UTC +2 //Timeframe: 1Hr but not 'completely' timeframe dependant   Defparam cumulateorders = False defparam preloadbars = 10000 If hour <= 8 or hour >= 22 then //outside market hours possize = 0 If longonmarket Then sell at market Bear = 0 Bull = 0 Trendbreak = 0 optimize = optimize + 1 ElsIf shortonmarket Then exitshort at market Bear = 0 Bull = 0 Trendbreak = 0 optimize = optimize + 1 EndIf Else possize = 1 //position contract size EndIf   // Heuristics Algorithm Start   once period =8 Increment = 1 MaxIncrement = 5 Reps = 7 //Number of bars to use for analysis once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit   If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit   For z = 1 to Reps Do If positionperf(z) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[z] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit   If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Period EndIf   If WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Period EndIf   If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then Period = Period - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then Period = Period + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then Period = Period + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 ElsIf WinCountA > WinCountB or StratAvgA > StratAvgB and Mode = 2 Then Period = Period - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 EndIf   If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then Period = BestA Else Period = (BestA+BestB)/2 EndIf NIncPos = 1 PIncPos = 1 EndIF   Optimize = 0 EndIf   // Heuristics Algorithm End   //Calculate Fractal   once Trendbreak = 0   If Trendbreak = 0 Then //No potential trendbreaks have been identified   once FracH = 0 //initialize fractal count once FracL = 0 //initialize fractal count   For i = 0 to 4 Do If high[2] > high[i] Then //look for high fractal with 2 lower highs on either side FracH = FracH + 1 EndIf If low[2] < low[i] Then //look for low fractal with 2 higher lows on either side FracL = FracL + 1 EndIf Next   If FracH = 4 Then //High Fractal Identified If Bear = 0 and Bull = 0 Then Bear = 1 //Initialize first trend direction EndIf FractalH = high[2] //High Fractal Price Level LFractalH = low[2] //Low of High Fractal If Bear = 1 Then FractalP = barindex - 2 //High Fractal Bar Position EndIf ElsIf FracL = 4 Then //Low Fractal Identified If Bear = 0 and Bull = 0 Then Bull = 1 //Initialize first trend direction EndIf FractalL = low[2] //Low Fractal Price Level HFractalL = high[2] //High of Low Fractal If Bull = 1 Then FractalP = barindex - 2 //Low Fractal Bar Position EndIf EndIf   FracH = 0 //reset fractal count FracL = 0 //reset fractal count   //Calculate trendline using widest angle from extreme of last fractal to curent extreme (Trigonometry Function)   If barindex = FractalP + 2 Then //Initialize angle using 1st candle after fractal candle If Bear = 1 Then MaxAngle = Tan(1/(FractalH - high[1])) //Initial value of the angle between the fractal and the last high ElsIf Bull = 1 Then MaxAngle = Tan(1/(low[1]-FractalL)) //Initial value of the angle between the fractal and the last high EndIf EndIf   EndIf   If Bear = 1 Then //Down trend Height = FractalH - high //Calcululate height between high fractal and high of current bar HeightB = FractalH - close[1] //Calcululate height between high fractal and close of current bar (used to determine trend violation) ElsIf Bull = 1 Then //Up trend Height = Low - FractalL //Calcululate height between low fractal and low of current bar HeightB = close[1] - FractalL //Calcululate height between high fractal and close of current bar (used to determine trend violation) EndIf   If barindex > FractalP + 2 Then //If current bar greater than end of fractal set: If Bear = 1 Then //For Down Trend If Trendbreak = 1 and close >= close[1] Then Trendbreak = 2 //Trend violation confirmed, there was a close outside the trend line (close angle > trend) BreakoutP = Barindex //Breakout position OrderLevel = LFractalH + (AverageTrueRange[PERIOD](close)*1.618) //Enter into long position at specified price level PreviousLow = LFractalH //Level to re-initate preious trend ElsIf Trendbreak = 1 and close <= open[1] Then Trendbreak = 0//Trend violation invalidated, latest close did not confirm MaxAngle = TAngle //New max trend as trend break was invalidated EndIf If Trendbreak = 0 and (Tan((barindex-FractalP)/Height) > MaxAngle) and close <= open Then MaxAngle = Tan((barindex-FractalP)/Height) //calculate new max trend if down trend rules are valid ElsIf Trendbreak = 0 and (Tan((barindex-FractalP)/HeightB) > MaxAngle) and close > open Then TrendBreak = 1 //Trend violation potentially present, wait for confirmation on close of next bar TAngle = Tan((barindex-FractalP)/Height) //Save temporary angle to use if trend violation invalidated EndIF ElsIf Bull = 1 Then //For Up Trend If Trendbreak = 1 and close <= close[1] Then Trendbreak = 2 //Trend violation confirmed, there was a close outside the trend line (close angle < trend) BreakoutP = Barindex //Breakout position OrderLevel = HFractalL - (AverageTrueRange[PERIOD](close)*1.618) //Enter into short position at specified price level PreviousHigh = HFractalL //Level to re-initiate previous trend ElsIf Trendbreak = 1 and close >= open[1] Then MaxAngle = TAngle //New max trend as trend break was invalidated Trendbreak = 0 EndIf If Trendbreak = 0 and (Tan((barindex-FractalP)/Height) > MaxAngle) and close >= open Then MaxAngle = Tan((barindex-FractalP)/Height) //calculate new max trend if up trend rules are valid ElsIf Trendbreak = 0 and (Tan((barindex-FractalP)/HeightB) > MaxAngle) and close < open Then TrendBreak = 1 //Trend violation potentially present, wait for confirmation on close of next bar TAngle = Tan((barindex-FractalP)/Height) //Save temporary angle to use if trend violation invalidated EndIf EndIf EndIf   If Trendbreak = 2 Then //Trend violation is confirmed:   If Bear = 1 and close > PreviousLow Then Buy possize contract at OrderLevel stop ElsIf Bull = 1 and close < PreviousHigh Then Sellshort possize contract at OrderLevel stop EndIf   If barindex >= BreakoutP Then If Bear = 1 and longonmarket Then //If position is opened counter last trend, reset variables and initialize new trend Trendbreak = 0 Bear = 0 Bull = 1 optimize = optimize + 1 ElsIf Bear = 1 and close < PreviousLow Then //New trend invalidated and previous trend resumed Trendbreak = 0 ElsIf Bull = 1 and shortonmarket Then //If position is opened counter last trend, reset variables and initialize new trend Trendbreak = 0 Bear = 1 Bull = 0 optimize = optimize + 1 ElsIf Bull = 1 and close > PreviousHigh Then //New trend invalidated and previous trend resumed Trendbreak = 0 EndIf EndIf EndIf   //Trade Management (Note that Trend Direction need to be reset with exits's)   Deviations = 1.5 periods = 32   PRICE = LOG(customclose) alpha = 2/(PERIODS+1)   if barindex < PERIODS then EWMA = AVERAGE[3](PRICE) else EWMA = alpha * PRICE + (1-alpha)*EWMA endif   error = PRICE - EWMA dev = SQUARE(error) if barindex < PERIODS+1 then var = dev else var = alpha * dev + (1-alpha) * var endif ESD = SQRT(var)   BollU = EXP(EWMA + (DEVIATIONS*ESD)) BollL = EXP(EWMA - (DEVIATIONS*ESD))   RS2 = ROUND(RSI[2](close))   PSH = Highest[100](high)[1] PSL = Lowest[100](low)[1]   If longonmarket and ((close[1] > BollU and close < BollU) or (high[1] > BollU and high < BollU) or (close > PSH or close < PSL)) Then LE = 1 ElsIf shortonmarket and ((close[1] < BollL and close > BollL) or (low[1] < BollL and low > BollL) or (close < PSL or close > PSH)) Then SE = 1 EndIf   If longonmarket and LE = 1 and RS2 >= 85 and close < BollU Then Sell at market Bear = 0 Bull = 0 optimize = optimize + 1 ElsIf shortonmarket and SE = 1 and RS2 <= 15 and close > BollL Then Exitshort at market Bear = 0 Bull = 0 optimize = optimize + 1 EndIf

