bug Entries per direction

[gregorio123456]

why I dont have 5 baseS ?
]

if 5 first bar are true in the condition close < upper band
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why is fill limit order out side of bars?
if price is up of limit sell order (better or on limit) I think in real life the order is fill in open price of second bar or( frist bar) and never in 2194 ...I think backtest (why is value of backtest) is the same real life (some time w little different of the one tick or 2 and never 5 or 10 ticks


why in some case work perfect ?



why when in one bar is true 2 enter only execute one?



thanks
jo

[NinjaTrader_JoshP]

You're settings are not for 5 baseS orders. They are for 5 total orders across all of your shorts and longs. It is 5 for baseS + addS which is exactly what is shown by all of your charts. If you want it to be 5 baseS and 5 addS you need to change Entry Handling to Unique Orders.

Limit orders can be filled anywhere depending on market conditions. Obviously in real-life, if it were filled outside the bar you would be the one moving the bar up or down. In backtesting, it will fill at your limit price because this is completely possible in real-life. You can try different fill algorithms to see if one or the other matches your needs better.

Not sure what you mean by not working. It seems to always work with what you have presented so far.

In one bar you submit a market and a limit order. Market orders will fill, limit orders are not guaranteed to fill. This is completely expected behavior.

[gregorio123456]

You're settings are not for 5 baseS orders. They are for 5 total orders across all of your shorts and longs. It is 5 for baseS + addS which is exactly what is shown by all of your charts. If you want it to be 5 baseS and 5 addS you need to change Entry Handling to Unique Orders.

Limit orders can be filled anywhere depending on market conditions. Obviously in real-life, if it were filled outside the bar you would be the one moving the bar up or down. In backtesting, it will fill at your limit price because this is completely possible in real-life. You can try different fill algorithms to see if one or the other matches your needs better.

Not sure what you mean by not working. It seems to always work with what you have presented so far.

In one bar you submit a market and a limit order. Market orders will fill, limit orders are not guaranteed to fill. This is completely expected behavior.

why I dont have 5 baseS ?
]

if 5 first bar are true in the condition close < upper band (orange line)
------------------------------



why is fill limit order out side of bars?
if price is up of limit sell order (better or on limit) I think in real life the order is fill in open price of second bar or( frist bar) and never in 2194 ...I think backtest (why is value of backtest) is the same real life (some time w little different of the one tick or 2 and never 5 or 10 ticks


why in some case work perfect ?



why when in one bar is true 2 enter only execute one?



thanks
jo

[NinjaTrader_JoshP]

Jo,

>> why I dont have 5 baseS ?
>>Attachment 5534]
>>Attachment 5535
>>Attachment 5537 if 5 first bar are true in the condition close < upper band (orange line)
------------------------------

Not sure what you are asking. I suggest you unlock your code and type in Initialize() this line of code:

TraceOrders = true;

Press F5 to compile and then run your strategy again with the Output Window open. Now you will be able to track your orders and will know exactly why and when your orders are submitted and if and why your orders are ignored or cancelled.


>>why is fill limit order out side of bars?
>>Attachment 5536 if price is up of limit sell order (better or on limit) I think in real life the order is fill in open price of second bar or( frist bar) and never in 2194 ...I think backtest (why is value of backtest) is the same real life (some time w little different of the one tick or 2 and never 5 or 10 ticks

As stated earlier, it is completely possible to fill outside of the bar with limit orders and that is what is simulated here. You can try different fill algorithms in the New Strategy window to see which one suits you better.

>>why in some case work perfect ?
>>Attachment 5536

Again, not sure what you are asking for. It seems to always work perfectly with the information you have presented.

>>why when in one bar is true 2 enter only execute one?
>>Attachment 5540

Please see response in prior post.