Entry Price from past data

[Jakub]

Hi ,

Could somebody help me with this ?

I trying created gap up/down strategy but I cant set entry price point
If I see gap up (Open[0] > High[1]) with bar closed ,my entry point level for short position , should be when price is lower 1tick than High[1] . (Its mean , if actual price cross price from past at the same day ) .

Thanks for any issues
Best regards
JakeSnake

[NinjaTrader_RyanM1]

Hi JakeSnake,

You can submit orders to a specific price using stop or limit orders. Please see this page which details supported order methods with NinjaScript:

http://www.ninjatrader.com/support/helpGuides/nt7/order_methods.htm

You will not be able to change historical order timings which always submits orders to the next bar after the condition evaluates true.

In a real time strategy with CalculateOnBarClose = false, the condition is evaluated while the bar is forming, and orders are submitted as soon as the condition is true.

[Jakub]

Hi , I have already back test with limit orders but Price with high[1] level doesnt work on it. I have screenshot for better explain , but I don't know how to upload it here.

[NinjaTrader_RyanM1]

To attach images: You can click the paper click icon when writing a post. There is also a button called "Manage Attachments" that does the same thing.

For your limit orders in backtested, what is the Historical Fill Processing setting you have selected for the strategy?

[Jakub]

Reply

I have historical fill end of the day.
Please see attachment.

I am used Sierra Chart software before , and there was command for this "Price if Touch" .
I could found something similar in NT.

Thanks !

[NinjaTrader_RyanM1]

Thanks for the screenshot. I see what you're going for. For that situation you can likely achieve your desired results by using an EnterShortStop() order. The price of the order could be the Close plot of indicator PriorDayOHLC(). You could use the high of that specific bar but it will require coding and the close of the prior day is the closest you can get in the strategy wizard condition builder.

[Jakub]

OK , Thanks I will see , what can I do