Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Parabolic SAR Automated Strategy doesn't work.

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    #31
    Originally posted by NinjaTrader_Josh View Post
    kocmodpom,

    Unfortunately I do not follow what you are saying. NinjaTrader executes trades when the code tells it to. If the code tells it to trade it will trade. If the code does not tell it to trade it will not trade. There is no mystery as to when orders are placed or why orders are either accepted or ignored.
    I agree that it only executes a trade when there is a trade to execute. The problem that may possibly be occuring is that when confronted with the choice of multiple trades to execute, it executes the last one triggered first rather than the first one first. First In - Last Out (FILO) rather than First In - First Out (FIFO). Just like an inventory problem.

    Is that clear?

    Comment


      #32
      If anything, NinjaTrader will execute the first one submitted and ignore all else depending on your EntriesPerDirection and EntryHandling settings you chose at strategy runtime.

      Please use TraceOrders and see what it tells you. Then we can proceed.
      Josh P.NinjaTrader Customer Service

      Comment


        #33
        Umm, just out of interest. Is it possible (or how?) on the PabSAVREV for the marked price on the indicator to be adjustable (ie to make it closer to price) Is it the acceleration???

        Thanks in advance

        Comment


          #34
          Increase the acceleration steps if you want it to zoom in closer to price faster.
          Josh P.NinjaTrader Customer Service

          Comment


            #35
            Thank you Josh.

            Comment


              #36
              Can I use this 6.5 strategy to learn to create it in NT7?

              Originally posted by NinjaTrader_Bertrand View Post
              Hi, please check the attached sample for the ParabolicSAR reveral trades. This one reverses the position when the Close crosses the Parabolic value plus a tick offset. In your screenshot you don't use a reversal order, just an ExitShort which puts you into a flat state after being short.

              The strategy will also have to wait for the bar that penetrates the SAR to be closed and then it places the order for the next bar, since you cannot look 'into' the bar.

              If you need this tested with more resolution, I would suggest looking at this reference sample on how to add a finer datastream to simulate intrabar execution - http://www.ninjatrader-support2.com/...ead.php?t=6652
              Bertrand attached in this quoted post a 6.5 stategy called PSARRev - I would like to create / test same in NT 7 and I am wondering if I could import the strategy into NT 7 or translate it or if you have already one for NT 7 ??

              Comment


                #37
                resist, I've reexported it for you from current NT7. All the best.
                Attached Files
                BertrandNinjaTrader Customer Service

                Comment

                Latest Posts

                Collapse

                Topics Statistics Last Post
                Started by Mizzouman1, Today, 07:35 AM
                4 responses
                18 views
                0 likes
                Last Post Mizzouman1  
                Started by philmg, Today, 01:17 PM
                1 response
                4 views
                0 likes
                Last Post NinjaTrader_ChristopherJ  
                Started by cre8able, Today, 01:01 PM
                1 response
                6 views
                0 likes
                Last Post NinjaTrader_ChelseaB  
                Started by manitshah915, Today, 12:59 PM
                1 response
                3 views
                0 likes
                Last Post NinjaTrader_Erick  
                Started by ursavent, Today, 12:54 PM
                1 response
                4 views
                0 likes
                Last Post NinjaTrader_Jesse  
                Working...
                X