Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Crossover strategy issues

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

    Crossover strategy issues

    Hi, I have a strategy which uses a parabolic SAR crossover as a condition for entry/exit.

    I am seeking to enter a long trade when the Closing PSAR value of the previous bar crosses below the Closing price of the previous bar.

    Instead, now a long trade is being entered when current price rises above the previous period PSAR. It's not logical. Even if it were a "onbarclose" issue, the logical thing to do would be to enter a long order when the current price flips above the current PSAR value.

    However, this is not the case as there is no PSAR indicator value for the current bar (nor are there values for any other technical indicators). The data box shows N/A for the indicator values when I hover over the current bar, implying that the strategy has calculated no such value, and that it is entering long trades when the current price flips above the previous period PSAR (given that current period PSAR) does not exist.

    Can someone offer me some guidance? Here is a snippet of the code.

    if (CrossAbove(Close, ParabolicSAR(BarsArray[1], 0.02, 0.2, 0.02), 1)
    && Position.MarketPosition == MarketPosition.Flat),

    {
    EnterLong(
    1000000, "");
    Variable0 =
    1;
    }

    Many Thanks!

    #2
    skyholder84, you would need to debug the strategy entry condition to see the exact scenario taking place, I would suggest you add prints to see what PSAR value is calcuated at which point and also when your condition then exactly triggers based on the code, then you can review what needs changing to arrive at your desired outcome.
    BertrandNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Skifree, Today, 03:41 AM
    1 response
    4 views
    0 likes
    Last Post Skifree
    by Skifree
     
    Started by usazencort, Today, 01:16 AM
    0 responses
    1 view
    0 likes
    Last Post usazencort  
    Started by kaywai, 09-01-2023, 08:44 PM
    5 responses
    603 views
    0 likes
    Last Post NinjaTrader_Jason  
    Started by xiinteractive, 04-09-2024, 08:08 AM
    6 responses
    23 views
    0 likes
    Last Post xiinteractive  
    Started by Pattontje, Yesterday, 02:10 PM
    2 responses
    23 views
    0 likes
    Last Post Pattontje  
    Working...
    X