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Old 02-10-2012, 10:58 PM   #1
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Default True/ False Gap strategy help needed

Hi Team,
I would like to test a strategy where Ninjatrader goes long when there is a 10 point gap up from yesterdays close till next day open at 8:30 E/T (IF THIS IS TRUE)

Then Ninjatrade should take EVERY LONG EVERYTIME it crosses above the 5 EMA line and looki for 2pt profit.
My issue is that ninjatrade only takes one trade a day. can you pleas take a look at the code and tell me what i am doing wrong.

#region Using declarations
// 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 Gap6 : Strategy
        #region Variables
        // Wizard generated variables
        private double p = 0.050; // Default setting for P
        private double sL = 0.03; // Default setting for SL
        private double oFL = 0.005; // Default setting for OFL
        private double oFS = 0.005; // Default setting for OFS
        // User defined variables (add any user defined variables below)

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
            SetProfitTarget("", CalculationMode.Ticks, 10);
            SetStopLoss("", CalculationMode.Ticks, 10, false);

            CalculateOnBarClose = false;

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
            // Condition set 1
            if (PriorDayOHLC().PriorClose[0] > CurrentDayOHL().CurrentOpen[0] + 40 * TickSize
                && ToTime(Time[0]) == ToTime(8, 35, 0))
                Variable0 = 1;

            // Condition set 5
            if (Variable0 == 1
                && CrossAbove(Close, EMA(5), 1))
                EnterLong(DefaultQuantity, "");
                Variable0 = 0;
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Old 02-11-2012, 01:10 PM   #2
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ToTime(Time[0]) == ToTime(8, 35, 0)

This line will only let a trade occur at exactly 8:35 AM. You would need to change it to be less restrictive.

Please let me know if I may assist further.
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false, gap strategy, mutli entries, true

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