ActiveTrader 2013-06 | Trendline Bounces fails in MSB mode
Author: LenMoz
Creation Date: 4/6/2014 1:47 PM
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LenMoz

#1
I downloaded "ActiveTrader 2013-06 | Trendline Bounces". It works in single symbol mode, but consistently fails in Multi-symbol mode. I get an error, "Error processing symbol MSFT Object reference not set to an instance of an object." The symbol, MSFT in this case, is always the last symbol of the portfolio. This occurs even in a portfolio having only one symbol.

The error seems to occur at the end of the data gather phase. No trades result.

"Benchmark Buy & Hold" is unchecked.

(Using Fidelity 6.6.13.0 64-bit Edition)
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Cone

#2
Thanks for creating the topic.

When snapping images for the ActiveTrader article I added the following snippet near the beginning of the Execute method in order to optimize/center the chart image for a particular trade discussed in the article. Since the ChartStyle object isn't available in MSB mode, it throws the error. You can simply delete these lines of code that serve no purpose for the strategy.
CODE:
Please log in to see this code.

Since you alerted me to this problem, I republished the Strategy without this snippet and I also commented out a PrintDebug statement or two.
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LenMoz

#3
Thanks, it works now,,, but... (always a "but" with me, huh?)

1. After hours of trying, I can't find any parameters that provide good results for S&P 100 or Wealth-Lab 100. Can you narrow down the ranges?

2. Since probably "off-topic", I may start another topic, but I'll ask here first. I've optimized the strategy against S&P 100 and Wealth-Lab 100 with rather poor results(Ex. APR -.04% vs. BH 8.21%). The strategy doesn't set LastPosition.Priority so every run is different when using the "Percent Of Equity" PosSizer. I even tried optimizing in Raw Profit mode with similar poor results. So the off-topic question... I can't find any documentation on the relationship between optimizing and the effect of the PosSizer. Is there any? If it matters, and it may, I was using the genetic optimizer. You probably know (others may not) that the strategy PosSizer, as downloaded, is set for: Scale=Weekly, Data Range=15 years, Position Size=10% Equity.
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Eugene

#4
QUOTE:
the relationship between optimizing and the effect of the PosSizer.

What do you mean?
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Cone

#5
QUOTE:
...the strategy PosSizer, as downloaded, is set for: Scale=Weekly, Data Range=15 years, Position Size=10% Equity.

Of course. These and other settings are according to the rules used for the ActiveTrader article and are given in the Strategy Description. Results were mixed,

I do not promote trading this Strategy "as is" or even say that it's a good strategy. It was created to backtest an idea - and it gives everyone an idea of how complex the task is to backtest trendlines. (Try to find a published, backtestable trendline strategy in another retail TA platform. I could not.) I would only suggest that you can apply the ideas used in this Strategy in combination with other indicators, filters, and ideas to form your own trading strategy.
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LenMoz

#6
Eugene's question at #4 answered in topic, "PosSizer Effect On Optimization."
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