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

[NinjaTrader_Jim]

Hello jmarcano,

This is Jim responding on behalf of Chelsea who is out of the office at this time.

Your print "Print(Time[0] + " Condition true");" will be seen when the order submission method is reached. This can confirm that the strategy has reached this part of the code.

You may test the strategy in the Playback Connection to attempt to reproduce an occurrence that happened when the strategy was processing realtime data.

If you test in Playback and see that the order method was reached but the order did not submit, set TraceOrders to true and then repeat your test to see the TraceOrders feedback for why the order would have been ignored. TraceOrders is set in State.SetDefaults in OnStateChange and the strategy will need to be removed and re-added to take in changes made in State.SetDefaults.

The TraceOrders feedback will tell you why the order got ignored.

Please also consider testing with Order Fill Resolution set to High with a single tick data series. With historical processing, it is possible where an Exit and a Set method fill on the same bar which would put you in a reverse position. Further entries would be ignored because we would already have exceeded the allowed number of EntriesPerDirection. Using High Order Fill resolution will have orders filled with intrabar granularity and can reduce the chances of 2 orders getting filled on the same bar.

We look forward to assisting.

[jmarcano]

Good afternoon Jim, a greeting, yesterday in the last thing I spoke with ChelseaB, he told me to send him the code and an exit from the printing since the purchase action has not yet been executed as far as we have come.

in post # 60 I sent him the code and the output.

Thanks you

[jmarcano]

Good afternoon Jim validating the printing output today at 9:40 the purchase should have been executed but it indicates that the volume is zero, he should not take is the value of the candle that closes?



10/14/2020 9:40:00 AM Strategy 'BreakOutV01/203089315': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/14/2020 9:40:00 AM Times[0][0].TimeOfDay: 09:40:00 => Apertura.TimeOfDay: 09:35:00

10/14/2020 9:40:00 AM Times[0][0].TimeOfDay: 09:40:00 < Cierre.TimeOfDay: 11:30:00

10/14/2020 9:40:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/14/2020 9:40:00 AM VolumeUpDown1.UpVolume[0]: 0 > 1300

10/14/2020 9:40:00 AM Close[1]: 12133.25 < Swing1.SwingHigh[1]: 12128 && Close[0]: 12131.75 > Swing1.SwingHigh[0]: 12128

10/14/2020 9:40:00 AM Close[0]: 12131.75 > EMA1[0]: 12114.1766088843

10/14/2020 9:40:00 AM Operaciones: 0 < TradeDay: 1

10/14/2020 9:40:00 AM Long: True == true: True

[NinjaTrader_Kate]

Hello jmarcano,

Thank you for your reply.

Chelsea is currently out of the office, but I'm not seeing from your prints above that you've turned on the TraceOrders function as Jim recommended - can you confirm, have you enabled TraceOrders and are not seeing the order being submitted?

Thanks in advance; I look forward to assisting you further.

[jmarcano]

Hello Kate, good afternoon, if I fear it active here where Chelsea indicated me but I don't know if it would be fine there, could you help me to see if it is okay

IsInstantiatedOnEachOptimizationIteration = true;
Apertura = DateTime.Parse("09:35", System.Globalization.CultureInfo.InvariantCulture) ;
Cierre = DateTime.Parse("11:30", System.Globalization.CultureInfo.InvariantCulture) ;
CierreSeguro = DateTime.Parse("11:59", System.Globalization.CultureInfo.InvariantCulture) ;
Profit = 95;
Stop = 46;
BE = 42;
TradeDay = 1;
Long = false;
Short = false;
Operaciones = 0;
}
else if (State == State.Configure)
{

TraceOrders = true;

