new to NT. Tried strategy which buys if price goes below Bollinger band, target is an SMA, and StopLoss is a price which is calculated at entry (and vice versa for shorts).
Seemd to work okay, but had problems twice today: All of a sudden NT sendet buy - short - buy - short - ... orders for about two minutes.
The order log from the output window showed dozends of these:
2/6/2009 12:15:00 PM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='HoboST' Mode=Ticks Value=12 Currency=0 Simulated=False
2/6/2009 12:15:00 PM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='HoboLG' Mode=Ticks Value=12 Currency=0 Simulated=False
2/6/2009 12:15:00 PM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='HoboST' Mode=Ticks Value=12 Currency=0 Simulated=False
The last records before that repetition were:
2/6/2009 12:14:59 PM Entered internal PlaceOrder() method at 2/6/2009 12:14:59 PM: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='xlg' FromEntrySignal='HoboLG'
2/6/2009 12:14:59 PM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='xlg' FromEntrySignal='HoboLG' Reason='This was an exit order but no position exists to exit'
2/6/2009 12:15:00 PM Cancelled pending exit order, since associated position is closed: Order='00567cf06dd14798b0bc2175b6f380f8/Sim101' Name='Stop loss' State=Accepted Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=855.5 Quantity=2 Strategy='HoboESv01' Type=Stop Tif=Gtc Oco='40d1b309d3604db18d5bb98c0f32eccb' Filled=0 Fill price=0 Token='00567cf06dd14798b0bc2175b6f380f8' Gtd='12/1/2099 12:00:00 AM'
What my script is doing at the entry (long):
[FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// HOBO LONG ENTRY[/COLOR][/SIZE][/FONT] [/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (CrossBelow(Low, HoboSigLong(BBStdDev, Period), [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2])[/SIZE][/FONT] [SIZE=2][FONT=Courier New]&& ToTime(Time[[/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]]) >= ToTime([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]9[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]30[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2])[/SIZE][/FONT] [SIZE=2][FONT=Courier New]&& ToTime(Time[[/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]]) < ToTime([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]15[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]))[/SIZE][/FONT] [/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]{[/SIZE][/FONT] [SIZE=2][FONT=Courier New]EnterLong(InitCtr, [/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"HoboLG"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]);[/SIZE][/FONT] [SIZE=2][FONT=Courier New]stpLG = HoboStopLo(BBStdDev, Period)[[/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]];[/SIZE][/FONT] [SIZE=2][FONT=Courier New]SetStopLoss( [/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"HoboST"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2], CalculationMode.Price, stpLG, [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] );[/SIZE][/FONT] [/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]}[/SIZE][/FONT] [/SIZE][/FONT]
Comment