Saving a value under OBU

[staycool3_a]

hi

i'm trying to figure out how to save a value once a condition occurs, but the problem is that my condition becomes true each time newer data is loaded under OBU. I am only interest in the first instance.

for example

a= profit of instrument 1
b = profit of instrument 2

condition = if a+b > 100
{
closes[1][0];
Closes[2][0];
}

but since a+b > 100 multiple times. the closes that i am trying to retrieve change. Ideally, i am only interest in the First time the condition becomes true, then save the closes of those instruments. I want to use those closes to set a stoploss.

[koganam]

hi

i'm trying to figure out how to save a value once a condition occurs, but the problem is that my condition becomes true each time newer data is loaded under OBU. I am only interest in the first instance.

for example

a= profit of instrument 1
b = profit of instrument 2

condition = if a+b > 100
{
closes[1][0];
Closes[2][0];
}

but since a+b > 100 multiple times. the closes that i am trying to retrieve change. Ideally, i am only interest in the First time the condition becomes true, then save the closes of those instruments. I want to use those closes to set a stoploss.

private bool ConditionHappened = false;

if (a +b > 100 && !ConditionHappened)
{
//handle the business
ConditionHappened = true;
}

if (ConditionToReset) //we need to reset the gate at some point, so that we can again enter the earlier block if we want to
{
ConditionHappened = false;
}

[NinjaTrader_PatrickH]

Hello calhawk01,

Koganam provides a perfect example of using a bool to ensure these values are only set once and provides more in his example in case you want to capture the values again after another condition returns true.

[staycool3_a]

private bool ConditionHappened = false;

if (a +b > 100 && !ConditionHappened)
{
//handle the business
ConditionHappened = true;
}

if (ConditionToReset) //we need to reset the gate at some point, so that we can again enter the earlier block if we want to
{
ConditionHappened = false;
}

Thanks koganam. Whats the purpose of !ConditionHappened? I'm assuming you meant that ABC condition happened?

            if (Positions[0].MarketPosition == MarketPosition.Long 
            && Positions[1].MarketPosition == MarketPosition.Short
                && a + b > profit)
                {
                //handle the business
                Conditionhappened = true;
                }
                
            if (Conditionhappened == true)            
                {
                SetStopLoss("Weakbuy", CalculationMode.Ticks, 8, false);
                 SetStopLoss("Strongsell", CalculationMode.Ticks, 8, false);
                }

The above bool method works perfectly, but for some reason only one of the stoploss is being set. The stoploss on strongsell is not being set. I even tried creating individual 'conditionhappened' bools for each instrument. It seems the strategy can only set 1 stoploss at a time? How can i set stoploss on multiple instruments?

i have no errors in traceorder:

3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Weakbuy' Mode=Ticks Value=8 Currency=0 Simulated=False
3/25/2015 11:46:54 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Strongsell' Mode=Ticks Value=8 Currency=0 Simulated=False

[NinjaTrader_PatrickH]

Hello calhawk01,

Thank you for your response.

The '!' symbol in front of a bool checks that it is false, this is the same as if(ConditionHappened == false) or if(ConditionHappened != true).

For the SetStopLoss(), you would need an entry called Weakbuy and one for Strongsell in place. Do you have these entry orders submitted? Or is just one submitted?

[staycool3_a]

Hello calhawk01,

Thank you for your response.

The '!' symbol in front of a bool checks that it is false, this is the same as if(ConditionHappened == false) or if(ConditionHappened != true).

For the SetStopLoss(), you would need an entry called Weakbuy and one for Strongsell in place. Do you have these entry orders submitted? Or is just one submitted?

I have two entries. Each entry has a unique entry name (weak buy and strong sell). And I'm trying to set a stopliss based on each one of those entries.. As demonstrated in my previous reply. But only one of them is being set

[NinjaTrader_ChelseaB]

Hello calhawk01,

Are you using unique signal names?

Do the from entry signal names in the SetStopLoss call match the signal name of the entry order?

[staycool3_a]

Hello calhawk01,

Are you using unique signal names?

Do the from entry signal names in the SetStopLoss call match the signal name of the entry order?

I am. I'm not in front of my computer right but the laymen terms of the entry are:

If position [0] flat and position [1] flat and close > 0

{
Enter short ES "strongsell"
Enter long NQ "weakbuy"
}

Then if abc and condition happened equals true

{set stop loss "strongsell" 8 tick
Set stop loss "weakbuy" 8 ticks}

The above only sets stop loss on strongsell.

[NinjaTrader_PatrickH]

Hello calhawk01,

Thank you for your response.

Please try setting EntryHandling to UniqueEntries and EntriesPerDirection to 1.

