Data series type range

[elechim]

Hi,

I'm programming a strategy that the entry comes at the end of the bar.
The peculiarity of this strategy is that the bars must be set Date series type range at a certain value.
The problem is that even if I set CalculateOnBarClose = true; when the strategy run on live in OnBareUnpade method seems don't take care of the end the bar. That seems entry every ticks.

Could you help me understand the problem?

Thank,

Michel

[NinjaTrader_AdamP]

elechim,

Could you possible post your Intialize() and OnBarUpdate() code sections?

Is this run on Range bars?

[elechim]

Here you are the Initialize() and OnBarUpdate()

[NinjaTrader_AdamP]

elechim,

Looks like it didn't post. Could you try again please?

[elechim]

Sorry,

protected override void Initialize()
{
SetProfitTarget("", CalculationMode.Ticks, ProfitTarget);
SetStopLoss("", CalculationMode.Ticks, StopLoss, false);

CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
Print(CurrentBar);
if (myEntryOrder != null)
{
CancelOrder(myEntryOrder);
myEntryOrder = null;

}
if (myEntryOrder == null)
{
myEntryOrder = EnterLongLimit(DefaultQuantity, Low[0] + -1 * TickSize, "Entry LONG Limit");
}
}



I set Type Range on the period type of data series.

[NinjaTrader_AdamP]

elechim,

This code would leave limit pending limit orders open during the duration of a bar. With COBC = true, it would submit a new order every time a bar closes.

What are you wanting it to do? Could you explain further?