Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

True/ False Gap strategy help needed

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    True/ False Gap strategy help needed

    Hi Team,
    I would like to test a strategy where Ninjatrader goes long when there is a 10 point gap up from yesterdays close till next day open at 8:30 E/T (IF THIS IS TRUE)

    Then Ninjatrade should take EVERY LONG EVERYTIME it crosses above the 5 EMA line and looki for 2pt profit.
    My issue is that ninjatrade only takes one trade a day. can you pleas take a look at the code and tell me what i am doing wrong.


    Code:
    #region Using declarations
    // This namespace holds all strategies and is required. Do not change it.
    namespace NinjaTrader.Strategy
    {
        /// <summary>
        /// Enter the description of your strategy here
        /// </summary>
        [Description("Enter the description of your strategy here")]
        public class Gap6 : Strategy
        {
            #region Variables
            // Wizard generated variables
            private double p = 0.050; // Default setting for P
            private double sL = 0.03; // Default setting for SL
            private double oFL = 0.005; // Default setting for OFL
            private double oFS = 0.005; // Default setting for OFS
            // 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()
            {
                SetProfitTarget("", CalculationMode.Ticks, 10);
                SetStopLoss("", CalculationMode.Ticks, 10, false);
    
                CalculateOnBarClose = false;
            }
    
            /// <summary>
            /// Called on each bar update event (incoming tick)
            /// </summary>
            protected override void OnBarUpdate()
            {
                // Condition set 1
                if (PriorDayOHLC().PriorClose[0] > CurrentDayOHL().CurrentOpen[0] + 40 * TickSize
                    && ToTime(Time[0]) == ToTime(8, 35, 0))
                {
                    Variable0 = 1;
                }
    
    
    
    
                // Condition set 5
                if (Variable0 == 1
                    && CrossAbove(Close, EMA(5), 1))
                {
                    EnterLong(DefaultQuantity, "");
                    Variable0 = 0;
                }

    #2
    wallstreetking,

    ToTime(Time[0]) == ToTime(8, 35, 0)

    This line will only let a trade occur at exactly 8:35 AM. You would need to change it to be less restrictive.

    Please let me know if I may assist further.
    Adam P.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by thanajo, 05-04-2021, 02:11 AM
    3 responses
    467 views
    0 likes
    Last Post tradingnasdaqprueba  
    Started by Christopher_R, Today, 12:29 AM
    0 responses
    10 views
    0 likes
    Last Post Christopher_R  
    Started by sidlercom80, 10-28-2023, 08:49 AM
    166 responses
    2,236 views
    0 likes
    Last Post sidlercom80  
    Started by thread, Yesterday, 11:58 PM
    0 responses
    4 views
    0 likes
    Last Post thread
    by thread
     
    Started by jclose, Yesterday, 09:37 PM
    0 responses
    9 views
    0 likes
    Last Post jclose
    by jclose
     
    Working...
    X