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mad_max

Hello!
Last couple of days was run strategy remotely but every time when strategy suppose to open position - it won't open. Looking in "Strategy process log" there is couple of errors which I can't understand because my java knowledge is zero. This is errors in strategy log:

ERROR 04.02.2016 00:00:06 java.lang.NullPointerException @ com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.If_block_29(SMzdusd1D_v3.java:558)
ERROR 04.02.2016 00:00:06 at java.lang.Thread.run(Thread.java:745)
ERROR 04.02.2016 00:00:06 at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926)
ERROR 04.02.2016 00:00:06 at com.dukascopy.api.impl.execution.TaskOnBar.call(TaskOnBar.java:63)
ERROR 04.02.2016 00:00:06 at com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.onBar(SMzdusd1D_v3.java:190)
ERROR 04.02.2016 00:00:06 at com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.If_block_10(SMzdusd1D_v3.java:228)
ERROR 04.02.2016 00:00:06 at com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.MACD_block_15(SMzdusd1D_v3.java:346)
ERROR 04.02.2016 00:00:06 at com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.If_block_17(SMzdusd1D_v3.java:397)
ERROR 04.02.2016 00:00:06 at com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.If_block_29(SMzdusd1D_v3.java:558)
ERROR 04.02.2016 00:00:06 java.lang.NullPointerException @ com.dukascopy.visualforex.mad_max.SMzdusd1D_v3.If_block_29(SMzdusd1D_v3.java:558)

Maybe someone could explain to me where is the problem in my strategy?
Have another strategy running in remote with exactly same logic but with different pairs and it is on trade state!?
Default period is 1day.

amine_chourou

Hi,

I still did not manage to reproduce the issue systematically but I noticed some random inconsistencies and I still need to check that .. meanwhile I made couple of modifications to your strategy, please test it and let me know

Cheers

mad_max

Thank you for your desire to help.
I initiated a strategy on historical test and everything works OK (same as my previous version v3). I noticed that the trade blocks missing variable for the position (in the picture), so I guess I should put it. Or maybe not?
I will put your strategy on Monday to the remote server, and we will see whether to open trade at the beginning of Tuesday or early on another day. I will inform you whether the strategy given log errors. I think it would be most relevant.
Best regards!

amine_chourou

Hi,

You don't need to add the position variable to the open@market blocks. Why ?
Because the position viewer will handle the job of collecting any information related to open positions (manually or automated ones) and will save these information into "SMzdus" variable.

Looking forward..

Cheers

mad_max

Greeting,
considering that they have not met the requirements in the "basic" strategy V4 you set, I modified it and put it on the remote two strategies for currency pairs AUD / NZD and AUD / CAD with the same logic inputs and outputs of trading. Now there are no more errors from the remote log and strategies initiated trading on the begining of a new day as planned. However, now it happens that the strategy closes trends beginning of a new day, although there are no conditions for exit (SAR< candle0 in this case). I tested both strategies historically, and it is working fine. Strategy process for the log entry:
INFO 02.11.2016 00:00:04 Order FILLED at 0.98879 (# 247752492 SELL 0.001 mil. AUD / CAD @ MKT MAX slippage 0.0005) - Position # 60839157
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752497 TAKE PROFIT BUY 0.001 mil. AUD / CAD @ LIMIT 0.93915 ASK IF <= 0.93915 - Position # 60839157
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752495 STOP LOSS ORDER 0.001 mil. AUD / CAD @ MKT IF ASK => 1.01415 - Position # 60839157
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752492 SELL 0.001 mil. AUD / CAD @ MKT MAX slippage 0.0005 - Position # 60839157
INFO 02.11.2016 00:00:03 Order FILLED at 1.06259 (# 247752480 SELL 0.001 mil. AUD / NZD MKT @ MAX slippage 0.0005) - Position # 60839155
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752482 TAKE PROFIT BUY 0.001 mil. AUD / NZD @ LIMIT 1.03301 ASK IF <= 1.03301 - Position # 60839155
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752481 STOP LOSS ORDER 0.001 mil. AUD / NZD @ MKT IF ASK => 1.08801 - Position # 60839155
INFO 02.11.2016 00:00:03 Order ACCEPTED: # 247752480 SELL 0.001 mil. AUD / NZD MKT @ MAX slippage 0.0005 - Position # 60839155
INFO 02.11.2016 00:00:00 Order SELL 1000 AUD / NZD @ MKT is sent at 11/02/2016 00: 00: 00,813 GMT by the strategy "SMaudnzd1D_V4": from the remote server
Strategy process log for exit:
INFO 02.12.2016 00:00:01 Order FILLED at 0.99171 (# 248069605 BUY 0.001 mil. AUD / CAD @ MKT MAX slippage 0.0005) - Position # 60839157
INFO 02.12.2016 00:00:00 Order FILLED at 1.06172 (# 248069604 BUY 0.001 mil. AUD / NZD MKT @ MAX slippage 0.0005) - Position # 60839155
INFO 02.12.2016 00:00:00 Order ACCEPTED: # 248069605 BUY 0.001 mil. AUD / CAD @ MKT MAX slippage 0.0005 - Position # 60839157
INFO 02.12.2016 00:00:00 Order ACCEPTED: # 248069604 BUY 0.001 mil. AUD / NZD MKT @ MAX slippage 0.0005 - Position # 60839155
Pictures from the platform:

An apology for the lengthy post!
Regards!

mad_max

And this is two strategies running on remote.

mad_max

I hope that this will not be treated as spam.
I noticed that I was in an earlier post incorrectly wrote one sentence that changes the meaning of the post.

mad_max wrote:

However, now it happens that the strategy closes trends beginning of a new day, although there are no conditions for exit (SAR< candle0 in this case).

Should be: However, now it happens that the strategy closes trades beginning of at new day, although there are no conditions for exit. SAR was above new candle, not bellow, so trend is down and trades should continue until SAR will be bellow candle. Can you tell me what causing close trades?
Regards

amine_chourou

Hi,
Thanks for the clarifications, as you can see this is not considered as a spam

Quote:

considering that they have not met the requirements in the "basic" strategy V4 you set

Let me clarify: We're not developing ready-made strategies for users based on their requirements, we're simply helping in such process and the overall strategy performance, specification, requirements and testing should be 100% on the user's side.
This said, I see that your SAR indicator is used with shift = 0 this means that the current value of the SAR is fluctuating when the new candle starts. This may led to some cases, as you pointed out, where when the candle started the SAR value was below the candle (but not yet getting its final output), thus the position is closed. To avoid such cased, I recommend you to work with completed SAR output suing shift "1".

Cheers

mad_max

Hello Amine,

amine_chourou wrote:

Hi,
Thanks for the clarifications, as you can see this is not considered as a spam

Quote:

considering that they have not met the requirements in the "basic" strategy V4 you set

Let me clarify: We're not developing ready-made strategies for users based on their requirements, we're simply helping in such process and the overall strategy performance, specification, requirements and testing should be 100% on the user's side.
This said, I see that your SAR indicator is used with shift = 0 this means that the current value of the SAR is fluctuating when the new candle starts. This may led to some cases, as you pointed out, where when the candle started the SAR value was below the candle (but not yet getting its final output), thus the position is closed. To avoid such cased, I recommend you to work with completed SAR output suing shift "1".
Cheers

As You probably noticed, modified strategies are same as yours. I only change currency pairs because NZD/USD wont be triggered because no open conditions are met and I wanted to see if strategy give any errors.
You get me pointed in right directions about SAR because didn't thinking of fluctuating values when new candle starts. I changed and now works fine.
Thanks again!
Regards