PRT goes against rulesIF NOT LongOnMarket AND LongCondition AND belowred = 1 TH?

• 04/05/2016 at 7:26 AM #4869
  Jerry

  Hi guys,

  I’ve found a very interesting “bug”. For some reason it seems that PRT sometimes ignores a very important condition and goes for it anyway. In my code I have this:

  IF NOT LongOnMarket AND LongCondition AND belowred = 1 THEN

  1	IF NOT LongOnMarket AND LongCondition AND belowred = 1 THEN

  Notice the “belowred = 1”. That’s my on/off trigger for buy, if it’s 0 then no go. Once i’m in the market it goes to zero and waits for a specific condition to switch back on. That works like a charm.

  However, PRT ignores it and takes a trade I don’t want! Look at the attached image. That IF statement is the only place in the code where a buy order is issued… Anyone else have this kind of hick-ups? Errors like this is very costly and if this is a true PRT error it is very serious.

  

  Jerry

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  04/05/2016 at 8:45 AM #4874
  Nicolas

  Hello, the other trades I see on your chart were also launched on a 0 condition. It’s difficult to help you more with no code at all 😀

  

  Nicolas

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  04/05/2016 at 8:54 AM #4875
  Jerry

  Arn’t those just a result of lag? Here is the full code (a bit messy though):

  //Conditions för long re-entry ONCE belowred = 1 IF belowred = 0 AND low< MAH10 AND NOT LongOnMarket THEN belowred = 1 ENDIF // Conditions to enter long positions MAL8 = Average[8](low) MAH10 = Average[10](high) William = WilliamsAccumDistr(close) WilliamMA = Average[57](William) LongCondition = low[1] > MAH10 AND open > MAH10 AND MAH10>MAL8 AND William>WilliamMA IF NOT LongOnMarket AND LongCondition AND belowred = 1 THEN BUY 100 CONTRACTS AT MARKET profittake = high+((high-low)*2) belowred = 0 ENDIF graph belowred // Conditions to exit long positions If LongOnMarket AND open>profittake THEN SELL AT MARKET ENDIF //SL om hamnar under blå (MAL8) If LongOnMarket AND close<MAL8 THEN SELL AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36

  //Conditions för long re-entry ONCE belowred = 1   IF belowred = 0 AND low< MAH10 AND NOT LongOnMarket THEN belowred = 1 ENDIF   // Conditions to enter long positions MAL8 = Average[8](low) MAH10 = Average[10](high)   William = WilliamsAccumDistr(close) WilliamMA = Average[57](William)   LongCondition = low[1] > MAH10 AND open > MAH10 AND MAH10>MAL8 AND William>WilliamMA     IF NOT LongOnMarket AND LongCondition AND belowred = 1 THEN BUY 100 CONTRACTS AT MARKET profittake = high+((high-low)*2) belowred = 0 ENDIF   graph belowred     // Conditions to exit long positions If LongOnMarket AND open>profittake THEN SELL AT MARKET ENDIF   //SL om hamnar under blå (MAL8) If LongOnMarket AND close<MAL8 THEN SELL AT MARKET   ENDIF

   

  

  Jerry

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  04/05/2016 at 10:14 AM #4878
  Nicolas

  Can you tell me what instrument and timeframe please?

  Please test again with this instruction in the first line :

  defparam preloadbars = 0

  1	defparam preloadbars = 0

   

   

  

  Nicolas

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  04/05/2016 at 10:22 AM #4880
  Jerry

  Im running daily on any stock. Preloadbars didn’t work, see attached result.

  

  Jerry

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  04/05/2016 at 10:54 AM #4883
  Nicolas

  For me everything is working well. Your GRAPH instruction draw your “belowred” variable that is reset to 0 each time you take a trade on line 21. That’s why you may think that PRT take the trade in “inverted” mode despite of this variable value.

  

  Nicolas

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  04/05/2016 at 7:11 PM #4900
  Jerry

   

  Hi Nicolas,

  Yeah I got it now, belowred goes on, trade is made and it goes off all in the same bar – thus it is “invisible” at that entry. Great, many thanks for your help!

  

  Jerry

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  04/07/2016 at 9:17 AM #4996
  Jerry

  Hi,

  I’m still having a bit of trouble figuring this one out (this time it’s a reverse problem). Obvious entry is missed completely or severely delayed. Kindly look at the attached image, there should be an entry at X:

  LongCondition = low[1] > MAH10 AND open > MAH10 <code class=" language-prorealtime"><span class="token keyword">AND</span> MAH10<span class="token operator">></span>MAL8 </code><code class="language-prorealtime">AND William>WilliamMA

  1	LongCondition = low[1] > MAH10 AND open > MAH10 <code class=" language-prorealtime"><span class="token keyword">AND</span> MAH10<span class="token operator">></span>MAL8 </code><code class="language-prorealtime">AND William>WilliamMA

  • Bar before above red line? Check.
  • Open above red line? Check.
  • Red line above blue line? Check.
  • William above Williams MA? Check.
  • belowred = 1? Check.

  Yet no entry at all…

   

  Now let’s have a look at Y:

  Same conditions as above, all check. Yet the entry is at 5th bar!

   

  Is it possible that “AT MARKET” sometimes fail or is greatly delayed? Or am I missing something here?

  

  Jerry

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