entries per direction

[ashmanz80]

Hello,

I'm trying to back-test my strategy when using "entries per direction" set to 2 or more. Unfortunately the result doesn't change from setting it to 1. Any suggestions on what I'm missing?

Thanks!

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I wanted to check, have you tried the SampleMACrossOver strategy at this point, does it also have this problem? This would be helpful to know if this is related to the specific strategy or something in the platform. Can you test this for me, please?

I look forward to being of further assistance.

[ashmanz80]

Hi Jesse,

I just did and noticed no real difference. The sample MA crossover shows only 1 extra trade over a period of 10 month.. I believe the platform is not providing an accurate result on the backtest.

[NinjaTrader_Jesse]

Hello ashmanz80,

Just to clarify, are you saying that your strategy also does this or shows no difference when changing the value, or that the strategy actually resets the value back to 1 once you enter a 2?

If the SampleMACrossover lets you enter any value where your script does not, that is likely going to be isolated to the logic of your script specifically. If you can instead enter a 2 into either strategy and have it retained, but it does not enter multiple entries per direction that would be a different situation altogether.


I look forward to being of further assistance.

[ashmanz80]

Hello ashmanz80,

Just to clarify, are you saying that your strategy also does this or shows no difference when changing the value, or that the strategy actually resets the value back to 1 once you enter a 2?

If the SampleMACrossover lets you enter any value where your script does not, that is likely going to be isolated to the logic of your script specifically. If you can instead enter a 2 into either strategy and have it retained, but it does not enter multiple entries per direction that would be a different situation altogether.


I look forward to being of further assistance.

I can log the ‘2’ entries but no material change on both. I believe the platform isn’t allowing for that to be properly calculated.

[NinjaTrader_Jesse]

Hello,

Thank you for clarifying.

Entries per direction will only delegate if the strategy can possibly have two entries in the same direction, that does not mean it would force your logic to work that way. Your logic will also need to allow for multiple entries in one direction, could you provide the entry logic you are using for me to review?

The SampleMACrossOver would very likely not show any difference as the logic is looking for CrossAbove and CrossBelow, you would need two CrossBelows to occur in a row to have two entries in the same direction.

If you are able to enter a 2 but nothing changes, the property is working but your logic does not currently enter into the same direction twice.

You can test this concept by creating a strategy that Enters Long if flat, and then also Enters Long if you are currently in a Long position. On the second OnBarUpdate call, the script would see you as 1 long but still enter again because the logic is trying to re-enter in the same direction.



I look forward to being of further assistance.