Orders entered w/o crossover signals

[crmcwi]

Guys, my NinjaScript only enters an order when there's a cross, but as you can see, i'm getting orders way after crosses.

Here's the code:

if (CrossAbove(longSeries, ADX(ADX_Per).ADXPlot, 1) )
{
if (Position.MarketPosition == MarketPosition.Short ) {
exitOrder = ExitShort(Position.Quantity, "exitShortOnLongX", "enterShortOnADX");
} else if (Position.MarketPosition == MarketPosition.Flat){

entryOrder = EnterLongLimit(simLotsTraded, GetCurrentBid(), "enterLongOnADX");
}
}
// Condition to short
if (CrossBelow(shortSeries, ADX(ADX_Per).ADXPlot, 1))
{
if (Position.MarketPosition == MarketPosition.Long){
exitOrder = ExitLong(Position.Quantity, "exitLongOnShortX", "enterLongOnADX");
} else if (Position.MarketPosition == MarketPosition.Flat){
entryOrder = EnterShortLimit(simLotsTraded, GetCurrentAsk(), "enterShortOnADX");

}
}

[NinjaTrader_Bertrand]

Are you referring to the MA plotted on the chart as far as the crossover signals go? Your strategy calls and works with the ADX crossovers...

[crmcwi]

no, the green line in the pic is the ADX. I said MA by mistake. don't forget, in the Crosses() functions, I'm using either one of two DataSeries depending upon going long or short, equal to Close-5 pips or Close+5 pips respectively.

It doesn't seem right and perhaps I just just test whether or not the close crosses && it's 5 pips above/below the ADX.

[NinjaTrader_Bertrand]

You would then need to use the ADXVMA (the MA on the chart) formula then for the strategy, you use the ADX in your strategy code, thus the entries that do not seem to fit.

[crmcwi]

why are my ADXVMA plots different

Hi Bertrand and guys,

Ok, here's the code and a screenshot. The strategy plots ADXVMA and my chart has the ADXVMA indicator also. As you can see, the two plots are different eventhough the period is the same. Why would this be? The indicator added in the Chart is colored blue and dashed. The green line is added by the strategy.

protected override void Initialize()
{
Log("starting Strategy at " + DateTime.Now.ToString(), LogLevel.Error);
Add(ADXVMA(ADX_Per));

CalculateOnBarClose = true;
//DataSeries shortSeries = new DataSeries(this);
longSeries = new DataSeries(this);
shortSeries = new DataSeries(this);

}

[NinjaTrader_Bertrand]

crmcwi, are the actual values different or just the color / visualization? You can change those with the help of this tip here - http://www.ninjatrader-support2.com/...ead.php?t=3228

[max-td]

crmcwi,
please have look here - there is a known issue with ADXVMA in strategys :

http://www.ninjatrader-support2.com/vb/showthread.php?t=10037&highlight=adxvma

also a discusion about it here :

http://www.ninjatrader-support2.com/vb/showthread.php?t=4457&highlight=adxvma

maybe that helps.
max-td

[crmcwi]

max-td,

Thank you very much. The code fix suggested by Josh fixed the issue. I appreciate your help on this.

[max-td]

nice to hear