Unable to Test Strategy

[omermirza]

Hello,

Can someone please take a look at my below strategy, for some reason I an unable to test. When I put it into the Strategy Analyzer and hit RUN, nothing happens:

#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 MyCustomStrategy : Strategy
{
private HMA HMA1;
private HMA HMA2;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MyCustomStrategy";
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 = 14;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
HMA1 = HMA(Close, 13);
HMA2 = HMA(Open, 13);

}
}

protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;

// Set 1
if (CrossAbove(HMA1, HMA2, 0))
{
EnterLong();

}

else if (CrossBelow(HMA1, HMA2, 0))
{
EnterShort();

}




}
}
}

[s.kinra]

Hello omermirza,
I think you need to define profit & stop loss in strategy since there is no exit rule defined so strategy analyzer may not be able to analyze it. For now its just entering long or short. Hope it helps!

[NT-Roland]

Hi omermirza,
You will have to change the lookback period to at least ONE.
if (CrossAbove(HMA1, HMA2, 1)).
if (CrossBelow(HMA1, HMA2, 1)).

https://ninjatrader.com/support/helpGuides/nt8/?crossabove.htm

For debugging, I also suggest to i) add plot your indicators to the chart, ii) use Prints to the Output Window to check your calculations, HMA1, HMA2, CrossAbove, CrossBelow, ....
NT-Roland

[omermirza]

Hi omermirza,
You will have to change the lookback period to at least ONE.
if (CrossAbove(HMA1, HMA2, 1)).
if (CrossBelow(HMA1, HMA2, 1)).

https://ninjatrader.com/support/helpGuides/nt8/?crossabove.htm

For debugging, I also suggest to i) add plot your indicators to the chart, ii) use Prints to the Output Window to check your calculations, HMA1, HMA2, CrossAbove, CrossBelow, ....
NT-Roland

Thank you, but unfortunately nothing comes up still when I run the analyzer.

-Omer

[omermirza]

Hello omermirza,
I think you need to define profit & stop loss in strategy since there is no exit rule defined so strategy analyzer may not be able to analyze it. For now its just entering long or short. Hope it helps!

I don't think that's the case since the SampleMACrossOver strategy enters and exits at the crossovers.

protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;

if (CrossAbove(smaFast, smaSlow, 1))
EnterLong();
else if (CrossBelow(smaFast, smaSlow, 1))
EnterShort();
}

[NT-Roland]

Hi Omer,
Did you build the logic in StrategyBuilder or NinjaScript?
Small differences can have huge impact. Please always start with the StrategyBuilder until you are fully familiar with Ninja code logic.
The below (StrategyBuilder only) works just fine at my end.

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class omermirza : Strategy
{
private HMA HMA1;
private HMA HMA2;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "omermirza";
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;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
HMA1 = HMA(Close, 13);
HMA2 = HMA(Open, 13);
HMA1.Plots[0].Brush = Brushes.Goldenrod;
HMA2.Plots[0].Brush = Brushes.DeepPink;
AddChartIndicator(HMA1);
AddChartIndicator(HMA2);
}
}

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

if (CurrentBars[0] < 1)
return;

// Set 1
if (CrossAbove(HMA1, HMA2, 1) == true)
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
}

// Set 2
if (CrossBelow(HMA1, HMA2, 1) == true)
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

}
}
}

NT-Roland

[omermirza]

Hi Omer,
Did you build the logic in StrategyBuilder or NinjaScript?
Small differences can have huge impact. Please always start with the StrategyBuilder until you are fully familiar with Ninja code logic.
The below (StrategyBuilder only) works just fine at my end.

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class omermirza : Strategy
{
private HMA HMA1;
private HMA HMA2;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "omermirza";
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;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
HMA1 = HMA(Close, 13);
HMA2 = HMA(Open, 13);
HMA1.Plots[0].Brush = Brushes.Goldenrod;
HMA2.Plots[0].Brush = Brushes.DeepPink;
AddChartIndicator(HMA1);
AddChartIndicator(HMA2);
}
}

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

if (CurrentBars[0] < 1)
return;

// Set 1
if (CrossAbove(HMA1, HMA2, 1) == true)
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
}

// Set 2
if (CrossBelow(HMA1, HMA2, 1) == true)
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

}
}
}

NT-Roland

I get the attached error when trying to compile.

[NinjaTrader_ChelseaB]

Hello Omer,

This strategy appears to have been created with the Strategy Builder.

