Strategy with renko..problem in backtest

[esignal]

Excuse me...i'm confused

https://gyazo.com/495d741798972ba9cb761472f829eafe

https://gyazo.com/b0a123303c9d5a37b63720bb7b4c487b

https://gyazo.com/d80d2741454443bf56c2df666f01ccc0

Thje chart is empty

i don't see historical order

[koganam]

i not see trades in the chart

https://gyazo.com/6de7db05c54c01c3eb34a784dc5ba36d

Chart is empty

My setting Strategies :

https://gyazo.com/314b1b72a7f84134f1e5c12258d9fd04

There must be something else wrong on your end. The pictures tell the story.

Here is the code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class ntforumesignal : Strategy
	{
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description							= @"Enter the description for your new custom Strategy here.";
				Name								= "ntforumesignal";
				Calculate							= Calculate.OnBarClose;
				EntriesPerDirection					= 1;
				EntryHandling						= EntryHandling.AllEntries;
				IsExitOnSessionCloseStrategy		= true;
				ExitOnSessionCloseSeconds			= 30;
				IsFillLimitOnTouch					= false;
				MaximumBarsLookBack					= MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution					= OrderFillResolution.Standard;
				Slippage							= 0;
				StartBehavior						= StartBehavior.AdoptAccountPosition;
				TimeInForce							= TimeInForce.Gtc;
				TraceOrders							= false;
				RealtimeErrorHandling				= RealtimeErrorHandling.StopCancelClose;
				StopTargetHandling					= StopTargetHandling.PerEntryExecution;
				BarsRequiredToTrade					= 20;
			}
			else if (State == State.Configure)
			{
			}
		}

		protected override void OnBarUpdate()
		{
			//Add your custom strategy logic here.
			if (CrossAbove(Close,Open,1)) EnterLongStopLimit(Close[0]+1 * TickSize,Close[0]); 
			else if (CrossBelow(Close,Open,1)) EnterShortStopLimit(Close[0]-1 * TickSize,Close[0]);
		}
	}
}

I do not have access to an FDAX data feed, so I used the SPY. As I could not be bothered to determine what "1 Point" means relative to FDAX, given what your original intent seemed to be, I deduce that you really want an offset of "1 tick", not "1 point", so that is what I coded. I cannot tell offhand if that is your actual problem: specifying an offset of "1 point" instead of "1 tick".

What this demonstrates is that the problem is your code, not NT.

[koganam]

Excuse me...i'm confused

https://gyazo.com/495d741798972ba9cb761472f829eafe

https://gyazo.com/b0a123303c9d5a37b63720bb7b4c487b

https://gyazo.com/d80d2741454443bf56c2df666f01ccc0

Thje chart is empty

i don't see historical order

I can see that your chart is empty. I am saying that your original question was talking about UniRenko or something, and that the picture you are now showing is 15m bars, so I will demonstrate on 15m bars, as I do not have UniRenko bars.

Does that clear it up?

I have posted demo code and the results thereof.

[esignal]

[/CODE]
I do not have access to an FDAX data feed, so I used the SPY. As I could not be bothered to determine what "1 Point" means relative to FDAX, given what your original intent seemed to be, I deduce that you really want an offset of "1 tick", not "1 point", so that is what I coded. I cannot tell offhand if that is your actual problem: specifying an offset of "1 point" instead of "1 tick".

[/QUOTE]

Ok..now i understand...i appreciate your patience..

how i do specify an offset of "1 point" instead of "1 tick" ?

[koganam]

Ok..now i understand...i appreciate your patience..

how i do specify an offset of "1 point" instead of "1 tick" ?

You write what you originally wrote: do not multiply the "1" by TickSize.

That looks like the attached picture.

[esignal]

Excuse me....i've problem to write a good english. ....
I ask you:what i write to specify an offset to 1 point?

[koganam]

Excuse me....i've problem to write a good english. ....
I ask you:what i write to specify an offset to 1 point?

I said that you should use what you originally wrote, here: http://ninjatrader.com/support/forum...72&postcount=1

[esignal]

if (CrossAbove(Close,Open,1))
EnterLongStopLimit(Close[0]+1,Close[0]);
else if (CrossBelow(Close,Open,1))
EnterShortStopLimit(Close[0]-1,Close[0]);

Ok..this is not corret..

