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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Member
Join Date: Apr 2008
Posts: 35
Thanks: 0
Thanked 0 times in 0 posts
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After wrestling with the reference sample, I was able to come up with this, and I don't understand why it isn't working. Whenever I backtest it, it simply scales out everything at the set profit target, instead of scaling out half and letting the second half scale with the trailing stop.
Code:
public class jhk : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
EntriesPerDirection = 1;
EntryHandling = EntryHandling.UniqueEntries;
SetStopLoss(CalculationMode.Ticks, 10, false);
SetProfitTarget("Long1a", CalculationMode.Ticks, 20);
SetProfitTarget("Short1a", CalculationMode.Ticks, 20);
SetTrailStop(CalculationMode.Ticks, 8);
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(SMA(6), SMA(10), 1)
{
EnterLong(1,"Long1a");
EnterLong(1, "Long1b");
DrawArrowUp("My up arrow" + CurrentBar, false, 0, 0, Color.Lime);
}
// Condition set 2
if (CrossBelow(SMA(6), SMA(10), 1)
{
EnterShort(1, "Short1a");
EnterShort(1, "Short1b");
DrawArrowDown("My down arrow" + CurrentBar, false, 0, 0, Color.Red);
}
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
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I suggest debugging your code as per here: http://www.ninjatrader-support.com/v...ead.php?t=3418
Also: TraceOrders coudl be of value too. Please check out the docs.
Dierk
NinjaTrader Customer Service |
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