Exiting on different time series

[albazzaztariq]

How do I make this exit on the 3rd bar series. It continually just exits on the first. I've tried with BIP=2 with no luck.



//ENTRY CONDITIONS

if (
ToTime(Time[0]) >= ToTime(2,59,00)
&& ToTime(Time[0]) <= ToTime(6,59,00)
&& Closes[1][0] > Opens[1][0]
&& Closes[1][0] - Opens[1][0] >= 0.30
&& (BarsSinceExit(2,"",0) == -1 || BarsSinceExit(2,"",0) > 240)
&& !(Time[0].DayOfWeek == DayOfWeek.Wednesday)
&& (VOL[0] > 100)
)

{
EnterLong(2,1,"Locked");
EnterLong(2,1,"Open");
}


// EXIT CONDITIONS

if (BarsInProgress == 2) {
if (
ToTime(Time[0]) >= 123000
)
{
ExitLong(2,1,"LockedExit","Locked");
ExitLong(2,1,"OpenExit","Open");
}
}

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your post.

In a multi-instrument script the BarsInProgress index of the Exit() method would determine the instrument the exit is submitted to. However, in a multi-time frame script the Exit() order is still going to execute on the same instrument. Unfortunately, there is no method to force the fill at a specific bar close.

[albazzaztariq]

are you telling me there's no way to make it exit on the 3rd bar series?

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your response.

The third bar series is the same instrument as the second and primary, correct? Then it will exit on the same instrument.

[albazzaztariq]

I'm not asking about instrument. I'm asking about it exiting on the same series. The 3rd series is 1 min. It keeps exiting on the primary series

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your response.

Yes, I am aware it is the same instrument. So I may detail this item further please advise what the primary series is.

[albazzaztariq]

20 minutes

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your response.

Please attach your strategy to your response. You will find the strategy located in the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Strategy

[albazzaztariq]

#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 AlanRallyV5 : Strategy
{

protected override void Initialize()
{
Add(Bollinger(Close, 2, 20));
Add(PeriodType.Minute,60);
Add(PeriodType.Minute,1);
CalculateOnBarClose = true;
SetProfitTarget("Locked", CalculationMode.Ticks, 30);
SetProfitTarget("Open", CalculationMode.Ticks, 15);
SetStopLoss("",CalculationMode.Ticks,40,false);
}


protected override void OnBarUpdate()
{


// BEGINNING OF EXECUTION

//ENTRY CONDITIONS BEGINNING


if (
ToTime(Time[0]) >= ToTime(2,59,00)
&& ToTime(Time[0]) <= ToTime(6,59,00)
&& Closes[1][0] > Opens[1][0]
&& Closes[1][0] - Opens[1][0] >= 0.30
&& (BarsSinceExit(2,"",0) == -1 || BarsSinceExit(2,"",0) > 240)
)

{
EnterLong(2,1,"Locked");
EnterLong(2,1,"Open");
}


// EXIT CONDITIONS
if (BarsInProgress==2) {
if (
ToTime(Time[0]) >= 123000
)
{
ExitLong(2,1,"LockedExit","Locked");
ExitLong(2,1,"OpenExit","Open");
}
}


}


}

}

[NinjaTrader_PatrickH]

Hlelo albazzaztariq,

Thank you for your response.

I see the StopLoss is exiting the positions on my end, unfortunately we cannot dictate the bar series the Set() methods are submitted to. Are you seeing your Exit() methods exiting the position on your end? If so, what instrument and from and to date are you testing?

[albazzaztariq]

CL continuation, just do from 2013-2014. Take the stop out if you want or play around with it. You'll see it doesn't exit on the 1 min series.

[NinjaTrader_PatrickH]

Hello albazzaztariq,

Thank you for your response.

I am seeing the exits on the 1 minute bar. The majority of the exits in the attached screenshot are at 12:31 PM, 1 minute after the desired time for close not 20 minutes.

[albazzaztariq]

I think the issue I was having was with it not exiting at any point because I forgot it is only evaluating 20 min bars. Thank you