The BarsArray [1], do not work when CalculateOnBarClose = false;

[MarianoMA]

Hi All,
Thank you all, for your recomendations.
Now all the entry parameters are satisfied, I have a problem with the exit
************************************************** ******************************************
protected override void Initialize()
{
AddLineBreak("6E ##-##",PeriodType.Tick,LBticks, LBretorno, MarketDataType.Last);

Add("6E ##-##",PeriodType.Volume,Volumen,MarketDataType.Last) ;


protected override void OnBarUpdate()
{
if(BarsInProgress != 0)
return;
if (Position.MarketPosition == MarketPosition.Flat)
{
..............
&& Close[0] < BollingerBorde(2, PerBoll).Middle[0] - VarBoll * TickSize
&& Closes[1][1] < BollingerBorde((BarsArray[1]),2, PerBoll).InfB[1]
&& WMA(BarsArray[2],PerWMA)[0] > WMA(BarsArray[2],PerWMA)[1])
{
EnterLong(DefaultQuantity, "1LBW");
}
,,,,,,,,,,,
else if (Position.MarketPosition == MarketPosition.Long)
{
if (WMA(BarsArray[2],PerWMA)[0] < WMA(BarsArray[2],PerWMA)[1])
{
ExitLong("1LBW", "1LBW");
}
}
************************************************** *******************************************
I can not find the error.

[NinjaTrader_Bertrand]

MarianoMA, great the entries issue is resolved - what issue exactly is happening on the exits? Are you not seeing it trigger at all? Or at a place you would not expect?

[MarianoMA]

Thank you very much

No out where you are asked.

WMA(BarsArray[2],PerWMA)[0] < WMA(BarsArray[2],PerWMA)[1]

Exit only, after closing the candle at based chart (BarsInProgress == 0)
Please look at the attached charts.

[NinjaTrader_PatrickH]

Hello MarianoMA,

Thank you for your response.

Can you attach the strategy's .cs file to your reponse? You will find the .cs file under the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Strategy

[MarianoMA]

thank you very much Patrick H.

I also added the "BollingerBorde" indicator

[NinjaTrader_PatrickH]

Hello MarianoMA,

Thank you for your response.

Since you are using both Set and Exit methods they are likely conflicting and the Exit methods are being ignored. Please try commenting out the SetProfitTarget() and SetStopLoss() methods in the Initialize() method, then test the strategy again.

[MarianoMA]

Thank you very much
I have removed the set Profit / Stoploss,

In both areas (see attached in Simulated Data Feed) WMA (BarsArray [2] PerWMA) [0] <WMA (BarsArray [2] PerWMA) [1] and does not satisfy the exit condition

[NinjaTrader_PatrickH]

Hello MarianoMA,

Thank you for your response.

Please enable TraceOrders for your strategy and test again, then check the Output window (Tools > Output). For information on TraceOrders please visit the following link: http://www.ninjatrader.com/support/h...raceorders.htm

[MarianoMA]

Thank you Patrick H.

I've put the TraceOrders = true; as you recommended me,
but I still can not find the problem.
Exit only after the close of the candle LineBreak
No satisfies the exit conditions
Please see the attached chart.

[MarianoMA]

Now worse, is that they have not respected conditions of exit

This is what writes the output window:

16/09/2014 20:18:45 Entered internal PlaceOrder() method at 16/09/2014 20:18:45: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='1CBW' FromEntrySignal=''
16/09/2014 20:19:22 Entered internal PlaceOrder() method at 16/09/2014 20:19:22: BarsInProgress=0 Action=BuyToCover OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='1CBW' FromEntrySignal='1CBW'

Please observe in the chart

[NinjaTrader_PatrickH]

Hello MarianoMA,

Thank you for your response.

So you don't want them to close on the LineBreak?

[MarianoMA]

Thank you so much Patrick H.

I want to satisfy the only exit condition, is when WMA(BarsArray[2],PerWMA)[0] > WMA(BarsArray[2],PerWMA)[1] , for volume candles

[MarianoMA]

Thank you so much Patrick H.

Another example of a simple strategy and does not satisfies the exit conditions

I added the strategy

[NinjaTrader_PatrickH]

Hello MarianoMA,

Thank you for your response.

I would recommend enabling TradeOrders in your strategy and opening the Output window to see information on the orders after backtesting the strategy. You can find information on TraceOrders at the following link: http://www.ninjatrader.com/support/h...raceorders.htm

[MarianoMA]

Thank you Patrick H.

These are the results of the output window so normal.
Still does not satisfy the exit conditions

AlertLevel: 40
17/09/2014 20:28:13 Entered internal PlaceOrder() method at 17/09/2014 20:28:13: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
17/09/2014 20:28:51 Entered internal PlaceOrder() method at 17/09/2014 20:28:51: BarsInProgress=0 Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''