#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.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 SampleBoolSeriesStrategy : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Sample strategy demonstrating how to call an exposed BoolSeries object";
Name = "SampleBoolSeriesStrategy";
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;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
}
else if (State == State.Configure)
{
AddChartIndicator(MyCustomIndicator());
}
}
protected override void OnBarUpdate()
{
Print(
Print(
//entry conditions
if (MyCustomIndicator().BullIndication[0])
{
EnterLong();
}
if (MyCustomIndicator().BearIndication[0])
{
EnterShort();
}
}
}
}
If I try to backtest the strategy the first 3-5 entries make sense (i.e. a long position is entered when a bool is true). However, after this I start to get erroneous entries. Trades are entered when both bools are false (confirmed in the output window with the Print() statements). Am I missing something obvious that would cause this? Any help is appreciated!
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