/* There are several ways you can use SetStopLoss and SetProfitTarget. You can have them set to a currency value
or some sort of calculation mode. Calculation modes available are by percent, price, and ticks. SetStopLoss and
SetProfitTarget will submit real working orders unless you decide to simulate the orders. */
SetStopLoss(CalculationMode.Ticks, Stop);
SetProfitTarget(CalculationMode.Ticks, Profit);
}
else if (State == State.DataLoaded)
{
VolumeUpDown1 = VolumeUpDown(Close);
Swing1 = Swing(Close, 6);
EMA1 = EMA(Close, 20);
VolumeUpDown1.Plots[0].Brush = Brushes.Green;
VolumeUpDown1.Plots[1].Brush = Brushes.Crimson;
Swing1.Plots[0].Brush = Brushes.Crimson;
Swing1.Plots[1].Brush = Brushes.Lime;
EMA1.Plots[0].Brush = Brushes.Blue;
AddChartIndicator(VolumeUpDown1);
AddChartIndicator(Swing1);
AddChartIndicator(EMA1);
TraceOrders = true;
}
}

protected override void OnBarUpdate()
{

if (CurrentBar < 1) return;

// Reset stop

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

// // Long Condition

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[1]: " + 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());
}

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))

// Action Long

{
EnterLong(Convert.ToInt32(DefaultQuantity), "@Buy");
Operaciones = Operaciones + 1;
Print(Time[0] + " Condition true");

}


// else
// {
// Print(Time[0].ToString() + " not first tick of bar");
// }

// BE Long Condition

else if ((Position.MarketPosition == MarketPosition.Long)
&& (Close[0] >= Position.AveragePrice))
{

// BE Long Action

if (Close[0] >= Position.AveragePrice + BE * TickSize)
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice + (6 * TickSize));
Print(Time[0].ToString() + " not first tick of bar Long");
}
}

Thanks you

[NinjaTrader_Kate]

Hello jmarcano,

Thank you for your reply.

TraceOrders should generally be set in State == State.SetDefaults, not in State.Configure. Do you see prints confirming the order was submitted if you set it within State.SetDefaults instead?

Thanks in advance; I look forward to assisting you further.

[jmarcano]

Hello, thanks for your support, I already set it in (State == State.SetDefaults) as true, in real time it tells me the following


10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/14/2020 9:38:00 AM Times[0][0].TimeOfDay: 09:38:00 => Apertura.TimeOfDay: 09:35:00

10/14/2020 9:38:00 AM Times[0][0].TimeOfDay: 09:38:00 < Cierre.TimeOfDay: 11:30:00

10/14/2020 9:38:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/14/2020 9:38:00 AM VolumeUpDown1.UpVolume[1]: 5877 > 1300

10/14/2020 9:38:00 AM Close[1]: 12099.75 < Swing1.SwingHigh[1]: 12128 && Close[0]: 12133.25 > Swing1.SwingHigh[0]: 12128

10/14/2020 9:38:00 AM Close[0]: 12133.25 > EMA1[0]: 12112.3267782406

10/14/2020 9:38:00 AM Operaciones: 0 < TradeDay: 1

10/14/2020 9:38:00 AM Long: True == true: True
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SubmitOrderManaged() method at 10/14/2020 9:38:00 AM: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='@Buy' FromEntrySignal=''
10/14/2020 9:38:00 AM Condition true



when I try to execute it in play back, the purchase is not executed at that moment.

Thanks.

[jmarcano]

Kate, This is the output that shows me in playback


10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:00 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False
10/14/2020 9:38:01 AM Strategy 'BreakOutV01/203089318': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/14/2020 9:40:00 AM Times[0][0].TimeOfDay: 09:40:00 => Apertura.TimeOfDay: 09:35:00

10/14/2020 9:40:00 AM Times[0][0].TimeOfDay: 09:40:00 < Cierre.TimeOfDay: 11:30:00

10/14/2020 9:40:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/14/2020 9:40:00 AM VolumeUpDown1.UpVolume[1]: 1 > 1300

10/14/2020 9:40:00 AM Close[1]: 12133.25 < Swing1.SwingHigh[1]: 12128 && Close[0]: 12133 > Swing1.SwingHigh[0]: 12128

10/14/2020 9:40:00 AM Close[0]: 12133 > EMA1[0]: 12114.2956565034

10/14/2020 9:40:00 AM Operaciones: 0 < TradeDay: 1

10/14/2020 9:40:00 AM Long: True == true: True


Thanks very Much for you support

[NinjaTrader_Kate]

Hello jmarcano,

Thank you for your reply.

