Variable inside IF-function gets set when condition not fulfilled

• 02/20/2017 at 12:11 PM #25731
  Wilko

  Hello all,

  I appreciate any help with the following. Disregarding the logic of the buying (which is here only for illustrative purposes), I have in the below code three different IF-clauses. The effect I want to achieve is that when one the clauses is fulfilled and a position is entered, it won’t be filled a second time, at least not before it has been sold. But this method doesn’t seem work in PRT. If I run this on any asset intraday, the code doesn’t take any positions at all. If I GRAPH the varible values, I see that SL1, SL2 and SL3 are set to 1 throughout the backtest-period from the first bar. It beats me what’s going on. Any ideas?

  ONCE SL1 = 0 ONCE SL2 = 0 ONCE SL3 = 0 MaxPos = 3 IF CountOfLongShares<MaxPos AND close>close[1] + 10 AND SL1 = 0 THEN BUY 1 CONTRACT AT MARKET SL1 = 1 ENDIF IF CountOfLongShares<MaxPos AND close>close[1]+20 AND SL2 = 0 THEN BUY 1 CONTRACT AT MARKET SL2 = 1 ENDIF IF CountOfLongShares<MaxPos AND close>close[1]+30 AND SL3 = 0 THEN BUY 1 CONTRACT AT MARKET SL3 = 1 ENDIF IF LongOnMarket AND BarIndex = TradeIndex + 5 THEN SELL AT MARKET SL1 = 0 SL2 = 0 SL3 = 0 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 37 38 39 40 41 42 43

  ONCE SL1 = 0   ONCE SL2 = 0   ONCE SL3 = 0   MaxPos = 3   IF CountOfLongShares<MaxPos AND close>close[1] + 10 AND SL1 = 0 THEN   BUY 1 CONTRACT AT MARKET   SL1 = 1   ENDIF   IF CountOfLongShares<MaxPos AND close>close[1]+20 AND SL2 = 0 THEN   BUY 1 CONTRACT AT MARKET   SL2 = 1   ENDIF   IF CountOfLongShares<MaxPos AND close>close[1]+30 AND SL3 = 0 THEN   BUY 1 CONTRACT AT MARKET   SL3 = 1   ENDIF   IF LongOnMarket AND BarIndex = TradeIndex + 5 THEN   SELL AT MARKET   SL1 = 0   SL2 = 0   SL3 = 0   ENDIF

   

  

  Wilko

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  02/23/2017 at 1:27 PM #26132
  Nicolas

  Try to defparam preloabars to zero to see if it fix the issue.

  

  Nicolas

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  02/23/2017 at 3:52 PM #26165
  robertogozzi

  The line

  close>close[1] + 10

  1	close>close[1] + 10

  probably won’t behave as you want, since you are adding 10 to much lower values which results in a huge number, Say you are buying EurUsd and the CLOSE price il 1.0523, adding 10 to it produces 11.0523, which will NEVER be true!
  Try using PIPSIZE to sort it out, as follows:

  close > (close[1] + (10 * pipsize))

  1	close > (close[1] + (10 * pipsize))

   

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  robertogozzi

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