What is the cause of the “No Data” error when backtesting in Trading View a strategy written in Pine Script?

Question

I've put together a strategy that enters long if the price crosses over a 5 fractal(top and bottom) middle average line and closes long when price crosses under a 5 top fractal average line.

The strategy goes short when price crosses under the middle average line and closes short when price crosses over the 5 bottom fractal average line.

Im currently getting the no data error. Can someone please help me decipher the problem with my code?

strategy(title="Fractal Breakout Strategy", shorttitle="Fractal Breakout Long", overlay=true)
    
LookBack = input(title="Periods", defval=5, minval=1, maxval=10, type=input.integer)

th = high[2]>high[1] and high[2]>high and high[2]>high[3] and high[2]>high[4] ? -1 : 0

bl = low[2]<low[1] and low[2]<low and low[2]<low[3] and low[2]<low[4] ? 1 : 0

tot = th + bl
pl = abs(tot)>=1 ? 1 : 0

// plotarrow(pl==1 ? tot : na,colorup=green,colordown=red,offset=-2,maxheight=10)

lowline = (valuewhen(tot==1, low[2], 0) + (LookBack>1 ? valuewhen(tot==1, low[2], 1) : 0) + (LookBack>2 ? valuewhen(tot==1, low[2], 2) : 0) + (LookBack>3 ? valuewhen(tot==1, low[2], 3) : 0) + (LookBack>4 ? valuewhen(tot==1, low[2], 4) : 0) + (LookBack>5 ? valuewhen(tot==1, low[2], 5) : 0) + (LookBack>6 ? valuewhen(tot==1, low[2], 6) : 0) + (LookBack>7 ? valuewhen(tot==1, low[2], 7) : 0) + (LookBack>8 ? valuewhen(tot==1, low[2], 8) : 0) + (LookBack>9 ? valuewhen(tot==1, low[2], 9) : 0) /LookBack)

highline = (valuewhen(tot==-1, high[2], 0) + (LookBack>1 ? valuewhen(tot==-1, high[2], 1) : 0) + (LookBack>2 ? valuewhen(tot==-1, high[2], 2) : 0) + (LookBack>3 ? valuewhen(tot==-1, high[2], 3) : 0) + (LookBack>4 ? valuewhen(tot==-1, high[2], 4) : 0) + (LookBack>5 ? valuewhen(tot==-1, high[2], 5) : 0) + (LookBack>6 ? valuewhen(tot==-1, high[2], 6) : 0) + (LookBack>7 ? valuewhen(tot==-1, high[2], 7) : 0) + (LookBack>8 ? valuewhen(tot==-1, high[2], 8) : 0) + (LookBack>9 ? valuewhen(tot==-1, high[2], 9) : 0))/LookBack

MidLine = (highline+lowline)/2

// Risk management
inpTakeProfit   = input(defval = 1000, title = "Take Profit", minval = 0)
inpStopLoss     = input(defval = 200, title = "Stop Loss", minval = 0)
inpTrailStop    = input(defval = 200, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)

// === RISK MANAGEMENT VALUE PREP ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

Long = crossover(close, MidLine)
LongClose = crossunder(close, highline)
if (Long)
    strategy.entry(id="Long Entry", long=true, when=Long)
    strategy.close(id="Long Entry", when=LongClose)

short = crossunder(close, MidLine)
shortclose = crossover(close, lowline)
if (short)
    strategy.entry(id="Short Entry", long=false, when=short)
    strategy.close(id="short Entry", when=shortclose)
    
    // === STRATEGY RISK MANAGEMENT EXECUTION ===
    strategy.exit("LongClose", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
    strategy.exit("shortclose", from_entry = "short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)

Edoardo Edoardo · Accepted Answer · 2020-09-09T09:59:09

Try creating another "if" parameter dedicated only to your exit.

Before:

if (short)
    strategy.entry(id="Short Entry", long=false, when=short) ///Pay attention, you typed two times "short" condition, one into if and the other into strategy.entry. 
    strategy.close(id="short Entry", when=shortclose)

After:

if (short)
    strategy.entry("Short Entry",strategy.short)

if shortclose
    strategy.close("short Entry")

You get no data because you said "if short open and close position".

What is the cause of the “No Data” error when backtesting in Trading View a strategy written in Pine Script?

1 Answers