Trading system automatically stopped
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I might be speaking too soon, but I changed so SP = 2 and it has not been Rejected (yet!).
1SP = 1 // Stochastic Period1 user thanked author for this post.
I might be speaking too soon
Still no Rejection after 16 mins so SP = 1 looks like the problem?
I’ll keep monitoring and report back.
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Rejected again but it took nearly 1 hour this time!
Well weird??
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I’ll like to help but I do not see anything in the code that would suggest this behavior. But please test these, in the same order:
- restrain the whole code to a time condition: if time>=010000 and time<073000 then …. YOUR CODE …. endif
- use a period of more than just 1 period for the calculation of the stochastic (variable SP)
- Did you try on a 5-minutes timeframe? (I know it is not the desired TF, but ..)
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SP = 2 on 1 min TF stopped again but it took about 3 hours this time (1 hour last time).
SP = 1 on 5 min TF got stopped, but it took about 3 hours.
SP =10 on 1 min TF is still running after 3 hours.
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I’ve incorporated the changes you mention above and set that version going so we can compare!
Sleep Well! 🙂
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All versions stopped except SP = 10.
In backtest SP = 10 makes zero / 0 Profit (due to zero Trades over 100k bars).
Why is the SP = 10 System the only System (out of our trials) that does not get stopped??
No entries for any stoppages under Rejected / Cancelled in the Orders List.
Stopped error message is attached. All my versions stopped have DEFPARAM PreLoadbars = 10000.
Point to Note:
Stoppages occur outside of trading hours (see numerous evidence in comments above) so it is not when a System tries to execute a trade that the System is stopped.
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JASS and I have tried numerous versions, so for reference … below is the only code version that has NOT been stopped.
The version below has been running since 14:37 yesterday 6 Jan 20.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150//-------------------------------------------------------------------------// Main code : A107 Pullback Rev JPN 1M v04//-------------------------------------------------------------------------//https://www.prorealcode.com/topic/trading-system-automatically-stopped/#post-115990//**********************************************************************************// Title: A107 Pullback Rev JPN 1M v04// Chart: JAPAN225 / NIKKEI 1M// Note: Exploiting one bar pullbacks in steep trending market//**********************************************************************************DEFPARAM CumulateOrders = TrueDEFPARAM PreLoadBars = 10000DEFPARAM FLATBEFORE = 000000DEFPARAM FLATAFTER = 063000//**********************************************************************************// Variables//**********************************************************************************PositionSize = 1tp = 138 // Target profitsl = 28 // Stop lossEMAp1 = 34EMAp2 = 29EMAp4 = 41SMAp2 = 40SP = 10 // Stochastic Periodv10 = 10 // Stochastic lower linev90 = 94 // Stochastic upper lineemadiff = 1.95 // EMA difference to ensure steep trendMOMp = 51 // Momentum periodMOMLv = 40 // Momentum long valueMOMSv = -100 // Momentum short valuePBLp = 25 // Power bar long periodPBSp = 25 // Power bar short periodPBLv = 12 // Power bar long valuePBSv = 33 // Power bar short valueLBL = 20 // Large bar longLBS = 15 // Large bar shortCOSH = 4 // Count of shares//**********************************************************************************// Indicators and Math//**********************************************************************************// StochasticC = CloseHH = Highest[SP](high)LL = Lowest[SP](low)K = ((C-LL)/(HH-LL))*100// EMAc01 = exponentialaverage[EMAp1](close)// Momentumc03 = momentum[MOMp](close)// SMAc04 = average[SMAp2](close)// Power bar long - no powerbar for the last PBLp number of periods before entryPBL = close - openIF highest[PBLp](PBL) < PBLv THENc13 = 1elsec13 = 0ENDIF// Power bar short - no powerbar for the last PBSp number of periods before entryPBS = open - closeIF highest[PBSp](PBS) < PBSv THENc33 = 1elsec33 = 0ENDIFc05 = abs(c01[0]-c01[1]) > emadiffc06 = exponentialaverage[EMAp2](((2*close)+open)/3)c07 = exponentialaverage[EMAp4](((2*close)+open)/3)//**********************************************************************************// Entry/exit conditions//**********************************************************************************// Enter long conditionsc10 = c01[1] > c01[2]c11 = countoflongshares < COSHc12 = c03 > MOMLvc14 = K[0] < v10// Exit long conditionsc20 = c04[0] < c04[1]c21 = close[0]-open[0] > LBLc22 = c06[0] < c06[1]// Enter short conditionsc30 = c01[1] < c01[2]c31 = countofshortshares < COSHc32 = c03 < MOMSvc34 = K[0] > v90// Exit short conditionsc40 = c04[0] > c04[1]c41 = open[0]-close[0] > LBSc42 = c07[0] > c07[1]//**********************************************************************************// Enter Long//**********************************************************************************if c05 and c10 and c11 and c12 and c13 = 1 and c14 thenbuy PositionSize contract at marketendif//**********************************************************************************// Exit Long//**********************************************************************************if longonmarket and (c20 or c21 or c22) thensell at marketendif//**********************************************************************************// Enter Short//**********************************************************************************if c05 and c30 and c31 and c32 and c33 = 1 and c34 thensellshort PositionSize contract at marketendif//**********************************************************************************// Exit Short//**********************************************************************************if shortonmarket and (c40 or c41 or c42) thenexitshort at marketendif//**********************************************************************************// Stops and Targets//**********************************************************************************set stop ploss slset target pprofit tp//GRAPH ((C-LL)/(HH-LL))*1001 user thanked author for this post.
Ok, so my conclusion goes for the stochastic period, that must be superior to 1. If there is no bar (or “phantom bar”), the 1 period calculation leads to a division by zero at line 50.
You could also try this version of the calculation, it should also work with a 1-period:
1K = ((C-LL)/max(pointsize,(HH-LL)))*100JASS got rid of the stochastic and it was still stopped, but maybe he still ended up with a divide by zero error (if no bar or phantom bar) with his amended code. See his post here …
https://www.prorealcode.com/topic/trading-system-automatically-stopped/page/2/#post-116086
I will try your code Nicolas thank you.
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Over 2.5 hours … so far so good using Nicolas code!
The no bar / phantom bar causing a divide by zero error would account for the Rejection / Stop being random … due to a no bar occurrence being random!
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I moved the topic into the ProOrder section, it is now more related to automated trading coding than a platform issue.
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