What's wrong?

[Italy]

hi,
The Code entry with a crossing of two SMA , with a stoploss of 4% becomes 2% if the volatility is low.
With the 1° target , sell (1 / 2 ) position and the remaining managed TrailingStop (based on a channel MAX / MIN 0.25 * ATR).
The Code with F5 is OK, but when i test in 10 years, you see only n.1 trade for stock.

Risk management, such as writing the code is not implemented.
The Code:

#region Variables
private bool be1 = false;
private bool be2 = false;
#endregion

#region Positions
private void GoLong()
{
SetStopLoss("StopLoss 4% LongBuy",CalculationMode.Percent,0.04,false);
EnterLong(500, "LongBuy");
}
private void GoShort()
{
SetStopLoss("StopLoss 4% ShortSell",CalculationMode.Percent,0.04,false);
EnterShort(500, "ShortSell");

}
#endregion

#region OrderRouting
private void ManagerOrder ()
{
if (Position.MarketPosition == MarketPosition.Long)
{
if (Be1 && Close[0] > Position.AvgPrice && ATR(14)[0] > EMA(ATR(14), 14)[0])// High Volatility
SetStopLoss("StopLoss 4% LongBuy",CalculationMode.Percent,0.04,false);
int pippo = 1;


if( Be2 && Close[0] > Position.AvgPrice && ATR(14)[0] < EMA(ATR(14), 14)[0])// Low Volatility
SetStopLoss("StopLoss 2% LongBuy",CalculationMode.Percent,0.02,false);
int pluto = 1;

if( pippo == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] > EMA(ATR(14), 14)[0] )// High Volatility
ExitLong(250, "Exit Long 1/2 Position", "LongBuy High Volatility");
SetStopLoss("StopLoss High Volatility",CalculationMode.Price,Position.AvgPric e ,false);
SetTrailStop("StopTrailing High Volatility",CalculationMode.Price,MIN(Low, 10)[1] - (ATR(14)[0] * 0.35),false);

if( pluto == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] < EMA(ATR(14), 14)[0]) // Low Volatility
ExitLong(250, "Exit Long 1/2 Position", "LongBuy Low Volatility");
SetStopLoss("StopLoss Low Volatility",CalculationMode.Price,Position.AvgPric e ,false);
SetTrailStop("StopTrailing Low Volatility",CalculationMode.Price,MIN(Low, 10)[1] - (ATR(14)[0] * 0.25),false);

}

if (Position.MarketPosition == MarketPosition.Short).......................

protected override void OnBarUpdate()
{
ManagerOrder ();

if (Position.MarketPosition != MarketPosition.Flat) return;
if (CrossAbove(SMA(14),SMA(20),1)
{
GoLong();
}

if(CrossBelow(SMA(14),SMA(20),1)
{
GoShort();
}


why not enter the stop? What is wrong?
Ciao.
Italy

[NinjaTrader_Tim]

Hi Italy,

A few things...

Take a look at your fromEntrySignal to ensure they are matching up with signalName in your Enter() statements.

Also, keep in mind using both a SetStopLoss and a SetTrailStop should not be done, alternatively, you can modify the SetStopLoss to create a trailing stop.
More info at - http://www.ninjatrader.com/support/f...ead.php?t=3222

[Italy]

thanks for the solution.Lo stoploss is OK. Instead, do not work for the Exit (1 / 2 position). Here's the modified code:

#region Variables
private bool be1 = false;
private bool be2 = false;
#endregion

protected override void Initialize()
{
Add(ATR(14));
Add(SMA(50));
Add (MAX(High,10));
Add(MIN(Low,10));
TraceOrders = true;
CalculateOnBarClose = true;
SetStopLoss(CalculationMode.Percent,0.04);
}

#region Positions
private void GoLong()
{
SetStopLoss(CalculationMode.Percent,0.04);
EnterLong(500, "LongBuy");
}
private void GoShort()
{ SetStopLoss(CalculationMode.Percent,0.04);
EnterShort(500, "ShortSell");

}
#endregion

#region OrderRouting
private void ManagerOrder ()
{
if (Position.MarketPosition == MarketPosition.Long)

{
if (Be1 && Close[0] > Position.AvgPrice && ATR(14)[0] > EMA(ATR(14), 14)[0])// High Volatility
SetStopLoss(CalculationMode.Percent,0.04);
int pippo = 1;
if( Be2 && Close[0] > Position.AvgPrice && ATR(14)[0] < EMA(ATR(14), 14)[0])// Low Volatility

