Unexpected trades

[GKonheiser]

I am using the following code,

protected override void OnBarUpdate()
{
if(Position.MarketPosition != MarketPosition.Flat)
return;

if(CrossAbove(EMA(eMAF), EMA(eMAS), 1))
EnterLong();

else if (CrossBelow(EMA(eMAF), EMA(eMAS), 1))
EnterShort();
}


I expected it to enter one trade on the first cross of the EMAs and enter no further trades as it would return due to:-

if(Position.MarketPosition != MarketPosition.Flat)
return;

but it continues to enter and exit trades. What am I missing?

Also I notice that at the end of the contract the open position is closed. Is it possible to get the same behaviour when using the WFA, testing on multiple contracts?

[NinjaTrader_Bertrand]

GKonheiser, I would expect that only to be the case if you set ExitOnClose to false. As otherwise a new entry could be made after the ExitOnClose is processed for the given day / session.

This can be done either directly from the UI with the ExitOnClose parameter or by your strategy Initialize method making a call to it - http://www.ninjatrader.com/support/h...ub=ExitOnClose

[GKonheiser]

Yes of course. that makes sense.