market order and limit order

[radhmu978]

Not sure how to print BarsArray.Count

Print("Made it to line 102 - OnBarUpdate " + CurrentBars[1]);
Made it to line 102 - OnBarUpdate -1

CurrentBars[1] value is -1

[NinjaTrader_ChelseaB]

Hello radhmu978,

Print(BarsArray.Count);

If CurrentBars[1] is -1 then it hasn't processed any bars. Are you certain this has loaded?

[radhmu978]

Should i load 2 charts, not sure if i get your question. How to find that? I'm testing using strategy analyzer, I tried to enable the strategy in chart as well. I used 15 min chart for testing, but i have 2 different dataseries - 15min and 7 min

[NinjaTrader_ChelseaB]

Hello radhmu978,

If you print BarsInProgress and the Time of the bar do you see BarsInProgress updating in OnBarUpdate()?

Can you load a separate chart with the instrument, bar type, interval, and date range?

[radhmu978]

please check the attachement. All bars are loaded. attached the code as well. Could you please check and let me know what is the issue with the CurrentBars?

1/27/2022 11:50:00 AM
Made it to line 102 - CurrentBars -1
Made it to line 116 - BarsInProgress 0
1/27/2022 11:57:00 AM
Made it to line 102 - CurrentBars -1
Made it to line 116 - BarsInProgress 0

[NinjaTrader_ChelseaB]

Hello radhmu978,

The print of the BarsInProgress and time is not at the top of OnBarUpdate. It's below the code
if (BarsInProgress != 0)
return;

This means we cannot see if BarsInProgres is reaching 1 and processing the first added series, and reaching 2 for the second added series.

We need information about BarsInProgress 1 and 2. Please move the print above that.

protected override void OnBarUpdate()
{
Print(string.Format("{0} | BarsArray.Count: {1}, BarsInProgres: {2}, CurrentBar: {3}", Time[0], BarsArray.Count, BarsInProgress, CurrentBar));
if (BarsInProgress != 0)
return;

Was this run in the Strategy Analyzer as a backtest?

Where is the error message in this output?

[radhmu978]

Is the print stamenet correct? I'm getting compilation error in print. Could you please check the screenshot attached?

Print(string.Format("{0} | BarsArray.Count: {1}, BarsInProgres: {2}, CurrentBar: {3}", Time[0], BarsArray.Count, BarsInProgress, CurrentBars[0]));

[radhmu978]

Was this run in the Strategy Analyzer as a backtest?

Where is the error message in this output?

I tried it in both chart and strategy analyzer. if i run it from stratagy analyzer or add to chart, by commenting out the CurrentBars check, I get the following error

//if (CurrentBars[0] < BarsRequiredToTrade || CurrentBars[1] < BarsRequiredToTrade )
//return;

Made it to line 76 -
Made it to line 81 -
Made it to line 76 -
Made it to line 81 -
Made it to line 90 - add chart indicator
12/27/2021 11:15:00 PM
Made it to line 102 - CurrentBars -1
Made it to line 116 - BarsInProgress 0
Made it to line 106 - OnBarUpdate
Strategy 'STScalperV3': Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

error is in this line = > if(RMheikinashi(BarsArray[1],Length).BUY[0] == 1)// BarsArray[1] refers to 15 min HA chart with HA indicator of length 55

[NinjaTrader_ChelseaB]

Hello radhmu978,

And the error does not occur when you don't uncommented the current bars check?

Previously, in post #29, you have confirmed that the current bars check is causing an error, is this still the case?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1186160-market-order-and-limit-order?p=1187107#post1187107

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1186160-market-order-and-limit-order?p=1187271#post1187271

All other code is commented out except for the current bars check and the error is occurring, is this correct?

The code below that wouldn't be causing the error because its commented out, correct?


Further, why would the currentbar check be commented out and not the code below it, which needs that currentbar check to ensure all indexes used are less than the size of the collection (meaning BarsArray indexes must be less than BarsArray.Count, and BarsAgo indexes must be below CurrentBar)'

[radhmu978]

Hi Chelsea ,

I'm able to narrow down the issue. I took the SampleMultiTimeFrameOrders from the support forum and tried to replace the AddDataSeries() with AddHeikenAshi(), then the strategy stopped working.

the SampleMultiTimeFrameOrders order strategy is working with AddDataSeries() but not working with AddHeikenAshi

Is this AddHeikenAshi() function working in NT8? Do you have any examplePlease check the sample code attached.

// Add a 5 minute Bars object to the strategy
AddDataSeries(Data.BarsPeriodType.Minute, 5); // BarsArray[1]
// AddHeikenAshi("ES 03-22",Data.BarsPeriodType.HeikenAshi, 15, MarketDataType.Last);

// Add a 15 minute Bars object to the strategy
AddDataSeries(Data.BarsPeriodType.Minute, 15); // BarsArray[2]
//AddHeikenAshi("ES 03-22",Data.BarsPeriodType.HeikenAshi, 7, MarketDataType.Last);

thankyou,
Murali

[NinjaTrader_ChelseaB]

Hello Murali,

Attached is a simple working example of calling AddHeikenAshi().

[radhmu978]

thank you, it is working now.

[radhmu978]

Hi Chelsea,

I want to set 2 different quantity for entry and exit. Take half profit and continue other order as runner. Is it possible to do based on order quantity or should i use a unique signal names for Entry orders?

//Illustration

EntryQuantity = 2;
ExitQuantity = 1;

EnterLong(EntryQuantity, "longEntryHA1");

//First profit target
ExitLongLimit(1, true, ExitQuantity, currentPtPrice, "Long profit target", "longEntryHA1")

//Second profit target
ExitLongLimit(1, true, ExitQuantity, currentPtPrice, "Long profit target", "longEntryHA1")

Thankyou,
Murali

[NinjaTrader_ChelseaB]

Hello Murali,

I would recommend using unique signal names for each quantity and an exit tied to that entry with a fromEntrySignal.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1058762-how-do-you-set-strategy-builder-to-scale-out-at-profit-targets?p=1077380#post1077380

[radhmu978]

Ok, I have the same approach, but it is not working, only if i change the EntriesPerDirection = 2, my second entry is getting accepted. Should i consider some unque names list "Salper", Runner etc., instead of adding 1,2 etc., at the end?

EnterLong(quantity, "longEntryHA1");
EnterLong(quantity, "longEntryHA2");