SetStopLoss(CalculationMode.Percent,0.02);
int pluto = 1;

if( pippo == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] > EMA(ATR(14), 14)[0] )// High Volatility

ExitLong(250, "Exit Long 1/2 Position", "LongBuy High Volatility");//Not Working this Exit
SetStopLoss(CalculationMode.Price,MIN(Low, 10)[1] - (ATR(14)[0] * 0.35));


if( pluto == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] < EMA(ATR(14), 14)[0]) // Low Volatility
ExitLong(250, "Exit Long 1/2 Position", "LongBuy Low Volatility"); // Not Working this Exit
SetStopLoss(CalculationMode.Price,MIN(Low, 10)[1] - (ATR(14)[0] * 0.25));

}

protected override void OnBarUpdate()
{
if (Position.MarketPosition == MarketPosition.Flat)
{
SetStopLoss("StopLoss 4% LongBuy",CalculationMode.Percent,0.04,false);
}

if (Position.MarketPosition != MarketPosition.Flat)
ManagerOrder ();
............
Why not work the EXITS ?
Ciao.
Italy

[NinjaTrader_Bertrand]

italy, in order to be able to scale out of your position you would need to scale in first to, so you can then tie the scale signals via their names together to achieve what you look for -

http://www.ninjatrader.com/support/forum/showthread.php?t=3751

Also, please work with the TraceOrders feature when developing strategies, this will give you detailed feedback if orders are ignored and also for what reason then -

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[Italy]

Thanks, Thanks Bertrand, finally everything is OK.
Ciao.
Italy

[Italy]

Sorry,
there are still problems. stop loss will not be recalculated. Here's the code:
#region Variables

private bool be1 = false;
private bool be2 = false;

#endregion

protected override void Initialize()
{
TraceOrders = true;
CalculateOnBarClose = true;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.UniqueEntries;
}

#region Positions
private void GoLong()
{
SetStopLoss("StopLongBuy",CalculationMode.Percent, 0.04,false);
EnterLong(250, "LongBuy1°");
EnterLong(250, "LongBuy2°");
}

private void GoShort()
{
SetStopLoss("StopLongBuy",CalculationMode.Percent, 0.04,false);

EnterShort(250, "ShortSell1°");
EnterShort(250, "ShortSell2°");
}
#endregion
#region OrderRouting
private void ManagerOrder ()
{
if (Position.MarketPosition == MarketPosition.Long)
{
if (Be1 && Close[0] > Position.AvgPrice && ATR(14)[0] > EMA(ATR(50), 14)[0])// High Volatility
SetStopLoss("StopLongBuy ",CalculationMode.Percent,0.04,false);
int target = 1;
if( Be2 && Close[0] > Position.AvgPrice && ATR(14)[0] < EMA(ATR(50), 14)[0])// Low Volatility
SetStopLoss("StopLongBuy ",CalculationMode.Percent,0.02,false);
int target2 = 1;

if( target == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] > EMA(ATR(50), 14)[0] )// High Volatility
ExitLong(250, "ExitLong 1/2 High Volatility", "LongBuy1°");
SetStopLoss(CalculationMode.Price,MIN(Low, 10)[0] - (ATR(30)[0] * 0.35));



if( target2 == 1 && High[0] >= Position.AvgPrice + ATR (14)[0] && ATR(14)[0] < EMA(ATR(50), 14)[0]) // Low Volatility
ExitLong(250, "Exit Long 1/2 Low Volatility", "LongBuy1° ");
SetStopLoss(CalculationMode.Price,MIN(Low, 10)[0] - (ATR(30)[0] * 0.25));


}
}

#endregion
protected override void OnBarUpdate()
{
if (Position.MarketPosition == MarketPosition.Flat && ATR (14)[0] > EMA(ATR(30), 14)[0])
{

SetStopLoss(CalculationMode.Percent,0.04);
}

if (Position.MarketPosition != MarketPosition.Flat)
ManagerOrder ();


......then there are the inputs.
Why, Stop Loss is not correctly recalculated?
ciao Italy

[NinjaTrader_Tim]

Hi Italy,

Your condition for the reset likely is not being satisfied...
if (Position.MarketPosition == MarketPosition.Flat && ATR (14)[0] > EMA(ATR(30), 14)[0])

Use Print() statements to see if the SetStopLoss is being reset properly.

More info on debugging at - http://www.ninjatrader.com/support/f...ead.php?t=3418