The following strategy example shows me an errorrder rejected inmediatly after submision. the strategy run in FDAX.
the problen isposition.averageprice, but i cannot find the issue.
best regards
namespace NinjaTrader.NinjaScript.Strategies.DAX
{
public class probarcorto : Strategy
{
private SMA SMA1;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"probarcorto";
Name = "probarcorto";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
ExitOnSessionCloseSeconds = 1800;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.High;
OrderFillResolutionType = BarsPeriodType.Second;
OrderFillResolutionValue = 1;
Slippage = 2;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
SMA1 = SMA(Close, Convert.ToInt32(60));
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 2)
return;
// Set 1
if (CrossBelow(Close, SMA1, 1)
{
EnterShort("colto");
}
if (CrossAbove(Close, SMA1, 1)|| (Close[0]-Position.AveragePrice>40)|| (Position.AveragePrice-Close[0]>240))
{
ExitShort("colto");
}
if (Close[0] <= Position.AveragePrice - 45 * TickSize)
ExitShortStopMarket(Position.Quantity, Position.AveragePrice);
}
}
Comment