Doesn't See the Doji

[rt61968]

Hello,

I'm trying to create a strategy that looks for a Doji, then enters a trade either long or short depending on what the next/current bar does. When I run the strategy the results show zero trades even though I can see plenty of Dojis on the chart. I have attached the strategy and a screenshot of the results. Any idea what I'm doing wrong?

Thank you

[NinjaTrader_PaulH]

Hello rt61968,

Thanks for your post and welcome to the forums!

The strategy is testing for equality of the HAClose and the HAOpen. The Heiken-Ashi indicator is calculating the HAOpen and the HAClose. These calculations might produce results for example like: 1234.56777777 compared to 1234.56780000 which are not equal and that is what is happening, the strategy is not finding equality.

To make this work, you would need to unlock your strategy code and use a roundtoticksize method. Reference: http://ninjatrader.com/support/helpG...trument_ro.htm

[rt61968]

Hi NinjaTrader_Paul,

Thanks for the quick response. I'm new at this and not sure where to put that method in my code.
Perhaps you or another trader would give me a little more guidance. I would greatly appreciate it.

Here is my code.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class HADoji : Strategy
{
#region Variables
// Wizard generated variables
private int quantity = 1; // Default setting for Quantity
private int trail = 8; // Default setting for Trail
private int stop = 8; // Default setting for Stop
private int target = 20; // Default setting for Target
// User defined variables (add any user defined variables below)
private double price = 0;
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SetTrailStop("Sell", CalculationMode.Ticks, Trail, true);
SetTrailStop("Buy", CalculationMode.Ticks, Trail, true);

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()

{
// Condition set 1
if (HeikenAshi().HAClose[0] < HeikenAshi().HAOpen[0]
&& HeikenAshi().HAClose[0] < IchiCloud(10, 34, 100).SenkouSpanB[0]
&& HeikenAshi().HAOpen[1] == HeikenAshi().HAClose[1])
{
EnterShort(Quantity, "Sell");
}

// Condition set 2
if (HeikenAshi().HAClose[0] > HeikenAshi().HAOpen[0]
&& HeikenAshi().HAClose[0] > IchiCloud(10, 34, 100).SenkouSpanB[0]
&& HeikenAshi().HAOpen[1] == HeikenAshi().HAClose[1])
{
EnterLong(Quantity, "Buy");
}
}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int Quantity
{
get { return quantity; }
set { quantity = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Trail
{
get { return trail; }
set { trail = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Stop
{
get { return stop; }
set { stop = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Target
{
get { return target; }
set { target = Math.Max(1, value); }
}
#endregion
}
}

Thank you

[NinjaTrader_PaulH]

Hello rt61968,

Thanks for your reply.

You would need to enclose the value you wish to round to the ticksize of the instrument. You would only need to do this for the 2 values you are testing for equality, in each set. For example:

(Instrument.MasterInstrument.Round2TickSize(Heiken Ashi().HAOpen[1]) == Instrument.MasterInstrument.Round2TickSize(HeikenA shi().HAClose[1]))

Note: The example shows only the parenthesis for the example, if you replace into your code you will still need an additional close ")".

[rt61968]

Excellent!! It works. Thank you.