Filter multitime

[kot_filemon]

Hi,

I made simple filter, but tester doesn't work and I don't know why (4 versions). There are not any errors. Assumptation is if the day before closed higher than SMA (daily close) go long on the TF 5M.
Thank you.

Code below:

protected override void Initialize()
{
Add("$EURUSD",PeriodType.Minute,5);
Add("$EURUSD",PeriodType.Day,1);
CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
int ABC=1234;

if (GetCurrentAsk()>1234)

// nor if (GetCurrentAsk()>1234 && Closes[2][1] > SMA(BarsArray[2],21)[1])

// nor if (Closes[1][1]>1234 && Closes[2][1] > SMA(BarsArray[2],21)[1])

// nor if (CurrentDayOHL().CurrentHigh[1]>1234)
{
EnterLong();
}
}

[NinjaTrader_ChelseaB]

Hello,

Thank you for your note.

From the code the behavior I would expect is that it would try and place trades to each of the 3 data series (the primary of the chart and the 2 added series).

If the current ask is greater than 1234 then it places a long order.

GetCurrentAsk() does not work historically. Instead, when in historical data it uses the close price. (This is outlined in the help guide)
http://www.ninjatrader.com/support/h...currentask.htm

There is no code to exit the trade, and by default the strategy will have exit on close set to true, causing one exit at the end of the session.

Also by default the entries per direction is set to 1, meaning if you have one long position, all new long orders are ignored.

This means, with this script used in the default settings, I would never expect this to make any live trades because it will likely always have a historical position (the script will be yellow in the strategies tab of the control center when started if this is the case).

Also, the only reference to the SMA is commented out. How is this involved?

What is the behavior you are getting and what behavior are you expecting?

[kot_filemon]

Hi Chelsea,

thank you for answer.

If I use: Close[1]>1234 nothing happened.

There isn't the code to exit because I used SetTrailStop() and SetProfitTarget().

Yes exactly, because I'd like only one trade per day.

In the Control center --> Log tab there isn't any info after test.

Behavior - nothing. No yellow info in the Log tab, no any result in the Strategy Analizer

If I use syntax from the comment line (any) nothing changed.

I expect:

TF of trading is 5M

If Close day before > SMA 21 && Close 5M candle today > 1234 --> go long

[NinjaTrader_ChelseaB]

Hello kot_filemon,

Are you adding the script to a chart?

What color is the script in Strategies tab of the Control Center?


Also there is no stop loss or profit target in your code.

[kot_filemon]

Hi Chelsea,

I see misunderstanding. I'd like to do only backtest not on-line trading.

[NinjaTrader_ChelseaB]

Hello kot_filemon

In that case, add TraceOrders = true to Initialize().

Add a print that prints the bar time when the condition is true just before the order is submitted.

Open the output window and then backtest again. Post the output on your next post.


Also, is there data on the Chart tab of the Strategy Analyzer?

[kot_filemon]

Hi Chelsea,

I add such print function:

Print("bar time="+Time.ToString());

directly under conditions.

Result and chart are in files.

[NinjaTrader_ChelseaB]

Hello,

There is no text file attached with the output from the output window.

May I have the text from the output window?

[kot_filemon]

Yes, of course.....but how do it?

[NinjaTrader_ChelseaB]

Hello,

Right-click the output window -> select Save As... -> give the file a name.. -> click OK

Attach this to your post by clicking the paperclip icon -> select Choose File -> navigate to where the file was saved and select it -> click Open -> click the Upload button -> click OK

[kot_filemon]

Hello Chelsea,

which output window?

[NinjaTrader_ChelseaB]

Hello kot_filemon,

The output from the prints... In the output window...

Tools -> Output Window...

(NinjaTrader 7 only has one output window)