To confirm, you're not seeing prints after the "10/14/2020 9:40:00 AM Long: True == true: True" print? Or are there further prints?

Are any error messages visible in the Log tab of the Control Center?

Thanks in advance; I look forward to assisting you further.

[jmarcano]

Hello Kate, if there are more instructions after that time, I only sent you the moment where the action should be executed and it is not carried out.


And don't see any errors in the control center, it just doesn't execute the inputs. A query and excuse my ignorance, the strategy should not perform the validation is with the candle that is closing and not with the one that is opening because if so, the parameters will never be executed

[jmarcano]

Reviewing today this is another entry that marks the entry but in real time the entry is not executed, but the impression tells me that if the parameters were given and a supposed entry that I did not see


10/16/2020 10:00:00 AM Long: True == true: True
10/16/2020 10:02:00 AM Strategy 'BreakOutV01/203089326': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/16/2020 10:02:00 AM Times[0][0].TimeOfDay: 10:02:00 => Apertura.TimeOfDay: 09:35:00

10/16/2020 10:02:00 AM Times[0][0].TimeOfDay: 10:02:00 < Cierre.TimeOfDay: 11:30:00

10/16/2020 10:02:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/16/2020 10:02:00 AM VolumeUpDown1.UpVolume[1]: 3625 > 1300

10/16/2020 10:02:00 AM Close[1]: 11962 < Swing1.SwingHigh[1]: 11969.5 && Close[0]: 11970.75 > Swing1.SwingHigh[0]: 11969.5

10/16/2020 10:02:00 AM Close[0]: 11970.75 > EMA1[0]: 11955.0372368852

10/16/2020 10:02:00 AM Operaciones: 0 < TradeDay: 1

10/16/2020 10:02:00 AM Long: True == true: True
10/16/2020 10:02:00 AM Strategy 'BreakOutV01/203089326': Entered internal SubmitOrderManaged() method at 10/16/2020 10:02:00 AM: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='@Buy' FromEntrySignal=''
10/16/2020 10:02:00 AM Condition true

10/16/2020 10:04:00 AM Times[0][0].TimeOfDay: 10:04:00 => Apertura.TimeOfDay: 09:35:00

10/16/2020 10:04:00 AM Times[0][0].TimeOfDay: 10:04:00 < Cierre.TimeOfDay: 11:30:00

10/16/2020 10:04:00 AM Position.MarketPosition: Long == MarketPosition.Flat: Flat

10/16/2020 10:04:00 AM VolumeUpDown1.UpVolume[1]: 4627 > 1300

10/16/2020 10:04:00 AM Close[1]: 11970.75 < Swing1.SwingHigh[1]: 11969.5 && Close[0]: 11992 > Swing1.SwingHigh[0]: 11969.5

10/16/2020 10:04:00 AM Close[0]: 11992 > EMA1[0]: 11958.557500039

10/16/2020 10:04:00 AM Operaciones: 1 < TradeDay: 1

10/16/2020 10:04:00 AM Long: True == true: True
10/16/2020 10:04:00 AM Strategy 'BreakOutV01/203089326': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=11972.5 IsSimulatedStop=False IsMarketIfTouched=False
10/16/2020 10:04:00 AM Strategy 'BreakOutV01/203089326': Amended stop order orderId='NT-00010-36' account='Sim101' name='Stop loss' orderState=Working instrument='NQ 12-20' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=11959.5 quantity=1 tif=Day oco='NT-00006-36' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-10-16 10:02:00' gtd='2099-12-01' statementDate='2020-10-16'
10/16/2020 10:04:00 AM not first tick of bar Long
10/16/2020 10:04:00 AM Strategy 'BreakOutV01/203089326: Cancelled pending exit order, since associated position is closed, orderId='NT-00010-36' account='Sim101' name='Stop loss' orderState=Working instrument='NQ 12-20' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=11972.5 quantity=1 tif=Day oco='NT-00006-36' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-10-16 10:02:00' gtd='2099-12-01' statementDate='2020-10-16'
10/16/2020 10:04:00 AM Strategy 'BreakOutV01/203089326': Cancelled OCO paired order: BarsInProgress=0, orderId='NT-00010-36' account='Sim101' name='Stop loss' orderState=Cancelled instrument='NQ 12-20' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=11972.5 quantity=1 tif=Day oco='NT-00006-36' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-10-16 10:02:00' gtd='2099-12-01' statementDate='2020-10-16'
10/16/2020 10:06:00 AM Strategy 'BreakOutV01/203089326': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/16/2020 10:06:00 AM Times[0][0].TimeOfDay: 10:06:00 => Apertura.TimeOfDay: 09:35:00

