Simple strat

[minip]

Hi,

I am trying to program/back test a simple strat that enters at the exact time twice a day. I am using the builder and the issue I am running into is that It enters time after time again. I want to enter at 2 different times with 2 different entries and then after those are done it waits until the next time slot, here is the code below I am sure its a simple fix but I cannot figure it out and after trying multiple times I figured I'd ask for a little help. Any suggestions/fixes would be great thank you


//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class Buyclosesellopen : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"everynight the system will buy the close of the previous day and sell the open at the rth open ";
Name = "Buyclosesellopen";
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;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
Close = DateTime.Parse("16:30", System.Globalization.CultureInfo.InvariantCulture) ;
Open = DateTime.Parse("09:30", System.Globalization.CultureInfo.InvariantCulture) ;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 1);
SetProfitTarget("", CalculationMode.Ticks, 40);
SetStopLoss("", CalculationMode.Ticks, 40, false);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

// Set 1
if (new TimeSpan(16, 45, 0) == Close.TimeOfDay)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"");
}

// Set 2
if (new TimeSpan(9, 30, 0) == Open.TimeOfDay)
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

}

#region Properties
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="Close", Description="buy", Order=1, GroupName="Parameters")]
public DateTime Close
{ get; set; }

[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="Open", Description="sell", Order=2, GroupName="Parameters")]
public DateTime Open
{ get; set; }
#endregion

}
}

[NinjaTrader_Jesse]

Hello minip,

Thanks for the post.

A couple of items come to attention here, first you are using the names Open and Close for your times. These should change to something else because Open and Close already exist in the script as the price series. You could rename these to OpenTime and CloseTime. I mention this because if you later try and make a condition using the close price this will likely cause an error.

The second item is the condition you made, you are comparing the Timespan against your Input time which are the same times. You can remove the timespan here, you instead need to make the condition as your input == Time -> Time series.

In the builder that would be
Left: User input -> your input name
Center: equals
Right: Time -> Time series

I look forward to being of further assistance.

[minip]

Jesse,

Thanks for the help two more small tweaks I'd like your help on, currently it is closing out of trades at the end of the session. How could I make it so that it stays in the trade until the stop loss or profit level it hit. Also how would i set up an auto break even + x. Similar to how you would use this in a ATM stop strategy.

Thanks for the help

[NinjaTrader_Jesse]

Hello minip,

Are you asking how to leave it past the session into the next session?

There is a sample of what would be needed to do a breakeven in the following post: https://ninjatrader.com/support/foru...rategy-builder
Also for manually coded scripts you can see this sample: https://ninjatrader.com/support/help...and_onexec.htm

I look forward to being of further assistance.