Trading the 5 Min Bar

Forums ProRealTime English forum ProOrder support Trading the 5 Min Bar

Viewing 15 posts - 31 through 45 (of 67 total)
  • #41295

    Finally the last strategy, Strategy #3 of group 3, along with the 3 indicators:

    ElSMA indicator:

    RVI indicator:

    KLINGER oscillator:

    This strategy is not performing like the first two in the group.

    Any suggestion for improvements is highly welcome!

     

     

     

     

    #41300

    Performance attached.

    #41303

    Wow busy again Roberto! Looks good, I’ll try it out later, thank you for sharing.

    I’m ‘licking my wounds’ at the mo as I got on the wrong side of the DAX rout today and I let it run thinking the price drop would pull back! 🙁

    Cheers
    GraHal

    #41304

    Sorry to hear that!

    That’s why I am spending time and efforts on automated trading, I fear my mind… I’ve experienced your same situation several times before and want to find a way to skip over emotions.

    I am just demoing some strategies, some not good, some seem good, but I am waiting for a better engine from PRT, multi timeframe and more data and speed for backtests!

    Roberto

    2 users thanked author for this post.
    #41318

    I just read the whole thread, great work Roberto! How can I help? I read about a zero divide problem? What is the code involved?

    #41330

    Hello Nicolas, welcome back. Hope you enjoyed your leave!

    The code is the one posted here https://www.prorealcode.com/topic/trading-the-5-min-bar/#post-40790

    it uses the Money Flow Index, which I had never used before. When added to a chart it behaves correctly, within the limits (80 – 20), but when referenced in a strategy its values yields odd results, ranging from, say, +20000 to -10000.

    Also, at night the strategy has been always closed due to “divide by zero” error.

    At that point I, and GraHal, did not know what to do. I found an alternate MFI, the Twiggs MFI (post https://www.prorealcode.com/topic/trading-the-5-min-bar/page/2/#post-41060), which has no divide by zero issues and returns very different values.

    The strategy works, but I fear that is not what the original strategy is all about (strategy #2 of group 3 from post https://www.prorealcode.com/topic/trading-the-5-min-bar/#post-40591).

    #41331

    We would like to know about your experience with Money Flow Index, why the “divide by zero” error was returned and what is the difference between the built-in Money Flow Index and the Twiggs MFI I used.

    As for the other two strategies posted, there are being demoed with no error.

    Thank you.

    #41356

    I think it’s because MFI use Volumes in its calculation and no Volumes are sent on DAX before Futures contracts open. So you should restrain the use of the indicator in periods where Volume>0.

     

    #41371

    You mean this way:

    ?

    In this case BARS outside that time range ARE not evaluated by ProOrder?

    Because if they are evaluated nonetheless, so will be the oscillator and the outcome wouldn’t change!!!

     

    #42168

    HI Roberto seems an  interest code

    Do you using just in real account ?

    Regards .

    #42169

    Sorry I’am referring  to Stochastic+RSI+TEMA  on DAX 5min  the first strategy in the post

    #42173

    No JR1976, I’ll run it in my demo account till the end of the year!

    Roberto

    1 user thanked author for this post.
    #58568

    I’m back on this @robertogozzi

    What is your opinion now (after saying) … I’ll run it in my demo account till the end of the year!

    I got the divide by zero error yesterday (again) … did we ever get a cure to the issue? Do you still get the divide by zero issue?

    What version code incorporates the fix (if any?) please?

    Many Thanks
    GraHal

    #58575

    Mods please could you move this Topic to the ProOrder Support Forum?

    After Roberto kind help the emphasis turned more onto a coded Strat  …  I’m glad to say! 🙂

    #58578

    I was getting a ‘divide by zero’ error in one of my strategies the other day and so just threw in a quick fix which seems to have done the job. Just turn the offending variable into something close to zero that is not zero.

     

    1 user thanked author for this post.
Viewing 15 posts - 31 through 45 (of 67 total)

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