EnterShort() returns null

[schattencheg]

Hello, i'm very new in NinjaScript!
I'm working on strategy with several instruments. Strategy works fine for first time in each instrument, but next i'm getting null when trying to open position. Can i somehow check error message?

if (orderMain == null)
  orderMain = EnterLong(BarsInProgress, quantity, singnalName);

[NinjaTrader_ChrisL]

Hello schattencheg,

Thank you for the post, and welcome to the NinjaTrader forum!

Are all of the parameters in the EnterLong() method set to a value? If the orderMain object is null and you try to use it, you will get this error. You can add a check to see if it is null before using it, just like you did while you set the object, instead you would use the != operator.

I look forward to being of further assistance.

[schattencheg]

Thanks for fast react.
All the parameters is set to values.
I just want to know what exactly prevent order to be created.

[NinjaTrader_ChrisL]

Hello schattencheg,

Thanks for the reply.

I would need to see the full code to know why the order object is null. You may export your script and post it here if you wish.

See these instructions on exporting your script for attachment:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?export.htm#ExportingninjascriptAsSourceFiles

I look forward to your reply.

[schattencheg]

As i found problem in CloseMarket method:

        public void CloseMarket(string comment = "")
        {
            /*Add check for order Cancelled succesfully*/
            PLTools.Log("Closing market " + comment);
            if (orderPack[BarsInProgress].orderMain != null)
            {
                if ((orderPack[BarsInProgress].orderMain.OrderAction == OrderAction.Buy)|| (orderPack[BarsInProgress].orderMain.OrderAction == OrderAction.BuyToCover))
                {
                    ExitLong(BarsInProgress, comment, orderPack[BarsInProgress].orderMain.Name);
                }
                else
                if ((orderPack[BarsInProgress].orderMain.OrderAction == OrderAction.Sell)||(orderPack[BarsInProgress].orderMain.OrderAction == OrderAction.SellShort))
                {
                    ExitShort(BarsInProgress, comment, orderPack[BarsInProgress].orderMain.Name);
                }
                else
                    CancelOrder(orderPack[BarsInProgress].orderMain);
                orderPack[BarsInProgress].orderMain = null;
            }
            if (orderPack[BarsInProgress].orderStopLoss != null)
            {
                CancelOrder(orderPack[BarsInProgress].orderStopLoss);
                orderPack[BarsInProgress].orderStopLoss = null;
            }
            if (orderPack[BarsInProgress].orderTakeProfits != null)
            {
                foreach (var i in orderPack[BarsInProgress].orderTakeProfits)
                    CancelOrder(i);
                orderPack[BarsInProgress].orderTakeProfits.Clear();
            }
            Positions[BarsInProgress].Close();
            Position.Close();
        }

After evaluating this method Position.MarketPosition still not Flat, help me please find out why

[NinjaTrader_ChrisL]

Hello schattencheg,

Thanks for the reply.

You can override the OnPositionUpdate event method to keep track of your position while the strategy is running. Using this method, you can set up a boolean variable at the class level, set it to true while the position is long/short, and wait until that bool becomes false to initiate your CloseMarket method.

https://ninjatrader.com/support/help...tionupdate.htm - OnPositionUpdate

Please let me know If I can assist further.

[schattencheg]

Hello!
Thanks for help!
Now can you explain information in strategy analyzer?
So, i've fix errors and my strategy now works for three instruments. I select one from strategy analizer window and two hardcoded in strategy.
What exactly does mean 48000% in percent view of graph? Why 48000 positive % but in currency huge dropdown?

[schattencheg]

Can you please give an answer to my last question about graph?

[NinjaTrader_ChrisL]

Hello schattencheg,

Thank you for the reply.

Could you please post the updated version of your script? I will test on the same time frame once I receive your reply.

I look forward to assisting further.

[schattencheg]

Here updated code and graph

[NinjaTrader_ChrisL]

Hello schattenche, thank you for the reply.

This result is expected to happen since cumulative profit in percentile mode will reinvest the profits from previous trades.

More information on this item can be found here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?statistics_definitions.htm#UnderstandingCumulativeProfit

Please let me know if I can assist further.

[schattencheg]

Thanks for the link, but i still don't get it. On "Summary" tab we can see following:
Total net profit: -283.08$ / 49764,37%
Minus 283$ and Plus 49764%
If we reinvest we just calculate (final account size)/(initial account size)*100%, so if we have starting account size 100000$ and get profit -283 then we have 99,717%, eg -0,283%
And if we calculate from %: profit=(final percents)*(initital account size)/100%-(initital account size), so we have 49664370$ of net profit.
Am i right?

[NinjaTrader_ChrisL]

Hello schattencheg,

Thanks for the reply.

I tested your code once more. It looks like a strategy was made from the strategy builder, then was edited through an external editor to add additional logic. You will need to unlock the code from the Strategy Builder if you want to edit the code manually. To help with debugging, I removed the two data series that you added and the Strategy Analyzer output correct PnL results, so the error is coming from a combination of the custom code and the additional data series being used.

Please let me know if you have any questions.

[schattencheg]

Hello, Chris!
Thanks for your answer, I'll check it once more time later with one instrument , now I have another question.

I faced the following problem: due to the strategy logic when we open position also set StopLoss order and three TakeProfit orders. When we hit first profit level we move StopLoss level closer to current position, e.g. to OpenPrice of our position. When we hit next profit level, we set new StopLoss level at first profit level, etc.
For example if StopLoss = 150 points and TakeProfit = 200, and we enter Long position at 1.0000 then we set:
StopLoss = 0.0850
OpenPrice = 1.0000
TakeProfit1 = 1.0200
TakeProfit2 = 1.0400
TakeProfit3 = 1.0600
And if we hit TakeProfit1 level we change StopLoss to the position entry price: StopLoss = 1.00000
Now, the question is:
When we operate with Daily bars and open position in raising bar which overlaps TakeProfit1 level, then we change StopLoss price to initial one, namely open price, we immediately strikes this stop order. You can see this on the attached image. Why can it be? How we should test this logic?

[NinjaTrader_ChrisL]

Hello schattencheg,

Thanks for the reply.

You may enable a higher resolution data series in which to fill orders on. This will help to get better fill estimations in a backtest. Turn "Order Fill Resolution" to "High", then select a more granular series than a day bar, like 1-minute bars. After you have enabled this, test the strategy again.

I look forward to hearing of your results.