My First Strategy has gone wrong

[EastLondonKiwi]

Hi I am having a go at writing a strategy. The goal is really just to have a go at compiling a strategy and see it working before I attempt to map out some more complex.

To build the test example, I used the strategy builder to build a simple Bollinger band test looking for price crossing above or below the bands, with the goal of painting arrows on a chart at these points.

When I went to compile the strategy I get errors: See the attached image.

I am assuming that I need to transpose the double into a whole number before I can add pips or ticks to it?

Thoughts great appreciated.

[koganam]

Hi I am having a go at writing a strategy. The goal is really just to have a go at compiling a strategy and see it working before I attempt to map out some more complex.

To build the test example, I used the strategy builder to build a simple Bollinger band test looking for price crossing above or below the bands, with the goal of painting arrows on a chart at these points.

When I went to compile the strategy I get errors: See the attached image.

I am assuming that I need to transpose the double into a whole number before I can add pips or ticks to it?

Thoughts great appreciated.

As it is telling you, you cannot compare a Series to a double. You need to specify the index on the Series; said index being the identifier for the double that is held in that index position. The index of the immediate CurrentBar is zero.

[EastLondonKiwi]

Hi kogaman

Can you give me an example by rewriting line 71?

Kind regards

Duncan

[koganam]

Hi kogaman

Can you give me an example by rewriting line 71?

Kind regards

Duncan

You asked for a crossing of price above the Bollinger band. That is simply

if (CrossAbove(Close, Bollinger1.Lower, 1)){//do something here}

which in this instance may not make sense because your statement is inexact. I only put that there to show that if your own statement is not exact, then nobody, including you can write correct statements. There are 3 lines in a Bollinger Band indicator, so "price crossing above ..." is totally ambiguous. Then I also see that you have a tick offset in your statement, that is not mentioned in your description. What exactly do you want to write?

[EastLondonKiwi]

Hi you are absolutely right of course.

And maybe that is where the Strategy builder fails. Because I used the default questions it throws up to define the logic.

It also did not let me define what the parameters of the Bollinger bands are, which at the time I thought was odd.

Any way back to the question. The logic I am try to write is this.

There are three bands in a Bollinger Band as you have identified, CentreBand, UpperBand, and LowerBand.

I am looking for when Price crosses and closes above the UpperBand, and the next candle is a higher close to that cross, then I want a buy signal (in this case that is simply a arrow pointing up).

If Price crosses and closes below the LowerBand, and the next candle is a lower close to that cross, then I want a sell signal (in this case that is simply a arrow pointing down).

I'll look at the Bollinger Band code in the Script Editor library and see if I can set up the Bollinger variables better than my current code has.

but your help on the cross is great.

Kind regards

Duncan

[EastLondonKiwi]

Ok here is a go at cleaning things up. This code has errors in it. But hopefully it is starting to make a bit more sense.

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"This Straegy if looking for Bollinger Band Crosses in a trending market";
Name = "BollingerCross";
Calculate = Calculate.OnBarClose;
//EntriesPerDirection = 1;
//EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
//IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
//OrderFillResolution = OrderFillResolution.Standard;
//Slippage = 0;
//StartBehavior = StartBehavior.WaitUntilFlat;
//TraceOrders = false;
//RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
//StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
Bollinger1 = Bollinger(2, 20);
//SetProfitTarget(@"", CalculationMode.Pips, 50);
//SetStopLoss("", CalculationMode.Pips, 50, false);
bbUpper = Bollinger.Upper;
bbLower = Bollinger.Lower;
bbCross = CurrentBar[1];
double hhUp = NBarsUp(1, true, true, true)[0];
double llDown = NBarsDown(1, true, true, true)[0];


}
}

protected override void OnBarUpdate()
{
if (CurrentBars[0] < BarsRequired)
return;

//
if ((bbCross == CrossBelow(Close, bbLower, 1)) && llDown ==1);
{
Draw.ArrowDown(this, @"BollingerCrossArrow down", false, 0, 0, Brushes.Red);
}
// Set 1
if ((bbCross == CrossAbove(Close, bbUpper, 1)) && hhUp ==1);
{
Draw.ArrowUp(this, @"BollingerCrossArrow up", false, 0, 0, Brushes.DodgerBlue);
}

}
}
}

[EastLondonKiwi]

Ok I seem to have cleared all the errors, but now if I try and run the strategy in the Strategy Analyzer I get and Error

"Value of property 'BarCount' of NinjaScript 'N bars up' is 1 and not in valid range between 2 and 2147483647."

Current Code attached

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class BollingerCross : Strategy
{
private Bollinger Bollinger1;



protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"This Straegy if looking for Bollinger Band Crosses in a trending market";
Name = "BollingerCross";
Calculate = Calculate.OnBarClose;
//EntriesPerDirection = 1;
//EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
//IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
//OrderFillResolution = OrderFillResolution.Standard;
//Slippage = 0;
//StartBehavior = StartBehavior.WaitUntilFlat;
//TraceOrders = false;
//RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
//StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
Bollinger1 = Bollinger(2, 20);
}
//SetProfitTarget(@"", CalculationMode.Pips, 50);
//SetStopLoss("", CalculationMode.Pips, 50, false);

}



protected override void OnBarUpdate()
{
double bbUpper = Bollinger(Close, 2, 20).Upper[0];
double bbLower = Bollinger(Close, 2, 20).Lower[0];
//public double bbCross = CurrentBar[1];
double hhUp = NBarsUp(1, true, true, true)[0];
double llDown = NBarsDown(1, true, true, true)[0];

if (CurrentBar < BarsRequiredToTrade)
{
return;
}

//
if (CrossBelow(Close, bbLower, 1) && llDown ==1);
{
Draw.ArrowDown(this, @"BollingerCrossArrow down", false, 0, 0, Brushes.Red);
}
// Set 1
if (CrossAbove(Close, bbUpper, 1) && hhUp ==1);
{
Draw.ArrowUp(this, @"BollingerCrossArrow up", false, 0, 0, Brushes.DodgerBlue);
}
}
}

}

[NinjaTrader_PaulH]

Hello EastLondonKiwi,

Thanks for your posts.

To answer your latest post, in your code you have:

double hhUp = NBarsUp(1, true, true, true)[0];
double llDown = NBarsDown(1, true, true, true)[0];

Where the 1 is specified as the BarCount. The error message "Value of property 'BarCount' of NinjaScript 'N bars up' is 1 and not in valid range between 2 and 2147483647." is advising you to set that to a minimum of 2. Please replace the 1 with 2 and recompile and test.