Strategy to limit to only one trade per day

[Jonathan.Lee]

I am building this strategy and cannot seem to limit this to one order per day. Can someone show me what I have wrong here?

#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 ATO : Strategy
{
private int HighestBarsAgo;
private int LowestBarsAgo;
private double HighestPrice;
private double LowestPrice;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ATO";
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 = 7;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
LookBackPeriod = 15;
HighestBarsAgo = 1;
LowestBarsAgo = 1;
HighestPrice = 1;
LowestPrice = 1;
//ProfitTargetTicks = 12;

}
else if (State == State.Configure)
{
SetTrailStop(CalculationMode.Ticks, 20);
//SetParabolicStop("Enter ATO Long", CalculationMode.Ticks, 20, false, 0.03, 0.3, 0.01);
// SetParabolicStop("Enter ATO Short", CalculationMode.Ticks, 20, false, 0.03, 0.3, 0.01);
//SetParabolicStop(CalculationMode.Ticks, 20);
//SetStopLoss(CalculationMode.Ticks, StopLossTicks);
//SetProfitTarget(CalculationMode.Ticks, 10);
//SetStopLoss(CalculationMode.Ticks, 20);
}
}

protected override void OnBarUpdate()
{
//Add your custom strategy logic here.
//Add your custom strategy logic here.
if (BarsInProgress != 0)
return;
// Resets the stop loss to the original value when all positions are closed

// set initial highest/lowest price to first bar of session so we have a baseline
if(Bars.IsFirstBarOfSession)
{
HighestPrice = High[0];
LowestPrice = Low[0];
}

if (CurrentBars[0] < LookBackPeriod)
return;


if (ToTime(Time[0]) >= 62000 && ToTime(Time[0]) <= 65000)
{
HighestPrice = MAX(High, 7)[0];
Print("The current MAX value is " + HighestPrice.ToString());
LowestPrice = MIN(Low, 7)[0];
Print("The current MIN value is " + LowestPrice.ToString());
}

// Set 2
//if (BarsSinceEntryExecution(0, @"ATO Enter Long", 1) == 1)
//BarsSinceExitExecution() == -1)

if (ToTime(Time[0]) >= 65001 && ToTime(Time[0]) <= 82500 && Close[0] > HighestPrice && BarsSinceEntryExecution(0, @"Enter ATO Long", 1) != 1)
{


EnterLongLimit(HighestPrice, "Enter ATO Long");
Print("ATO Long " + HighestPrice.ToString());

}


if (ToTime(Time[0]) >= 65001 && ToTime(Time[0]) <= 82500 && Close[0] < LowestPrice && BarsSinceEntryExecution(0, @"Enter ATO Short", 1) != 1)
{


EnterShortLimit(LowestPrice, "Enter ATO Short");
Print("ATO Short " + LowestPrice.ToString());

}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="LookBackPeriod", Order=1, GroupName="Parameters")]
public int LookBackPeriod
{ get; set; }
#endregion

}
}

[NinjaTrader_ChelseaB]

Hello Jonathan.Lee,

Use a bool declared in the scope of the class like dailyOrderSubmitted.

When the order is submitted, set this to true.

When Bars.IsFirstBarOfSession is true, set this to false to allow for a new order on a new day.


As a tip, to export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

http://ninjatrader.com/support/helpGuides/nt8/en-us/export.htm

[earmarques]

Hi,

And about avoid to a strategy run again, because set a bool variable works, but if one turn on the strategy again on other chart the same strategy will send another order because the bool variable will be on his original value.

Is there a way to query NJ if some order from this signal was sended or executed today?

Thanks in advance!

[NinjaTrader_Emily]

Hi,

And about avoid to a strategy run again, because set a bool variable works, but if one turn on the strategy again on other chart the same strategy will send another order because the bool variable will be on his original value.

Is there a way to query NJ if some order from this signal was sended or executed today?

Thanks in advance!

You could consider exposing a value to other scripts. For example, we have a reference sample that demonstrates "Exposing indicator values that are not plots" and you could consider exposing a value in this way:

https://ninjatrader.com/support/helpGuides/nt8/exposing_indicator_values_that.htm

Another option would be to combine your strategy logic from the separate charts into one strategy so it is aware of position, order, and execution information for both instruments involved. Instead of running the strategy on two charts, you could run it on one chart and have the second instrument added programmatically via AddDataSeries():

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

For more information regarding Multi-Time Frame & Instruments:

https://ninjatrader.com/support/helpGuides/nt8/multi-time_frame__instruments.htm

Please let us know if we may be of further assistance.