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zoltran
04-11-2007, 05:57 AM
I am having a problem with BarSinceEntry()

It's returning some large numbers that don't seem to make sense?

The strategy places an order, and then uses barsSinceEntry to adjust the stop technique.

Here's a code snippet



// Entry logic

EnterShort(DefaultQuantity, "S2_S");
PBHigh = High[1] + 2*TickSize;
PBHigh = Math.Min(PBHigh,High[0]+(15*TickSize));
Print(Instrument.FullName+" New Short, Entry is "+ Close.ToString()[0]);
Print(Instrument.FullName+" New Short, Prior Bar High= "+High.ToString()[1]+ " Stop Loss = "+ PBHigh.ToString());
SetStopLoss(CalculationMode.Price, PBHigh);
. . .
// Stop Logic
if (Position.MarketPosition == MarketPosition.Long && FirstTickOfBar)
{
Print(Instrument.FullName+" In Long,Bars = "+ BarsSinceEntry().ToString());
//Set new Stop Loss if (BarsSinceEntry() > 5)
if ( BarsSinceEntry() >5 )
{
....
}
else Print(Instrument.FullName+" In Long, Less than >5 bars = ");



And the resulting log/trace. It's just one bar away, but shows 6648 bars since entry.
fwiw, it seems to work correctly on the strategies first trade, but that's just a hunch at this point. Look for the text 'In Short Bars'

Entered internal PlaceOrder() method at 4/11/2007 10:48:00 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=S2_S' FromEntrySignal=''
ER2 06-07 New Short, Entry is 8
ER2 06-07 New Short, Prior Bar High= 1 Stop Loss = 813.9
Entered internal SetStopTarget() method at 4/11/2007 10:48:00 AM: Type=Stop FromEntrySignal='' Mode=Price Value=813.9 Currency=0 Simulated=False
ER2 06-07 In Short,Bars = 6648
ER2 06-07 In Short, Adjusted Stop to MA = 812.631384615384
Entered internal SetStopTarget() method at 4/11/2007 10:51:00 AM: Type=Stop FromEntrySignal='' Mode=Price Value=812.631384615384 Currency=0 Simulated=False
ER2 06-07 In Short,Adjusted Target to = 807.6
Entered internal SetStopTarget() method at 4/11/2007 10:51:00 AM: Type=Target FromEntrySignal='' Mode=Price Value=807.6 Currency=0 Simulated=False
Also #1

Does Avgprice() refer to the current trade/position, or an avg for the whole day?
ie, can I use it for basing a Break-Even stop on?


Also #2

.. would you have any suggestions as to why my High.ToString() and Close.ToString()[0] are returning single digits in the output window? I thought it might be format str related, but the same syntax works elsewhere


Many thanks for putting up with my endless questions.

Zol

NinjaTrader_Dierk
04-11-2007, 06:39 AM
Can you please PM me complete strategy?

Also:
- which instrument?
- which timeframe?

Thanks

NinjaTrader_Ray
04-11-2007, 07:08 AM
Also,

#1 - Average price of open position

#2 - Close.ToString()[0] should be Close[0].ToString()