   

  

  saccucci

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  07/28/2021 at 10:30 AM #174281
  saccucci

  Re bonjour

   

  je pensais avoir inséré le code dans  “prt insert code”.Désolé mais  ce logo n’est plus dans la barre outil ??

   

   

  cdt

  jp

  1

  

  saccucci

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  07/28/2021 at 5:07 PM #174303
  JC_Bywan

  Bonsoir, Nicolas n’est pas disponible, pour débugguer une div par zéro si on ne la trouve pas facilement, on peut se transformer sa stratégie en indicateur, identifier les dénominateurs de toutes les divisions faites, et les mettre dans des variables retournées dans la ligne return de l’indicateur. Quand tu tombes visuellement sur l’une d’entre elle à zéro, tu en conclus la modif à faire selon le cas.

  Nicolas est au courant qu’il y a effectivement un bug avec le bouton “insert PRT code” parfois disparu. Je reformate le code ci-dessus. En attendant que le bug soit résolu, si avant de taper son message on voit que le bouton est absent, on peut faire un CTRL+touche F5 qui devrait le faire revenir (et si on a commencé un message et qu’on ne veut pas le perdre, penser à le copier quelque part ailleurs dans un word ou un bloc-note, car ctrl+f5 va obliger à recommencer le message à zéro).

  1 user thanked author for this post.

  

  JC_Bywan

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  07/28/2021 at 6:08 PM #174306
  saccucci

  Merci pour votre réponse

  bonne fin de journée

  cdt

  jp saccucci

  

  saccucci

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  08/28/2021 at 6:52 PM #176424
  vschmitt

  Bonjour @saccucci,

  le mieux est d’utiliser l’instruction GRAPH pour afficher la valeur des variables utilisées comme dénominateur et/ou le résultat des calculs entre parenthèses.

  Sinon, une autre possibilité serait d’ajouter un très petit nombre au dénominateur de chaque division, par exemple 0.0000001. Cela vous garantirait de ne plus avoir cette erreur mais cela pourrait changer le comportement du robot…

  Finalement la question serait : est-il normal de vous retrouver avec un zéro au dénominateur ? Il y a peut-être un problème de conception dans votre algo ? ou quelque chose à revoir ?

  

  vschmitt

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