How to make purchases and sales at the close of the bar and update the stop in ticks

[jmarcano]

Thanks ChelseaB, I would like to try to add the prints all at once.
Could you explain to me with a brief example how to create it?

[NinjaTrader_ChelseaB]

Hello jmarcano,

The same way you have been doing it.

Make a print for:

&& (Position.MarketPosition == MarketPosition.Flat)

Then make a print for:

&& (VolumeUpDown1.UpVolume[0] > 1300)

Then make a print for:

&& (CrossAbove(Close, Swing1.SwingHigh, 1))

Then make a print for:
[CODE]&& (Close[0] > EMA1[0])
Then make a print for:

&& (Operaciones < TradeDay)

Then make a print for:

&& (Long == true))

You've made one print correctly so far.

Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());

Keep doing this for the rest of the conditions in the condition set.
If you get stuck, let me know.

[jmarcano]

Good afternoon Chelsea, sending the file with the print output

[jmarcano]

Thanks ChelseaB, would it be something like this? I'm not very clear on how to declare this condition?

&& (CrossAbove (Close, Swing1.SwingHigh, 1))

This is how I keep the code

// Long
if (IsFirstTickOfBar
&& (Times[0][0].TimeOfDay >= Apertura.TimeOfDay)
&& (Times[0][0].TimeOfDay < Cierre.TimeOfDay)
&& (Position.MarketPosition == MarketPosition.Flat)
&& (VolumeUpDown1.UpVolume[0] > 1300)
&& (CrossAbove(Close, Swing1.SwingHigh, 1))
&& (Close[0] > EMA1[0])
&& (Operaciones < TradeDay)
&& (Long == true))
{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.UpVolume.ToString() + " > 1300: " + 1300.ToString());
// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

[NinjaTrader_ChelseaB]

Hello jmarcano,

It is important that we see the print (on the first tick of a bar) for every bar and not just when the condition is true.

This is the reason we are using the print above and out side of the condition that triggers the action.

We are choosing to only print on the first tick of a new bar, to cut down on the amount of prints.

This means, you want to print the values outside of the condition set triggering the action.

Do not also add the conditions to the print condition, because then we won't see prints for every bar. We will only see prints when the condition is true, which means we cannot get information when the conditon is not true.

We are only adding prints, we are not changing the condition.

Set the print the condition back to:
if (IsFirstTickOfBar)


Here is an example with the first three prints added:

if (IsFirstTickOfBar)
{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
}

If this is the first tick the bar, print the time, print the values being used in the condition. On every bar, not just when the condition is true.

Try printing this and let me know if this is not clarifying why we are using prints to see what values are being compared in the condition.

We are trying to see if your condition values are all evaluating as true.

If the condition set evaluates as true the action is triggered.

If the condition set evaluates as false, the action is not triggered.

[jmarcano]

Good morning Chelsea, thanks for your answer, I send you the exit print

[jmarcano]

I send the code with the impressions added.


protected override void OnBarUpdate()
{



// Reset stop
//if ((Position.MarketPosition == MarketPosition.Flat))
//{
//SetStopLoss(CalculationMode.Ticks, Stop);
//}

// Long
if (IsFirstTickOfBar
&& (Times[0][0].TimeOfDay >= Apertura.TimeOfDay)
&& (Times[0][0].TimeOfDay < Cierre.TimeOfDay)
&& (Position.MarketPosition == MarketPosition.Flat)
&& (VolumeUpDown1.UpVolume[0] > 1300)
&& (CrossAbove(Close, Swing1.SwingHigh, 1))
&& (Close[0] > EMA1[0])
&& (Operaciones < TradeDay)
&& (Long == true))

{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.UpVolume.ToString() + " > 1300: " + 1300.ToString());
// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

[NinjaTrader_ChelseaB]

Hello jmarcano:

Hmm, I don't think I am communicating well that print should not be in the condition we are investigating, or what we are trying to accomplish here.

We need to know the values used in the condition, when the condition is not true.

If you put the print in the condition set, we won't get any prints when the condition is not true.

Would you like to schedule a phone call to discuss why are using prints?

Change:

// Reset stop
//if ((Position.MarketPosition == MarketPosition.Flat))
//{
//SetStopLoss(CalculationMode.Ticks, Stop);
//}

// Long
if (IsFirstTickOfBar
&& (Times[0][0].TimeOfDay >= Apertura.TimeOfDay)
&& (Times[0][0].TimeOfDay < Cierre.TimeOfDay)
&& (Position.MarketPosition == MarketPosition.Flat)
&& (VolumeUpDown1.UpVolume[0] > 1300)
&& (CrossAbove(Close, Swing1.SwingHigh, 1))
&& (Close[0] > EMA1[0])
&& (Operaciones < TradeDay)
&& (Long == true))

{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.UpVolume.ToString() + " > 1300: " + 1300.ToString());
// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

To:

if (IsFirstTickOfBar)
{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.UpVolume.ToString() + " > 1300: " + 1300.ToString());
// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

[jmarcano]

Sorry, I understood you, I send you updated output

[jmarcano]

I send the code

protected override void OnBarUpdate()
{


if (IsFirstTickOfBar)
{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.UpVolume.ToString() + " > 1300: " + 1300.ToString());
// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

[NinjaTrader_ChelseaB]

Hello jmarcano,

Great job removing that.

