Martingale Strategy

[walter739]

Hello I annex my attempt at martingale strategy, I still don't know how to double the amount when the stoploss or profit is executed, if a trade closes and opens another immediately it does not double the position. If somebody can help me simplify this I appreciate it, I will leave the script so that newbies like me can improve it.

I use MES 15min

Thanks

[NinjaTrader_Kate]

Hello walter739,

Thank you for your post.

You would likely need to track the stop loss and profit target orders in order variables, then monitor for them to be filled in OnOrderUpdate. When you see that the stop or profit target is filled, you can then execute logic to double the position.

Here's a link to our help guide that may be helpful which demonstrates one method of tracking stop losses and profit targets:

https://ninjatrader.com/support/helpGuides/nt8/monitoring_stop-loss_and_profi.htm

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

[walter739]

Hello Kate thanks for answer, I see the Monitoring Stop-Loss and Profit Target Orders, but this example not work in a strategy, i enable the script and not working in the chart., for me is difficult understand how integrated to my script, Please do you have one example script o strategy with i can work in the chart for see how works with the print ouput ?

I read sample order update for begin understand, but only work with charts in tick replay. For this method only work in tick replay?

Regards

[NinjaTrader_Kate]

Hello walter739,

Thank you for your reply.

The example strategy will only function in real time, so you'd need to be running it on a chart using the Sim101 account with live data coming in to see what it does.

SampleOnOrderUpdate does not need tick replay to function - what exactly are you referring to?

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

[ossamaelouadih]

Hello I'm facing a problem making the martingale betting sequence , it starts noramally then it stats adding size randomlly 2 then 4 then back to 2 then it goes 4 again , it doesn't work as i expected please can i get some help




if (SystemPerformance.RealTimeTrades.Count > 1)

{
// Check to make sure there is at least one trade in the collection
Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];

// Calculate the PnL for the last completed real-time trade
double lastProfitCurrency = lastTrade.ProfitCurrency;

// Store the quantity of the last completed real-time trade
double lastTradeQty = lastTrade.Quantity;


switch (MartingaleType)
{

case EnumMartingaleType.None:
NextSize = Size;
break;
case EnumMartingaleType.Standard:
if (lastTrade.ProfitCurrency < 0 )
return;
{
NextSize = lastTrade.Quantity * MartingaleMult;
}
if (lastTrade.ProfitCurrency > 0 )
{
NextSize = Size;
}

break;
}
}

[NinjaTrader_BrandonH]

Hello ossamaelouadih,

Thanks for your note.

Based on the code you shared I do not see anything standing out that would be an issue.

Have you added debugging prints to your strategy to understand exactly how Size and NextSize is calculating as your strategy runs?

Generally, when a strategy is not behaving as expected, debugging prints need to be used to see exactly how the strategy is processing logic. Below is a link to a forum post that demonstrates how to use prints to understand behavior.

https://ninjatrader.com/support/foru...121#post791121

Prints will appear in the NinjaScript Output window (New > NinjaScript Output window).

Also, enable TraceOrders which will let us know if any orders are being ignored and not being submitted when the condition to place the orders is evaluating as true.

I am happy to assist you with analyzing the output from the NinjaScript Output window.

Let us know if we may assist further.

[ossamaelouadih]

Hi
Size is the intial size i put it as a parameter in the properties then i added NextSize as an int
and added Next size to the order management and now I added TraceOrders and Prints

if(longCondition[0] = longCond[0] & CondIni[1] == -1)
{
Buy[0] = Low[0] + (-1 * TickSize);
EnterLong(Convert.ToInt32(NextSize), "Long");
}

if(shortCondition[0] = shortCond[0] & CondIni[1] == 1)
{
Sell[0] = High[0] + (+1 * TickSize);
EnterShort(Convert.ToInt32(NextSize), "Short");
}

SetStopLoss("Long", CalculationMode.Price, LowTarget[0], false);
SetStopLoss("Short", CalculationMode.Price, HighTarget[0], false);

if (SystemPerformance.RealTimeTrades.Count > 1)

{
// Check to make sure there is at least one trade in the collection
Trade lastTrade = SystemPerformance.RealTimeTrades[SystemPerformance.RealTimeTrades.Count - 1];

// Calculate the PnL for the last completed real-time trade
double lastProfitCurrency = lastTrade.ProfitCurrency;

// Store the quantity of the last completed real-time trade
double lastTradeQty = lastTrade.Quantity;
double lastPositinQty = Position.Quantity;


switch (MartingaleType)
{

case EnumMartingaleType.None:
NextSize = Size;
break;
case EnumMartingaleType.Standard:
if (lastTrade.ProfitCurrency < 0 )
return;
{
NextSize = lastTrade.Quantity * MartingaleMult;
Print(NextSize);
Print(Size);
}
if (lastTrade.ProfitCurrency > 0 )
{
NextSize = Size;
Print(NextSize);
Print(Size);
}

break;
}
}

[ossamaelouadih]

this is what i got when i enabled it , I will wait to, see a loosing trade

[ossamaelouadih]

this is what i got after a loosing trade

[NinjaTrader_BrandonH]

Hello ossamaelouadih,

Thanks for your notes.

In the screenshots you shared, I do not see any prints occurring in the Output window that prints out Size and NextSize. If you do not see the prints you created printing to the Output window, this means that the logic where you added prints to your script is not being reached.

You would need to further debug your strategy by adding more prints to determine why that logic in your script is not being reached. Prints would need to be added outside each condition that is used to change the NextSize variable in you script. That way you can determine exactly how those conditions are evaluating.

Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm

Please let me know if I may assist further.

[ossamaelouadih]

I added Prints to Long and short conditions and it printing NextSize as 0 and Size as 1

[NinjaTrader_BrandonH]

Hello ossamaelouadih,

Thanks for your note.

If you added prints to a different part of your script and see those prints appearing in the Output window, this indicates that specific line of logic is being reached and your NextSize variable is evaluating as 0 and Size is evaluating to 1 when that specific logic is processed.

You would need to thoroughly debug your entire script to see exactly what logic is being reached in your strategy and what logic is not triggering. Once you fully understand how each line of logic in the strategy is behaving, you could modify your logic accordingly so the script functions more as you expect it to.

Note that in the support department at NinjaTrader it is against our policy to create, debug, or modify, code or logic for our clients. Further, we do not provide C# programming education services in our support. This is so that we can maintain a high level of service for all of our clients as well as our partners.

Let me know if I may further assist.

[ossamaelouadih]

Thank you Mr BrandonH For your helpfull Guidance After some Trials i figuered out that the problem is in getting the right laast quantity , as you see the last three trades were loosers but it keeps entring two contracts because they got the Last quantity as 1 contract from the code, Please let me know if there is a way to get the last size correctly

[ossamaelouadih]

Please I coudn't sleep thinking of this Can i get some direct help

[ossamaelouadih]

Hello ossamaelouadih,

Thanks for your note.

If you added prints to a different part of your script and see those prints appearing in the Output window, this indicates that specific line of logic is being reached and your NextSize variable is evaluating as 0 and Size is evaluating to 1 when that specific logic is processed.

You would need to thoroughly debug your entire script to see exactly what logic is being reached in your strategy and what logic is not triggering. Once you fully understand how each line of logic in the strategy is behaving, you could modify your logic accordingly so the script functions more as you expect it to.

Note that in the support department at NinjaTrader it is against our policy to create, debug, or modify, code or logic for our clients. Further, we do not provide C# programming education services in our support. This is so that we can maintain a high level of service for all of our clients as well as our partners.

Let me know if I may further assist.

Can i get some help??