10/16/2020 10:06:00 AM Times[0][0].TimeOfDay: 10:06:00 < Cierre.TimeOfDay: 11:30:00

10/16/2020 10:06:00 AM Position.MarketPosition: Flat == MarketPosition.Flat: Flat

10/16/2020 10:06:00 AM VolumeUpDown1.UpVolume[1]: 0 > 1300

10/16/2020 10:06:00 AM Close[1]: 11992 < Swing1.SwingHigh[1]: 11969.5 && Close[0]: 11991.25 > Swing1.SwingHigh[0]: 11969.5

10/16/2020 10:06:00 AM Close[0]: 11991.25 > EMA1[0]: 11961.6710714638

10/16/2020 10:06:00 AM Operaciones: 1 < TradeDay: 1

10/16/2020 10:06:00 AM Long: True == true: True
10/16/2020 10:08:00 AM Strategy 'BreakOutV01/203089326': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

[jmarcano]

Hello ChelseaB, good morning please I need help, with this topic.

Thanks

[NinjaTrader_Kate]

Hello jmarcano,

Thank you for your reply.

I've modified your prints slightly so each line prints whether those values would make each condition true. Please replace your current Prints with the following and test - if any of these has False at the end, we would not expect the order would be taken on that particular bar.

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

Do you see any instances of running this where all the above print lines in the output lines have True at the end, but an order is not being taken?

Thanks in advance; I look forward to assisting you further.

[jmarcano]

Hello, I send you the output printout, it tells me that it is false

10/19/2020 12:38:00 PM Close [1]: 11784.5 <Swing1.SwingHigh [1]: 11807.75 && Close [0]: 11787.5> Swing1.SwingHigh [0]: 11807.75: False

However, in the graph it marks an entry for me.



10/19/2020 12:36:00 PM Strategy '/203086409': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/19/2020 12:36:00 PM Times[0][0].TimeOfDay: 12:36:00 => Apertura.TimeOfDay: 09:40:00: True

10/19/2020 12:36:00 PM Times[0][0].TimeOfDay: 12:36:00 < Cierre.TimeOfDay: 15:30:00: True

10/19/2020 12:36:00 PM Position.MarketPosition: Flat == MarketPosition.Flat: Flat: True

10/19/2020 12:36:00 PM VolumeUpDown1.UpVolume[0]: 0 > 1300: False

10/19/2020 12:36:00 PM Close[1]: 11785 < Swing1.SwingHigh[1]: 11807.75 && Close[0]: 11784.5 > Swing1.SwingHigh[0]: 11807.75: False

10/19/2020 12:36:00 PM Close[0]: 11784.5 > EMA1[0]: 11777.1939277888: True

10/19/2020 12:36:00 PM Operaciones: 3 < TradeDay: 10: True

10/19/2020 12:36:00 PM Long: True == true: True

10/19/2020 12:36:00 PM Times[0][0].TimeOfDay: 12:36:00 => Apertura.TimeOfDay: 09:40:00: True

10/19/2020 12:36:00 PM Times[0][0].TimeOfDay: 12:36:00 < Cierre.TimeOfDay: 15:30:00: True

10/19/2020 12:36:00 PM Position.MarketPosition: Flat == MarketPosition.Flat: Flat: True

10/19/2020 12:36:00 PM VolumeUpDown1.DownVolume[0]: 1555 > 1300: True

10/19/2020 12:36:00 PM Close[1]: 11785 > Swing1.SwingHigh[1]: 11807.75 && Close[0]: 11784.5 < Swing1.SwingHigh[0]: 11807.75: False

