entry - condition

[tonynt]

Hello,

I have a question - maybe this is ridiculous - I can´t find the solution:

How can I have a if(...) {....;} when the if(...) should be the entry of a trade? Of course with conditions everything is clear but within a strategy I need to have a variable or tradecounter++ only when the entry is done (and not referring to the conditions for the entry)

Thanks
Tony

[bukkan]

tonynt,
you can refer to this example for your need http://www.ninjatrader.com/support/f...ad.php?t=19182

alternatively you can assign the value of tradeCounter in OnExecution or OnPositionUpdate when the entry gets Filled like

protected override void OnExecution(IExecution execution)
{
	if (execution.Order.OrderState == OrderState.Filled)
		tradecounter++;
}

[tonynt]

Bukkan,

thank you for your reply. The sample with tradelimiter I know and this is how I do now. But this doesn´t work when there are 2 condition-setups true (and including "flat") then because of the condition true it is counted++ both setups but only one entry.

Thank you for your alternatively "OnExecution". This is logical but probably there´s an error on my end because when I do so there is only 1 entry while a certain variable is true (eg HMA55 falling) and after initializing the variable with HMA55 rising then againg there is only one entry while HMA55 falling - no matter which value I set for variable maxTrades. (???)

Thanks
Tony

[bukkan]

logic is a logic. if logic is right and coded right it will work.

what exactly you are trying to do and if possible pls post the code.

[tonynt]

Thank you for your reply,

the interesting thing is that when I set maxtrades to 6 I have less # of trades than with maxtrades 2

Here is the basic code (without ATM....)
public class basic1 : Strategy
{
#region Variables
double stop1 = 0;
double stop2 = 0;
double stop3 = 0;
double stop4 = 0;


private int tradeCounter = 0;
private int maxTrades = 6;


#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
EntriesPerDirection = 1;
EntryHandling = EntryHandling.UniqueEntries;


Add(PeriodType.Range,210);//1
Add(PeriodType.Range,130);//2
Add(PeriodType.Range,80);//3
Add(PeriodType.Range,70);//4
Add(PeriodType.Range,50);//5
Add(PeriodType.Range,40);//6
Add(PeriodType.Range,30);//7
Add(PeriodType.Minute,1);//8

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{if (BarsInProgress !=0)
return;


stop1=DonchianChannel(BarsArray[5],3).Upper[0]+30*TickSize;
stop2=DonchianChannel(BarsArray[5],3).Upper[0]+30*TickSize;

if (Position.MarketPosition == MarketPosition.Flat)
{ SetStopLoss("S1A", CalculationMode.Ticks, 80, false);
SetStopLoss("S2A", CalculationMode.Ticks, 80, false);

Print("setting initial stops at bar: " + Time[0].ToString());

Variable8 = 0;
}

// If a long position is open, allow for stop loss modification to breakeven
else if (Position.MarketPosition == MarketPosition.Short)
{
// Once the price is greater than entry price + 20 ticks, set stop loss to breakeven
if (GetCurrentBid(0) < Position.AvgPrice - 80 * TickSize)
//&& step1)
{
SetStopLoss("S1A",CalculationMode.Price, stop1,false);
SetStopLoss("S2A",CalculationMode.Price, stop1,false);
//SetStopLoss("S3",CalculationMode.Price, stop1,false);
//SetStopLoss("S4",CalculationMode.Price, stop2,false);
//step1 = false;
DrawDot("step1" + CurrentBar, true, 0, Position.AvgPrice - 70 * TickSize, Color.Blue);
}

}

if (Falling(HMA(BarsArray[3],55)))
{Variable1 = 1;}

if(Variable1==1)
{BackColor=Color.MistyRose;}

if (Rising(HMA(BarsArray[3],55)))

{Variable1 = 0;
tradeCounter = 0;
}



if (tradeCounter < maxTrades
&& Position.MarketPosition == MarketPosition.Flat
&& Variable1 == 1
&& (Highs[5][0] > KAMA(BarsArray[5],2, 10, 30)[0])
&& (Highs[8][0] > KAMA(BarsArray[8],2, 10, 30)[0])
&& Close[1] > Open[1]
&& Close[0] < Open[0])

{//tradeCounter++;
EnterShort(2000, "S1A");
EnterShort(2000, "S2A");

Variable8 = 1;
}

if (tradeCounter < maxTrades
&& Position.MarketPosition == MarketPosition.Flat
&& Variable1 == 1
&& (Highs[3][0] > KAMA(BarsArray[3],2, 10, 30)[0])
&& (Highs[8][0] > KAMA(BarsArray[8],2, 10, 30)[0])
&& Close[1] > Open[1]
&& Close[0] < Open[0])

