SampleIntrabarBacktest - Premataure Exit at close of the day the trade was entered

tonyh · 03-14-2010, 01:05 PM

Hello:
I am using the above Sample Education Resource within my strategy, which adds a 1 minute secondary bar series to fill orders. The strategy enters the trade correctly, but exits the trade at the end of the day without hitting either the stop loss or profit target. I did replace my strategy code with an EMA crossover to see if my code was causing this problem, but I got the same result. Can you give me some hint on what direction to take to handle this problem? Thanks.

NinjaTrader_Ben · 03-14-2010, 06:38 PM

Hello,

You can change that in tools>options>Strategies>NinjaScript and uncheck the check box at the bottom.

tonyh · 03-15-2010, 06:30 AM

Hello:

Under "Order Handling", I unchecked the "cancel strategy orders on strategy termination" box and each existing order still exits on the close of the day the trade was entered.

The "Stop and target submission" is currently set to "Per entry execution". Should it be set to "By strategy position"? Just grasping at straws. Thanks.

NinjaTrader_RyanM · 03-15-2010, 10:48 AM

Hello Tonyh,

You can set "Exit on Close" to false whenever you apply the strategy.
You can also declare this in code:

ExitOnClose = false;

http://www.ninjatrader-support.com/H...itOnClose.html

tonyh · 03-15-2010, 11:11 AM

Hello Ryan:

This also doesn't work. If no other suggestions are available, I guess I will create a new strategy with my trading code and gradually add the SampleIntrabarBacktest code to see where the problem is. As I like the idea of trading on the 1 minute bar data. Thanks.

tonyh · 03-15-2010, 11:30 AM

Hello Ryan:

I kept the above code, added your change and added a small trading algorithm, and it works on a chart. However, when running the code on "Strategy Analyzer" it still exits at the close of each day. Is this code able to work in Strategy Analyzer? Thanks.

NinjaTrader_RyanM · 03-15-2010, 11:31 AM

You can set this setting in the strategy analyzer. Select False on this setting when backtesting.

tonyh · 03-15-2010, 02:33 PM

Thanks Ryan:

It works perfectly. I assumed that the ExitOnClose would be set to false with the code. I now fully know what "assume" means.

03-14-2010, 01:05 PM	#1
tonyh Member Join Date: Oct 2007 Location: Florida Posts: 94 Thanks: 0 Thanked 0 times in 0 posts	SampleIntrabarBacktest - Premataure Exit at close of the day the trade was entered Hello: I am using the above Sample Education Resource within my strategy, which adds a 1 minute secondary bar series to fill orders. The strategy enters the trade correctly, but exits the trade at the end of the day without hitting either the stop loss or profit target. I did replace my strategy code with an EMA crossover to see if my code was causing this problem, but I got the same result. Can you give me some hint on what direction to take to handle this problem? Thanks.
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03-14-2010, 06:38 PM	#2
NinjaTrader_Ben NinjaTrader Customer Service Join Date: May 2008 Location: Denver, CO Posts: 3,157 Thanks: 0 Thanked 3 times in 3 posts	Hello, You can change that in tools>options>Strategies>NinjaScript and uncheck the check box at the bottom. Ben NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-15-2010, 06:30 AM	#3
tonyh Member Join Date: Oct 2007 Location: Florida Posts: 94 Thanks: 0 Thanked 0 times in 0 posts	SampleIntrabarBacktest - Premature trade exit at end of day Hello: Under "Order Handling", I unchecked the "cancel strategy orders on strategy termination" box and each existing order still exits on the close of the day the trade was entered. The "Stop and target submission" is currently set to "Per entry execution". Should it be set to "By strategy position"? Just grasping at straws. Thanks.
	Facebook Twitter YouTube

03-15-2010, 10:48 AM	#4
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Hello Tonyh, You can set "Exit on Close" to false whenever you apply the strategy. You can also declare this in code: ExitOnClose = false; http://www.ninjatrader-support.com/H...itOnClose.html Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-15-2010, 11:11 AM	#5
tonyh Member Join Date: Oct 2007 Location: Florida Posts: 94 Thanks: 0 Thanked 0 times in 0 posts	SampleIntrabarBacktest - ExitOnClose = false; Hello Ryan: This also doesn't work. If no other suggestions are available, I guess I will create a new strategy with my trading code and gradually add the SampleIntrabarBacktest code to see where the problem is. As I like the idea of trading on the 1 minute bar data. Thanks.
	Facebook Twitter YouTube

03-15-2010, 11:30 AM	#6
tonyh Member Join Date: Oct 2007 Location: Florida Posts: 94 Thanks: 0 Thanked 0 times in 0 posts	SampleIntrabarBacktest - ExitOnClose = false; - Does it work in Strategy Analyzer? Hello Ryan: I kept the above code, added your change and added a small trading algorithm, and it works on a chart. However, when running the code on "Strategy Analyzer" it still exits at the close of each day. Is this code able to work in Strategy Analyzer? Thanks.
	Facebook Twitter YouTube

03-15-2010, 02:33 PM	#8
tonyh Member Join Date: Oct 2007 Location: Florida Posts: 94 Thanks: 0 Thanked 0 times in 0 posts	SampleIntrabarTest - ExitOnClose = false; - Strategy Analyzer Thanks Ryan: It works perfectly. I assumed that the ExitOnClose would be set to false with the code. I now fully know what "assume" means.
	Facebook Twitter YouTube

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