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Strategy Builder - Setting/executing limit buy order at signal bar high + 1 tick

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    Strategy Builder - Setting/executing limit buy order at signal bar high + 1 tick

    Hello
    I am trying to set a long entry limit buy order at signal bar high +1 tick, but, as shown on the attached image, it appears that something is not correct in the settings I have written with the strategy builder.
    Can you please help in finding out why this is happening (both with calculate on each tick and on bar close) and how to correct it?
    Thank you.

    Click image for larger version  Name:	order execution is not at expected price .jpg Views:	0 Size:	311.5 KB ID:	1086174


    found out signal bar should be considered as last bar[0] not as previous bar[1]
    however it does not work either. Executions still do not always happen at high +1tick, as expected.
    Last edited by guidoisot; 02-05-2020, 05:20 AM.

    #2
    Hello guidoisot,

    Thank you for your post.

    You're correct, you were originally setting it to one tick above the high of the bar BEFORE the signal bar, but it appeared to be executing as expected if you'd meant to do it that way.

    What behavior are you seeing after changing the entry to be on High[0] + (1 * TickSize)? Could you provide a similar screenshot as before, but after your changes?

    Thanks in advance; I look forward to assisting you further.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hello Kate.
      I do not understand why some trades are not executed 1 tick away from either the high (longs) or the low (shorts) of the signal bars.
      please see attached image.
      thank you.

      Click image for larger version  Name:	NQ 03-20 (30 Minute) 2020_01_21 (21_01_39).png Views:	0 Size:	84.1 KB ID:	1086232
      Last edited by guidoisot; 02-05-2020, 02:10 PM.

      Comment


        #4
        Hello guidoisot,

        Thank you for your reply.

        Could you please post screenshots of your current strategy setup? I'd like to test on my end but I'd like to reproduce exactly what you're doing.

        Thanks in advance; I look forward to assisting you further.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Hello Kate.
          Please find attached screenshot of the text of the strategy.
          Thank you.
          gt

          Click image for larger version

Name:	strat_screenshot.jpg
Views:	49
Size:	486.4 KB
ID:	1086251

          Comment


            #6
            Hello guidoisot,

            Thank you for your patience.

            I've also sent you this same reply via email, but wanted to post here as well for other users.

            I believe that what's happening here is that you're submitting your buy limits above the market, where they immediately become Market orders and fill accordingly, and the reverse with your sell limits are getting submitted below the market, where they also turn into Market orders and immediately fill. Try reversing which ones are submitted at which price — submit the long limits at the low minus a tick, and submit the sells at the high plus a tick.

            I think you'll find that your entries are much more in line with what you're trying to achieve.

            Please let us know if we may be of further assistance to you.
            Kate W.NinjaTrader Customer Service

            Comment

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