{//tradeCounter++;
EnterShort(2000, "S1A");
EnterShort(2000, "S2A");

Variable8 = 1;
}



if (GetCurrentAsk(0) < Position.AvgPrice - 50 * TickSize)
ExitShort(2000, "SX1","S1A");

if (GetCurrentAsk(0) < Position.AvgPrice - 80 * TickSize)
ExitShort(2000, "SX2","S2A");




if(Variable8==1)
{BackColor=Color.Silver;}


if(Variable9==1)
{BackColor=Color.White;}



}

protected override void OnExecution(IExecution execution)

{ if (execution.Order.OrderState == OrderState.Filled)
tradeCounter++;
}





#region Properties

#endregion
}
}



Thanks
Tony

[bukkan]

tonynt,
you got to add filter to check its the entry orders only that get counted.

like


{ if (execution.Order.OrderState == OrderState.Filled && (execution.Order.Name == "S1A" )) // || execution.Order.Name == "S2A")) //S2A and S1A origanate from same logic so checking one will be sufficient
tradeCounter++;
}


also you are resetting the tradeCounter via code

if (Rising(HMA(BarsArray[3],55)))

{Variable1 = 0;
tradeCounter = 0;
}

are you sure you want to do that.

[tonynt]

Hello bukkan,

thank you for your support! I try to check what I have done wrong.

Why do you mean maybe not to reset tradecounter when the HMA is going other direction? (for your information I do longs from one computer and shorts from other computer). Should I do other way? My idea - in these choppy markets - is to take eg 1 or 2 shorts when eg HMA in higher timeframe is falling, then resetting when HMA rising. Next short when HMA falling again. You think I should reset tradecounter other way?

Thanks in advance for your hint.

Thanks
Tony

tonynt,
you got to add filter to check its the entry orders only that get counted.

like


{ if (execution.Order.OrderState == OrderState.Filled && (execution.Order.Name == "S1A" )) // || execution.Order.Name == "S2A")) //S2A and S1A origanate from same logic so checking one will be sufficient
tradeCounter++;
}


also you are resetting the tradeCounter via code

if (Rising(HMA(BarsArray[3],55)))

{Variable1 = 0;
tradeCounter = 0;
}

are you sure you want to do that.

[bukkan]

i didnt have the exact idea of what you were doing, and thus i mentioned that. so currently your code works like x trades (as per maxtrades) per slope. if thats you want then its fine.

just check the OnExecution as i mentioned.

[tonynt]

THANKS!

Have a great day
Tony

i didnt have the exact idea of what you were doing, and thus i mentioned that. so currently your code works like x trades (as per maxtrades) per slope. if thats you want then its fine.

just check the OnExecution as i mentioned.

[tonynt]

bukkan,

thanks again for your advice. But now appear error-message:

"Error on calling OnExecution method for strategy.... Object reference not set to an instance of an object."

Please can you tell me where to add for checking null references - I have no idea how this works.

Thanks and best regards
Tony

tonynt,
you got to add filter to check its the entry orders only that get counted.

like


{ if (execution.Order.OrderState == OrderState.Filled && (execution.Order.Name == "S1A" )) // || execution.Order.Name == "S2A")) //S2A and S1A origanate from same logic so checking one will be sufficient
tradeCounter++;
}


also you are resetting the tradeCounter via code

if (Rising(HMA(BarsArray[3],55)))

{Variable1 = 0;
tradeCounter = 0;
}

are you sure you want to do that.

[NinjaTrader_RyanM1]

Hi Tony,

In the future please do not use multiple threads to post the same question.

[bukkan]

bukkan,

thanks again for your advice. But now appear error-message:

"Error on calling OnExecution method for strategy.... Object reference not set to an instance of an object."

Please can you tell me where to add for checking null references - I have no idea how this works.

Thanks and best regards
Tony

most probably it is the system generated orders for which you are getting the issues. check for a null check for the same

if (execution.Order == null )
{
//do something
}
else
{
//do something
}

[tonynt]

Thank you!

most probably it is the system generated orders for which you are getting the issues. check for a null check for the same

if (execution.Order == null )
{
//do something
}
else
{
//do something
}

[tonynt]

Hi Ryan,

if you would give me an answer to my question (the links I can find on my own), I need not trying to contact the supporter I received already accurate answers.

Hi Tony,

In the future please do not use multiple threads to post the same question.