I have a problem with my own strategy. I'm learning ninjascript so if i make any mistakes please tell me, thanks.
I wrote script, compiled with no errors, next step? Backtest! I was angry as ... Its not buying, just do nothink. I don't see any mistakes but its not working so i made one. I need help, you are my last chance.
Thanks a lot!.
#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 pricebreaker : Strategy { // private Series<double> OpPrice = Bars.GetOpen(1); // private Series<double> ClPrice = Close[1]; private double Vol; private double BarVolAvg; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"v1.0 ALPHA"; Name = "PriceBreaks"; Calculate = Calculate.OnPriceChange; 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) { int Target = 3; SetProfitTarget("",CalculationMode.Ticks, Target); } } protected override void OnBarUpdate() { if( BarsInProgress !=0 ) return; if( CurrentBars[0] < 2 ) return; #region Variables double OpPrice = Bars.GetOpen(1); double ClPrice = Bars.GetClose(1); #endregion // SET 1 // LICZ VOL if (MarketPosition.Long == Position.MarketPosition) // long OR short; { if(IsFirstTickOfBar) // musi byc sprawdzenie czy to nowa swieczka { Vol = ClPrice - OpPrice; // licz Vol; BarVolAvg = (OpPrice + ClPrice) / 2; // srodek swieczki; if((Vol + BarVolAvg) < Open[0]) { EnterLong(Convert.ToInt32(DefaultQuantity), ""); } else { return; } } } else { return; } } } }
I found it, Position.MarketPosition == MarketPosition.Long is a wrong line, but why and how to fix?
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