Intrabar Backtesting

[forrestang]

I found THIS reference sample.

It seems pretty simple, but I have three questions:

1.) Does the method of setting fixed profit targets work with this method of the strategy entering on an intrabar method? By that I mean using:

SetProfitTarget("3bSell", CalculationMode.Ticks, PO);
SetStopLoss("3bSell", CalculationMode.Ticks, ISL, false);

Where "PO" and "ISL" are the profit objective and Stop Loss?

2.) Can someone explain the first two fields from the reference sample in the following code:

EnterShort(1, 1, "Short: 1min");

I see there is a "1" in the first two fields above, referring to the 'secondary' bars we added. Is the first field the number of contracts? And the second the reference for Secondary Bars?

3.)How would I modify the above to enter on a stop beyond price? How would I modify this to give the proper entry using Secondary Bars?

EnterShortStop(DefaultQuantity, Low[0] - Fade * TickSize, "3bSell")

As you can see with the above, I'm trying to enter on a stop below my primary bars(5min), but the actual entry....and my exits for that matter I would like to be taken with the secondary bars(1min). The above code works fine with the entry on the primary bar(the 5min), where 'Fade' is the number of tics below to place the entry stop.

Attached is a picture with an example of the type of entry I want, but just using the secondary bars for entries/exits.

[NinjaTrader_JoshP]

1. Should work.

2. The first 1 is to identify that this order should go to the secondary bars. The second 1 is the order quantity.

3. EnterShortStop(1, DefaultQuantity, Lows[1][0] - Fade * TickSize, "3bshell")

[forrestang]

1. Should work.

2. The first 1 is to identify that this order should go to the secondary bars. The second 1 is the order quantity.

3. EnterShortStop(1, DefaultQuantity, Lows[1][0] - Fade * TickSize, "3bshell")

Josh, thanks for the reply!

1.) With the code for the fixed profit and stop losses, which part of the code tells ninja to look at the index 1 in which we added the secondary bars? Do I have to somehow modify the "PO" portion to include the secondary index?

SetProfitTarget("3bSell", CalculationMode.Ticks, PO);
SetStopLoss("3bSell", CalculationMode.Ticks, ISL, false);

2 and 3.) I've tried this and I get the following error:

  Strategy\ThreeBar.cs    No overload for method 'EnterShortStop' takes '4' arguments    CS1501

Which I guess is telling me that the "EnterShortStop" Normally takes in 3 arguments, and does not like the extra '1' in the front?

[NinjaTrader_JoshP]

1. You don't specify it. It will just try to exit ASAP.

2. My bad. EnterShortStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName)
EnterShortStop(1, false, DefaultQuantity, Lows[1][0] - Fade * TickSize, "3bshell")