Renko

[tonynt]

Hello,

I want to do the entry with renko and therefore I code the not-existing-key-reversal-bar in renko (AddRenko("$EURUSD",30,MarketDataType.Last) eg for shorts

&& Closes[2][1] > Opens[2][1]
&& Closes[2][0] < Opens[2][0])

I run the strategy with 50Range (for different reasons eg stops, as with renkos this doesn´t work exactly)

When doing the backtesting with renko30 I have correct entries, but when I do backtesting with range50 the entry is not where the above condition for reversal bar is filled.

With debugging and drawing objects I can´t find out. What is the reason or how can I do for having an entry with renko reversal bar, but running the strategy with rangebars (and the entries exactly where they would be when running strategy in renko)

Thanks
Tony

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Please post the code snippet where you place your entry order so I can check into. My guess is your missing something related to the multi series programming.

Let me know if I can be of further assistance.

[tonynt]

Hi Brett,

thanks for your reply. This is the entry condtion, (Renko is timeframe [8], Variable1 is OK as I controll with different background color, also entry is done when running strategy with renko)


if (Position.MarketPosition == MarketPosition.Flat
&& Variable1 == 1
&& Closes[8][1] > Opens[8][1]
&& Closes[8][0] < Opens[8][0])

{
EnterShort(10000, "S1");
}

[NinjaTrader_Brett]

Looks like as I suspect.

You are not filtering your conditions to only run in one bars in progress. instead to run in all bars in progress.

OnBarUpdate runs for every tick of each multi series. You need to separate out what code you want to run on the multi series script only.

to do this do the below as example to contain your code logic.

if (BarsInProgress == 0)
{

//Bar Series 1

}

if (BarsInProgress == 1)
{
//Bar Series 2
}

[tonynt]

Brett,

hereby I post 3 screenshots. Left chart is 50 Range, right chart ist renko30.

renko1.jpg: entry in range but not in renko
renko2ok.jpg: I think entries OK, only difference because in backtesting its ad close of bar (?)
renko3.jpg: no entry in range, but entry in renko

Best
Tony

Hello,

Thanks for the note.

Please post the code snippet where you place your entry order so I can check into. My guess is your missing something related to the multi series programming.

Let me know if I can be of further assistance.

[tonynt]

Brett,

and 3rd upload.

Best
Tony

Hello,

Thanks for the note.

Please post the code snippet where you place your entry order so I can check into. My guess is your missing something related to the multi series programming.

Let me know if I can be of further assistance.

[NinjaTrader_Brett]

Hello,

I will respond to your email.

Let me know if I can be of further assistance.

[tonynt]

Hello,

I have added but now I have no results in the strategy when backtesting and in the strategy summary all is zero.

if (BarsInProgress == 8
&& Position.MarketPosition == MarketPosition.Flat
&& Variable1 == 1
&& Closes[8][1] > Opens[8][1]
&& Closes[8][0] < Opens[8][0])
{
EnterShort(10000, "S1");
}


Thanks
Tony

Hello,

I will respond to your email.

Let me know if I can be of further assistance.

[NinjaTrader_Brett]

responded via email.