![]() |
This website will be down for maintenance from Friday May 24th at 6PM MDT until Saturday May 25th at 11AM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com
|
|||||||
| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
![]() |
|
|
Thread Tools | Display Modes |
|
|
#1 |
|
Junior Member
Join Date: Mar 2012
Posts: 4
Thanks: 1
Thanked 0 times in 0 posts
|
I'm executing a strategy that sets an order with a stoploss and a profittarget
SetStopLoss(CalculationMode.Price, stp); SetProfitTarget(CalculationMode.Price, prof); thisorder = EnterShortStop(0, true, 30000, lim, "GTC short"); Then when the profit target is being reached, the out file states that the buy to cover is ignored - 7/01/2011 1:00:00 AM Entered internal PlaceOrder() method at 7/01/2011 1:00:00 AM: BarsInProgress=0 Action=BuyToCover OrderType=Limit Quantity=3,000 LimitPrice=1.2997 StopPrice=0 SignalName='' FromEntrySignal='' 7/01/2011 1:00:00 AM Ignored PlaceOrder() method at 7/01/2011 1:00:00 AM: Action=BuyToCover OrderType=Limit Quantity=3,000 LimitPrice=1.2997 StopPrice=0 SignalName=Buy to cover' FromEntrySignal='' Reason='An Exit() method to submit an exit order has been ignore. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.' **NT** An Exit() method to submit an exit order at '7/01/2011 1:00:00 AM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation. Reset Lo 7/01/2011 2:00:00 AM Entered internal PlaceOrder() method at 7/01/2011 2:00:00 AM: BarsInProgress=0 Action=SellShort OrderType=Stop Quantity=0.03M LimitPrice=0 StopPrice=1.2975 SignalName='GTC short' FromEntrySignal='' 7/01/2011 2:00:00 AM Ignored PlaceOrder() method at 7/01/2011 2:00:00 AM: Action=SellShort OrderType=Stop Quantity=0.03M LimitPrice=0 StopPrice=1.2975 SignalName='GTC short' FromEntrySignal='' Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties' 20110107 What am I doing wrong?
|
|
|
|
|
|
#2 |
|
NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
|
midsea,
What are you setting the variables "stp" and "prof" to? I look forward to helping you resolve your issue.
Adam P.
NinjaTrader Customer Service |
|
|
|
|
|
#3 |
|
Junior Member
Join Date: Mar 2012
Posts: 4
Thanks: 1
Thanked 0 times in 0 posts
|
I have print statements in the strategy -
Print (ToDay(Time[0])); Print (ToTime(Time[0])); Print (dir); Print (trade); Print (High[0]); Print (Low[0]); Print (hilo); Print (prof); Print (stp); Print (be); Print (pipsize); Print (BarsSinceEntry()); Print (BarsInProgress); the output is 20110107 10000 -1 True 1.3028 1.2997 1.3227 1.2997 1.3227 1.3112 0.0001 32 0 The prof and stp figures are 1.2997, 1.3227. Thanks for your help. Ray |
|
|
|
|
|
#4 |
|
NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
|
midsea,
You are getting some order handling rules that are probably being violated. Please ensure that you have one strategy trading one instrument at a time. In addition, you may want to comment parts of your strategy out and add them in piece by piece so that you can identify where this issue is coming from. A comment looks like this //my comment Specifically, you are getting an entry handling issue. http://www.ninjatrader.com/support/f...37&postcount=2 And a managed approach rule violation. http://www.ninjatrader.com/support/h...d_approach.htm
Adam P.
NinjaTrader Customer Service |
|
|
|
![]() |
| Thread Tools | |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Profit Target !! | Italy | General Programming | 8 | 02-01-2011 03:35 AM |
| Using Unrealized Profit for Stop Loss and Profit Target | dancorcal | Strategy Development | 1 | 12-17-2009 10:12 AM |
| Detecting exit via profit target or stop loss | annettes | Strategy Development | 5 | 11-20-2009 05:05 AM |
| How to exit at target on 1 ctr and exit the 2nd ctr using manuel trailing of stop ? | tradingkevin | ATM Strategies (Discretionary Trading) | 2 | 07-10-2009 01:48 PM |
| Profit target | Charlie | ATM Strategies (Discretionary Trading) | 4 | 11-19-2008 10:32 AM |