I ask you : how do i write to use an offset of 1 point?

thanks

[koganam]

Ok..this is not corret..

I ask you : how do i write to use an offset of 1 point?

thanks

That is it! I do not know what else to say.

[esignal]

Ok..thanks you...

I try your script

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class ntforumesignal : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ntforumesignal";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.AdoptAccountPosition;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
}
else if (State == State.Configure)
{
}
}

protected override void OnBarUpdate()
{
//Add your custom strategy logic here.
if (CrossAbove(Close,Open,1)) EnterLongStopLimit(Close[0]+1 * TickSize,Close[0]);
else if (CrossBelow(Close,Open,1)) EnterShortStopLimit(Close[0]-1 * TickSize,Close[0]);
}
}
}

and i've same problem....i don't see any signal..Historic

https://gyazo.com/e9e27b0641e54dedbb816be081d4bec5

https://gyazo.com/bd0ee85365d5552f79e4fcb2a6ae8fb6

i use in a chart Es 03-16 (s&p fut) 1 minute...

i think 've problem about orderStopLimit

I open new thread in forum ? (i use a demo nt8 Continuum with cqg)

[koganam]

Ok..thanks you...

I try your script



and i've same problem....i don't see any signal..Historic

https://gyazo.com/e9e27b0641e54dedbb816be081d4bec5

https://gyazo.com/bd0ee85365d5552f79e4fcb2a6ae8fb6

i use in a chart Es 03-16 (s&p fut) 1 minute...

i think 've problem about orderStopLimit

I open new thread in forum ? (i use a demo nt8 Continuum with cqg)

Have you enabled the chart to show trades?

[esignal]

Yes...of course

[koganam]

Yes...of course

In that case, there is nothing that I can suggest. I have shown you the output of the code on my system. It clearly takes trades, albeit it is a losing system. If the exact same code does not work on your system, and there are no errors in your log, then there is no data that can suggest a solution.

Where did you ask it to show trades on the chart?

[esignal]

In that case, there is nothing that I can suggest. I have shown you the output of the code on my system. It clearly takes trades, albeit it is a losing system. If the exact same code does not work on your system, and there are no errors in your log, then there is no data that can suggest a solution.

Where did you ask it to show trades on the chart?

Where did you ask it to show trades on the chart?

What do you mean with " Where did you ask it to show trades on the chart? " ?

See that example :

With code :

	if (CrossAbove(Close,Open,1)) EnterLong(); 
			else if (CrossBelow(Close,Open,1)) EnterShort();

you see that pics :

https://gyazo.com/cff90e87958deec651404a44caa99d8b

It's ok!!

But if i code this :

		
		if (CrossAbove(Close,Open,1)) EnterLongStopLimit(Close[0]+1 * TickSize,Close[0]); 
			else if (CrossBelow(Close,Open,1)) EnterShortStopLimit(Close[0]-1 * TickSize,Close[0]);

https://gyazo.com/e548a05ddcaa5533d21ef6f2c1b8415f

https://gyazo.com/95e14673c0de320284965e4fab6e5c33

I dont' see anything

[koganam]

Where did you ask it to show trades on the chart?

What do you mean with " Where did you ask it to show trades on the chart? " ?

See that example :

With code :

	if (CrossAbove(Close,Open,1)) EnterLong(); 
			else if (CrossBelow(Close,Open,1)) EnterShort();

you see that pics :

https://gyazo.com/cff90e87958deec651404a44caa99d8b

It's ok!!

But if i code this :

https://gyazo.com/e548a05ddcaa5533d21ef6f2c1b8415f

https://gyazo.com/95e14673c0de320284965e4fab6e5c33

I dont' see anything

You have to explicitly enable the ability to see trades on the chart. You responded: "Of course" when I asked you if you had done so. Where did you do so?

Your asking me what I mean by the question means that you likely have not done so. Look in the properties of the DataSeries on your chart, and specify what to do with order display.

ref: http://ninjatrader.com/support/helpG...price_data.htm

Look especially at the third bullet point, and look at the last item in the picture.