10/19/2020 12:36:00 PM Close[0]: 11784.5 < EMA1[0]: 11777.1939277888: False

10/19/2020 12:36:00 PM Operaciones: 3 < TradeDay: 10: True

10/19/2020 12:36:00 PM Long: True == true: True
10/19/2020 12:38:00 PM Strategy '/203086409': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=46 IsSimulatedStop=False IsMarketIfTouched=False

10/19/2020 12:38:00 PM Times[0][0].TimeOfDay: 12:38:00 => Apertura.TimeOfDay: 09:40:00: True

10/19/2020 12:38:00 PM Times[0][0].TimeOfDay: 12:38:00 < Cierre.TimeOfDay: 15:30:00: True

10/19/2020 12:38:00 PM Position.MarketPosition: Flat == MarketPosition.Flat: Flat: True

10/19/2020 12:38:00 PM VolumeUpDown1.UpVolume[0]: 2046 > 1300: True

10/19/2020 12:38:00 PM Close[1]: 11784.5 < Swing1.SwingHigh[1]: 11807.75 && Close[0]: 11787.5 > Swing1.SwingHigh[0]: 11807.75: False

10/19/2020 12:38:00 PM Close[0]: 11787.5 > EMA1[0]: 11778.1754584755: True

10/19/2020 12:38:00 PM Operaciones: 3 < TradeDay: 10: True

10/19/2020 12:38:00 PM Long: True == true: True

10/19/2020 12:38:00 PM Times[0][0].TimeOfDay: 12:38:00 => Apertura.TimeOfDay: 09:40:00: True

10/19/2020 12:38:00 PM Times[0][0].TimeOfDay: 12:38:00 < Cierre.TimeOfDay: 15:30:00: True

10/19/2020 12:38:00 PM Position.MarketPosition: Flat == MarketPosition.Flat: Flat: True

10/19/2020 12:38:00 PM VolumeUpDown1.DownVolume[0]: 0 > 1300: False

10/19/2020 12:38:00 PM Close[1]: 11784.5 > Swing1.SwingHigh[1]: 11807.75 && Close[0]: 11787.5 < Swing1.SwingHigh[0]: 11807.75: False

10/19/2020 12:38:00 PM Close[0]: 11787.5 < EMA1[0]: 11778.1754584755: False

10/19/2020 12:38:00 PM Operaciones: 3 < TradeDay: 10: True

10/19/2020 12:38:00 PM Long: True == true: True



thanks very much for you support

[jmarcano]

hello Kate, I send you my execution logic


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

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))

// Action Long

{
EnterLong(Convert.ToInt32(DefaultQuantity), "@Buy");
Operaciones = Operaciones + 1;
Print(Time[0] + " Condition true");

}


// BE Long Condition

else if ((Position.MarketPosition == MarketPosition.Long)
&& (Close[0] >= Position.AveragePrice))
{

// BE Long Action

if (Close[0] >= Position.AveragePrice + BE * TickSize)
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice + (6 * TickSize));
Print(Time[0].ToString() + " not first tick of bar Long");
}
}

// // Short Condition


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


if (IsFirstTickOfBar
&& (Times[0][0].TimeOfDay >= Apertura.TimeOfDay)
&& (Times[0][0].TimeOfDay < Cierre.TimeOfDay)
&& (Position.MarketPosition == MarketPosition.Flat)
&& (VolumeUpDown1.DownVolume[0] > 1300)
&& (CrossBelow(Close, Swing1.SwingLow, 1))
&& (Close[0] < EMA1[0])
&& (Operaciones < TradeDay)
&& (Short == true))


// Action Short


{
EnterShort(Convert.ToInt32(DefaultQuantity), "@Sell");
Operaciones = Operaciones + 1;
Print(Time[0] + " Condition true");

}


// // // BE Short Condition

else if ((Position.MarketPosition == MarketPosition.Short)
&& (Close[0] <= Position.AveragePrice))
{

// BE Short Action

if (Close[0] <= Position.AveragePrice + (-BE * TickSize))
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice + (-6 * TickSize ));
Print(Time[0].ToString() + " not first tick of bar short");
}
}