Strategy conditions on/off

[matt_]

I have a strategy with seven rules/conditions that I would like to turn on/off depending on the optimization. The only way I can think of that this could be done is by setting a variable for each rule 0=off 1=on. See very simplified explanation below my problem is how do I isolate the rules when not needed so they are isolated from the trade order condition? (example if I do not want Rule 1 to be taken into account I would set it to 0 before starting the strategy)

There is most likely a simple coding technique for this, it is driving me mad I can't find any solutions any advice would be appreciated.

//Variables
private int trend = 1;
private int rsi = 1;

// Rule 1
if (trend == 1)
{
Strategy Logic... blah blah
condition1 = true;
}
else {condition1 = false}

//Rule 2
if (rsi == 1)
{
Strategy Logic... blah blah
condition2 = true;
}
else {condition2 = false}

//and so on for seven rules

// order placement
if (condition1 == true && condition2 == true)
{
EnterLimit....
}

[NinjaTrader_JessicaP]

Hello matt_, and thank you for your question.

If I understand you correctly, I believe your strategy could benefit from a synchronous dispatcher pattern. Here is something I had in mind

[FONT=Courier New]//Variables
private int trend = 1;
private int rsi = 1;[/FONT][FONT=Courier New][FONT=Courier New]
public bool useRule1 = false; // this is a setable property[/FONT][/FONT][FONT=Courier New][FONT=Courier New][FONT=Courier New]
public bool useRule2 = false; // this is a setable property[/FONT][/FONT][/FONT][FONT=Courier New][FONT=Courier New][FONT=Courier New][FONT=Courier New]
public bool useRule3 = false; // this is a setable property[/FONT][/FONT][/FONT]

/// <summary> copy this method once for each rule 1 ... N </summary>
/// <return>true if we should place a trade, false otherwise</return>
private bool Rule1()
{
  if (! useRule1)
  {
    return false;
  }

  // rule 1 logic here

  return true; // if we make it here, we place a trade
}

/// <summary> your onBarUpdate description </summary>
protected override void OnBarUpdate()
{
  bool doTheTrade = false;
  doTheTrade |= Rule1(); // repeat this line for all your rules 1 ... N

  if (doTheTrade)
  {
    EnterLong(/* args */);
  }
}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public bool UseRule1
{
  get { return useRule1; }
  set { useRule1 = value; }
}

// repeat to useRuleN
#endregion
[/FONT]

If I didn't understand quite correctly, or if there is any other way we can help, please feel free to let us know, and we will follow up as soon as possible.

[matt_]

Hi Jessica
You've answered my problem thank you!