• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How to simply choose from and define many entry conditions in one strategy

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

    How to simply choose from and define many entry conditions in one strategy

    Hello, in strategy, I am having variable input:

    #region Variables
    private int entryoption= 1; //I can choose between 1 and 2 (or more )which will be choosing between 2 entry conditions (or more)

    I also have

    private int entrycondition1 = 0;
    private int entrycondition2 = 0;
    private double entrypoint = 0;


    and my condition in protected override void OnBarUpdate():

    if (entryoption==1) { entrycondition1 =1; entrycondition2 =0;}
    if (entryoption==2) { entrycondition1 =0; entrycondition2 =1;}

    (in firts case, strategy will work with entrycondition1, in second case with entryconditon2)

    now when I know which entrycondition it will use, I need to define entrypoint:

    if (entrycondition1==1) { entrypoint =High[0]}
    if (entrycondition2==1) { entrypoint =Low[0]}

    (both of them define entrypoint, but it does not matter, because these conditions can not work at the same time, always only one of them).
    finaly:
    if ((entrycondition1==1)
    && (Close[0]> entrypoint))
    {
    EnterLong(DefaultQuantity, "long");
    }

    (or second option)

    if ((entrycondition2==1)
    && (Close[0]> entrypoint))
    {
    EnterLong(DefaultQuantity, "long");
    }


    However, it gives me not right results....In first case entry should be above High[0], in second case above Low[0].Problem must be somewhere in entrypoint, because if I do not use entrypoint and write :
    if ((entrycondition1==1)
    && (Close[0]> High[0]))
    {
    EnterLong(DefaultQuantity, "long");
    }

    it works. However I am planning to have about 10 different variable entries(entrycondition1,entrycondition2, entrycondition3 etc.), so I need this entrypoint. Lets say that logic for entry order is still the same for every entrycondition.
    if ((entryconditionX==1)
    && (Close[0]> entrypoint))
    {
    EnterLong(DefaultQuantity, "long");
    }

    but only what will be defined and different for every entrycondition, will be entrypoint...How to achieve that? In my opinion, if I choose, entryoption==1, it will trigger entrycondition1==1, which will leads to entrypoint= High[0]. In otherwords - I want to achieve, that my entry logic is always same (Close[0]> entrypoint)), only entrypoint has many definitions and I will choose one of them from variables (entryoption)...What I am doing wrong?

    #2
    Hello Tomass,

    Thank you for your note.

    I'm not sure how the following could ever be true, since the highest a close of a bar could be is the high of that bar. So (Close[0]> High[0])) could not be true, but (Close[0]>=High[0])) could.

    I would suggest adding prints to understand your behavior.

    I’ve provided a link to a youtube video which covers an example of using prints to understand behavior:
    https://www.youtube.com/watch?v=K8v_...tu.be&t=48m45s

    I’ve provided a link covering debugging which you may find helpful.
    Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by saltminer, Today, 05:19 PM
    0 responses
    3 views
    0 likes
    Last Post saltminer  
    Started by martyn73, Today, 04:18 PM
    0 responses
    2 views
    0 likes
    Last Post martyn73  
    Started by aprendiz, Today, 03:42 PM
    0 responses
    2 views
    0 likes
    Last Post aprendiz  
    Started by 1001111, Today, 09:10 AM
    1 response
    12 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by usero86, Today, 06:02 AM
    1 response
    7 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Working...
    X