Highest high of a time frame

[pablo_lasuncion]

Hi!

I am having problems to develop a strategy: I want to create a strategy that buys if the price crosses above the Maximum (highest high) of the first 15 minutes of the trading session and sells if the price crosses below the Minimum (lowest low) of those first 15 minutes of the session. I can not make it work it properly on the backtest.

Any help will be appreciated!!

[NinjaTrader_Ray]

Hi Pablo,

We will publish a reference sample for this sometime this week.

Ray

[pablo_lasuncion]

Thank you very much Ray.
I am new to this forum, so, where do you publish your sample/teachings,..?

[NinjaTrader_Ray]

They will be posted under the new "NinjaScript Educational Resources" section.

http://www.ninjatrader-support.com/vb/forumdisplay.php?f=29

[pablo_lasuncion]

Again, coming back to the development of this strategy, I am trying to program a strategy that when the time is right, the computer should launch a stop long order and a stop short order. But when I backtest this strategy the results are "0 trades". If I use "limit orders" the backtest works.
So, what do I do wrong when I place stop orders?

Thanks again

[NinjaTrader_Ray]

Could be that the stop prices you are submitting never are triggered? I would check that first.