SamplePnL and Log only ONCE...

[MXASJ]

Hi Ninja Team,

This is probably my poor coding causing a problem, but your input is welcome. I've used some of your SamplePnL code and added a line to log the result as an alert level log, and it seems to go into a loop and I get a "Mail queue overflow" event in the log (alert-level log items get emailed to me). Not pretty!

Note this code seemed to work fine yesterday, but upon a daily reboot and reload it entered a loop that required a hard shutdown.

Here is the code snippet;

protected override void OnBarUpdate()
{
 
 
if(BarsInProgress != 0)
return;
 
////Start of Strategy daily loss limit code///
// At the start of a new session
if (Bars.FirstBarOfSession)
{
// Store the strategy's prior cumulated realized profit 
priorTradesCumProfit = Performance.AllTrades.TradesPerformance.Currency.CumProfit;
 
}
 
/* Prevents further trading if the current session's realized profit exceeds variable StrategyProfitTarget 
or if realized losses exceed variable StrategyStopLoss. */
if (Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit >= StrategyProfitTarget
|| Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit <= (StrategyStopLoss*-1))
{
 
// Returns out of the OnBarUpdate() method. This prevents any further evaluation of trade logic in the OnBarUpdate() method.
 
Log(Instrument.FullName + " Strategy halted. Session profit/loss limits exceeded. Check your open positions. ",NinjaTrader.Cbi.LogLevel.Alert); //Log the shutdown
 
return;
}
 
 
////// GO LONG GO LONG GO LONG///// 

Is there a way to code it so the halt of the strategy is only logged once?

A seperate minor issue in the same strategy is generated by this code;

{
EnterLong("Long 1a");
EnterLong("Long 1b");
Log(Instrument.FullName + " LONG signal generated with ASK at: " + GetCurrentAsk(),NinjaTrader.Cbi.LogLevel.Information); //For basic TCA 
} 

Where my intention is to log the ASK price when my strategy gets a LONG signal so that after hours I can do a basic slippage calculation. When I enable the strategy I get signals logged from the past. Is there a simple way around that?

Any input or advice is welcome. Thanks.

[NinjaTrader_Ray]

On the 1st issue, add a local to the strategy bool variable such as:

private bool isHalted = false;

then where you log the halt of the strategy, add code in the if statement

if (!isHalted .....)
{
// Log here
isHalted = true;

}

On your second issue, do something like:

if (!Historical) Log(....);

[MXASJ]

Thanks Ray,

On the second one... I've tried this;

EnterLong("Long 1a");
EnterLong("Long 1b");
if(!Historical)
{
Log(Instrument.FullName + " LONG signal generated with ASK at: " + GetCurrentAsk(),NinjaTrader.Cbi.LogLevel.Information); //For basic TCA
} 

But "historical" signals are still logged in the sense that the timestamp of the log entry is the time I activate the strategy, but there is roughly ten or more log events at different prices. I'm guessing it is based on the bars loaded. Is there an alternative suggestion?

On the first one I need to think about what you wrote a bit. This is a VMWare weekend and not a C# weekend for me. My head hurts .

[NinjaTrader_Ray]

Not sure I follow what you are saying.

Based on the code below:

if(!Historical)
{
Log(Instrument.FullName + " LONG signal generated with ASK at: " + GetCurrentAsk(),NinjaTrader.Cbi.LogLevel.Informati on); //For basic TCA
}

This will NOT send output to the log on historical bars.