We also have a few prints that need to be corrected so that they match what you have written into the condition.

-For the condition: "&& (VolumeUpDown1.UpVolume[0] > 1300)"
Change:

Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume: " + VolumeUpDown1.[U]UpVolume[/U].ToString() + " > 1300: " + 1300.ToString());

To:

Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume[0]: " + VolumeUpDown1.UpVolume[B][0][/B].ToString() + " > 1300");

-For the condition: "&& (CrossAbove(Close, Swing1.SwingHigh, 1))"
Change:

// Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());

See the example in the forum post on how to use prints to look for a cross above:
https://ninjatrader.com/support/foru...121#post791121
To:

Print("\r\n" + Time[0].ToString() + " Close[1]: " + Close[1].ToString() + " <  Swing1.SwingHigh[1]: " + Swing1.SwingHigh[1].ToString() + " && " + " Close[0]: " + Close[0].ToString() + " >  Swing1.SwingHigh[0]: " + Swing1.SwingHigh[0].ToString());

-For the condition: "&& (Close[0] > EMA1[0])"
Change:

Print("\r\n" + Time[0].ToString() + " Close: " + Close.ToString() + " > EMA1: " + EMA1.ToString());

To:

Print("\r\n" + Time[0].ToString() + " Close[B][0][/B]: " + Close[B][0][/B].ToString() + " > EMA1[B][0][/B]: " + EMA1[B][0][/B].ToString());

With this information we have so far, we can see we are looking for bar between 9:35 and 11:30.

Here is the first print after 9:35.

10/8/2020 9:36:00 AM Times[0][0].TimeOfDay: 09:36:00 => Apertura.TimeOfDay: 09:35:00

10/8/2020 9:36:00 AM Times[0][0].TimeOfDay: 09:36:00 < Cierre.TimeOfDay: 11:30:00

10/8/2020 9:36:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/8/2020 9:36:00 AM VolumeUpDown1.UpVolume: NinjaTrader.NinjaScript.Series`1[System.Double] > 1300: 1300

10/8/2020 9:36:00 AM Close: NinjaTrader.NinjaScript.PriceSeries > EMA1: EMA(NQ 12-20 (2 Minute),20)

10/8/2020 9:36:00 AM Operaciones: 0 < TradeDay: 1

10/8/2020 9:36:00 AM Long: True == true: True

We can see the position is flat, that the Operaciones is less than 1, and Long is true.

[jmarcano]

I send you updated output

[jmarcano]

I send the updated code, I am really very grateful for all the explanations that ChelseaB is giving me

protected override void OnBarUpdate()
{


if (IsFirstTickOfBar)
{
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " => Apertura.TimeOfDay: " + Apertura.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Times[0][0].TimeOfDay: " + Times[0][0].TimeOfDay.ToString() + " < Cierre.TimeOfDay: " + Cierre.TimeOfDay.ToString());
Print("\r\n" + Time[0].ToString() + " Position.MarketPosition: " + Position.MarketPosition.ToString() + " == MarketPosition.Flat: " + MarketPosition.Flat.ToString());
Print("\r\n" + Time[0].ToString() + " VolumeUpDown1.UpVolume[0]: " + VolumeUpDown1.UpVolume[0].ToString() + " > 1300");
Print("\r\n" + Time[0].ToString() + " Close[1]: " + Close[1].ToString() + " < Swing1.SwingHigh[1]: " + Swing1.SwingHigh[1].ToString() + " && " + " Close[0]: " + Close[0].ToString() + " > Swing1.SwingHigh[0]: " + Swing1.SwingHigh[0].ToString());
Print("\r\n" + Time[0].ToString() + " Close[0]: " + Close[0].ToString() + " > EMA1[0]: " + EMA1[0].ToString());
Print("\r\n" + Time[0].ToString() + " Operaciones: " + Operaciones.ToString() + " < TradeDay: " + TradeDay.ToString());
Print("\r\n" + Time[0].ToString() + " Long: " + Long.ToString() + " == true: " + true.ToString());
}

[NinjaTrader_ChelseaB]

Hello jmarcano,

Fantastic, you made it!

But your output file is a little short.

We don't have the output from after 9:35 and before 11:30.

I am only seeing in the file provided:

10/13/2020 12:22:00 PM Times[0][0].TimeOfDay: 12:22:00 => Apertura.TimeOfDay: 09:35:00

10/13/2020 12:22:00 PM Times[0][0].TimeOfDay: 12:22:00 < Cierre.TimeOfDay: 11:30:00

10/13/2020 12:22:00 PM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/13/2020 12:22:00 PM VolumeUpDown1.UpVolume[0]: 1 > 1300

10/13/2020 12:22:00 PM Close[1]: 12080.25 < Swing1.SwingHigh[1]: 12181.75 && Close[0]: 12079.75 > Swing1.SwingHigh[0]: 12181.75

10/13/2020 12:22:00 PM Close[0]: 12079.75 > EMA1[0]: 12114.8475789235

10/13/2020 12:22:00 PM Operaciones: 0 < TradeDay: 1

10/13/2020 12:22:00 PM Long: True == true: True

[jmarcano]

If chelseaB, I had to cut it because of the size, it would not let me send them, I send another reduced one to verify