• EntryHandling: http://www.ninjatrader.com/support/h...ryhandling.htm
• EntriesPerDirection: http://www.ninjatrader.com/support/h...rdirection.htm

[koganam]

I am. I'm not in front of my computer right but the laymen terms of the entry are:

If position [0] flat and position [1] flat and close > 0

{
Enter short ES "strongsell"
Enter long NQ "weakbuy"
}

Then if abc and condition happened equals true

{set stop loss "strongsell" 8 tick
Set stop loss "weakbuy" 8 ticks}

The above only sets stop loss on strongsell.

Are those signal names or IOrder identifiers?

Regardless, in order to tie exits to entries, you must use the correct overload. In this case it must be:

SetStopLoss(string fromEntrySignal, CalculationMode mode, double value, bool simulated)

[staycool3_a]

I am already using this?

SetStopLoss(string fromEntrySignal, CalculationMode mode, double value, bool simulated)

here is the code from entry to exit: This is all under OBU

  

OnBarUpdate:::::

  
if (Positions[0].MarketPosition == MarketPosition.Flat && Positions[1].MarketPosition == MarketPosition.Flat)

{
EnterLong(0,NQquantity,"StrongBuy") //0 is the dataseries on primary instrument
EnterShort(1,ESquantity,"WeakSell") //1 is the data series on secondary index
}

     
if (Positions[0].MarketPosition == MarketPosition.Long 
            && Positions[1].MarketPosition == MarketPosition.Short
                && a + b > profit)
                {
                //handle the business
                Conditionhappened = true;
                }
                
            if (Conditionhappened == true)            
                {
                SetStopLoss("Weakbuy", CalculationMode.Ticks, 8, false);
                 SetStopLoss("Strongsell", CalculationMode.Ticks, 8, false);
                }

the above gets me in the trade for both ES and NQ. but stoploss doesnt get entered for both?

EntryHandling to UniqueEntries and EntriesPerDirection to 1

already looked into that, I have unque entries and entries per direction is set to 1, and i've tried 2 and 4 as well.

[NinjaTrader_PatrickH]

Hello calhawk01,

I overlooked that you are using EnterShort() and EnterLong() at the same time. One of these will be ignored based on the internal order handling rules: http://www.ninjatrader.com/support/h...d_approach.htm

If you want to go long and short at the same time you would need two strategies, one for going long and one for going short.

[staycool3_a]

Hello calhawk01,

I overlooked that you are using EnterShort() and EnterLong() at the same time. One of these will be ignored based on the internal order handling rules: http://www.ninjatrader.com/support/h...d_approach.htm

If you want to go long and short at the same time you would need two strategies, one for going long and one for going short.

Pat thats not true.. i have over fifty strats using the same method. this is a multi intrument strategy. ive added a secondary dataseries

        protected override void Initialize()
        {

            CalculateOnBarClose = true;
            
            Add("NQ 06-15", PeriodType.Minute, 1);
            
        }

OBU:

            if( Positions[1].MarketPosition == MarketPosition.Flat 
                && Positions[0].MarketPosition == MarketPosition.Flat)
            {
                EnterShort(0,eSQuantity, "Strongsell");
                EnterLong(1,nQQuantity, "Weakbuy");
            }

why do you think stoploss is not working?

[sledge]

I am already using this?

SetStopLoss(string fromEntrySignal, CalculationMode mode, double value, bool simulated)

here is the code from entry to exit: This is all under OBU

  

OnBarUpdate:::::

  
if (Positions[0].MarketPosition == MarketPosition.Flat && Positions[1].MarketPosition == MarketPosition.Flat)

{
EnterLong(0,NQquantity,"StrongBuy") //0 is the dataseries on primary instrument
EnterShort(1,ESquantity,"WeakSell") //1 is the data series on secondary index
}

     
if (Positions[0].MarketPosition == MarketPosition.Long 
            && Positions[1].MarketPosition == MarketPosition.Short
                && a + b > profit)
                {
                //handle the business
                Conditionhappened = true;
                }
                
            if (Conditionhappened == true)            
                {
                SetStopLoss("Weakbuy", CalculationMode.Ticks, 8, false);
                 SetStopLoss("Strongsell", CalculationMode.Ticks, 8, false);
                }

the above gets me in the trade for both ES and NQ. but stoploss doesnt get entered for both?



already looked into that, I have unque entries and entries per direction is set to 1, and i've tried 2 and 4 as well.

If conditionhappened is set true- where is it turned off? If it is always true- then the stoploss keeps getting reset, right? So it is working - it's just setting the stoploss every OBU to something new which is probably further away.

[NinjaTrader_PatrickH]

Hello calhawk01,

Thank you for your response.

Pat thats not true.. i have over fifty strats using the same method. this is a multi intrument strategy. ive added a secondary dataseries

You are correct, thanks for pointing that out.
After testing in several different ways, I have found the issue isolated to Positions[1].MarketPosition == MarketPosition.Short.
There appears to be an issue calling the Positions[1] to initialize the SetStopLoss(). I can call the MarketPosition and even print it's value but it will not initialize the SetStopLoss().

I will forward this to development to look into further.