BarsSinceEntry

[maninjapan]

I have tried the following exit. It should exit after 5 bars. In my case I am using a 1 second chart which I select when I set the strategy to run.

if (this.BarsSinceEntry() > 5)
{
ExitShort("", "");
ExitLong("", "");
}

I would expect any position to close out after 5 seconds in this case. But it seems to just be ignoring it.

[NinjaTrader_Dierk]

I suggest debugging your strategy as per here: http://www.ninjatrader-support.com/v...ead.php?t=3418

and here

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

[elliot5]

Did this exit system work in the end for you? I am trying it on a 3 minute chart but the strategy exits the position straight away which is frustrating.

Everington_f

[NinjaTrader_Austin]

Everington_f, what are you using to exit your positions? Can you provide us a snippet of the code you're using?

[elliot5]

if (this.BarsSinceEntry() > 4)
{
ExitLong("Long");
ExitShort("Short");
}

else


if (Position.MarketPosition == MarketPosition.Long)
{
if (Close[0] < aligator.Lips[barsAgo] - stopOffset * TickSize)
{
if (!Historical)



{

}
ExitLong("Long");
}
}
if (Position.MarketPosition == MarketPosition.Short)
{
if (Close[0] > aligator.Lips[barsAgo] + stopOffset * TickSize)
{
if (!Historical)
{

}
ExitShort("Short");

[NinjaTrader_Austin]

Everington_f, it appears you have two sets of exit conditions. Do you know which one is causing the exits? The easiest way to get to the root of a problem is to reduce the program until everything functions correctly, then add functionality one layer at a time until you find the problem.

[elliot5]

the bars since entry function is causing the problem... the strategy has worked for months without this additional condition...

[NinjaTrader_Austin]

Everington, it looks like you will have to debug. I recommend using Print() statements to get a feel for the data your strategy is using.

In your case, since you said the strategy has worked fine without the BarsSinceEntry, just add a simple

Print("BarsSinceEntry:\t" + this.BarsSinceEntry())

in OnBarUpdate() and see what values come back.

[NinjaTrader_Austin]

Everington, another useful tool to figure out what is happening is TraceOrders. TraceOrders will let you know exactly what is happening with orders and why.
In Initialize:

TraceOrders = true;