This error would be unexpected for a strategy that is still locked for editing in the Strategy Builder and has not been unlocked.

This may be due to the using statements being altered.

Is this strategy still locked for editing in the Strategy Builder?

Please try excluding this script and creating a new strategy in the strategy builder with this logic. Does the new strategy also have this compile error?

https://ninjatrader.com/support/helpGuides/nt8/index.html?ns_explorer.htm#ExcludingAScriptFromCompilation

If a new strategy that is locked for editing in the Strategy Builder also has this error, we may be looking at missing system files and I would want to schedule a call with you to investigate.


Regarding a strategy that is not producing results:

If the strategy is applied to a chart, is there data with new bars appearing on the chart the Strategy is applied to?
Is the strategy showing as enabled on the Strategies tab of the Control Center?
If the strategy is in the Strategy Analyzer, is there data appearing on the Chart Display of the Strategy Analyzer?
Are there errors appearing on the Log tab of the Control Center?

If the strategy is getting data and the strategy is enabled or a backtest is run with no errors in the Log tab of the Control Center, then would likely indicate the logic conditions did not evaluate as true or orders are being ignored or cancelled.
In order to better understand how the code is working, it will be necessary to use Print and enable TraceOrders to see how the conditions are evaluating and if orders are being submitted, ignored, or cancelled.

Below is a link to a forum post that demonstrates using prints to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders.
Let me know if you need any assistance creating a print or enabling TraceOrders.
Save the output from the output window to a text file and provide this with your reply.
I'll be happy to assist with analyzing the output.

[s.kinra]

I get the attached error when trying to compile.

Hello omermirza,
I have created a sample HMA cross over strategy for you, it plots on chart & runs in Strategy Analyzer as well, you get it here SampleHMAcross.zip
In case you're still getting the compile errors, please go to to NinjaScript Editor & look for test.cs, this could be another indicator / strategy you might have created earlier which is now giving the error, it can be fixed easily you just need to open it & check your code in line no. 6 & 7. I guess here you would have given period by mistake. Hope it helps!

[omermirza]

Hello omermirza,
I have created a sample HMA cross over strategy for you, it plots on chart & runs in Strategy Analyzer as well, you get it here [ATTACH]n1124543[/ATTACH]
In case you're still getting the compile errors, please go to to NinjaScript Editor & look for test.cs, this could be another indicator / strategy you might have created earlier which is now giving the error, it can be fixed easily you just need to open it & check your code in line no. 6 & 7. I guess here you would have given period by mistake. Hope it helps!

Thank you so much for this - it works perfectly!!!

[omermirza]

Hello Omer,

This strategy appears to have been created with the Strategy Builder.

This error would be unexpected for a strategy that is still locked for editing in the Strategy Builder and has not been unlocked.

This may be due to the using statements being altered.

Is this strategy still locked for editing in the Strategy Builder?

Please try excluding this script and creating a new strategy in the strategy builder with this logic. Does the new strategy also have this compile error?

https://ninjatrader.com/support/helpGuides/nt8/index.html?ns_explorer.htm#ExcludingAScriptFromCompilation

If a new strategy that is locked for editing in the Strategy Builder also has this error, we may be looking at missing system files and I would want to schedule a call with you to investigate.


Regarding a strategy that is not producing results:

If the strategy is applied to a chart, is there data with new bars appearing on the chart the Strategy is applied to?
Is the strategy showing as enabled on the Strategies tab of the Control Center?
If the strategy is in the Strategy Analyzer, is there data appearing on the Chart Display of the Strategy Analyzer?
Are there errors appearing on the Log tab of the Control Center?

If the strategy is getting data and the strategy is enabled or a backtest is run with no errors in the Log tab of the Control Center, then would likely indicate the logic conditions did not evaluate as true or orders are being ignored or cancelled.
In order to better understand how the code is working, it will be necessary to use Print and enable TraceOrders to see how the conditions are evaluating and if orders are being submitted, ignored, or cancelled.

Below is a link to a forum post that demonstrates using prints to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders.
Let me know if you need any assistance creating a print or enabling TraceOrders.
Save the output from the output window to a text file and provide this with your reply.
I'll be happy to assist with analyzing the output.

Thank you for your support. S. Kinra was kind enough to fix the strategy for me. I will keep note of these points should I have any errors in the future.

Thanks,

-Omer