It's returning some large numbers that don't seem to make sense?
The strategy places an order, and then uses barsSinceEntry to adjust the stop technique.
Here's a code snippet
// Entry logic EnterShort(DefaultQuantity, "S2_S"); PBHigh = High[1] + 2*TickSize; PBHigh = Math.Min(PBHigh,High[0]+(15*TickSize)); Print(Instrument.FullName+" New Short, Entry is "+ Close.ToString()[0]); Print(Instrument.FullName+" New Short, Prior Bar High= "+High.ToString()[1]+ " Stop Loss = "+ PBHigh.ToString()); SetStopLoss(CalculationMode.Price, PBHigh); . . . // Stop Logic if (Position.MarketPosition == MarketPosition.Long && FirstTickOfBar) { Print(Instrument.FullName+" In Long,Bars = "+ BarsSinceEntry().ToString()); //Set new Stop Loss if (BarsSinceEntry() > 5) if ( BarsSinceEntry() >5 ) { .... } else Print(Instrument.FullName+" In Long, Less than >5 bars = ");
fwiw, it seems to work correctly on the strategies first trade, but that's just a hunch at this point. Look for the text 'In Short Bars'
Entered internal PlaceOrder() method at 4/11/2007 10:48:00 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=S2_S' FromEntrySignal='' ER2 06-07 New Short, Entry is 8 ER2 06-07 New Short, Prior Bar High= 1 Stop Loss = 813.9 Entered internal SetStopTarget() method at 4/11/2007 10:48:00 AM: Type=Stop FromEntrySignal='' Mode=Price Value=813.9 Currency=0 Simulated=False ER2 06-07 In Short,Bars = 6648 ER2 06-07 In Short, Adjusted Stop to MA = 812.631384615384 Entered internal SetStopTarget() method at 4/11/2007 10:51:00 AM: Type=Stop FromEntrySignal='' Mode=Price Value=812.631384615384 Currency=0 Simulated=False ER2 06-07 In Short,Adjusted Target to = 807.6 Entered internal SetStopTarget() method at 4/11/2007 10:51:00 AM: Type=Target FromEntrySignal='' Mode=Price Value=807.6 Currency=0 Simulated=False
Does Avgprice() refer to the current trade/position, or an avg for the whole day?
ie, can I use it for basing a Break-Even stop on?
Also #2
.. would you have any suggestions as to why my High.ToString() and Close.ToString()[0] are returning single digits in the output window? I thought it might be format str related, but the same syntax works elsewhere
Many thanks for putting up with my endless questions.
Zol
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