Quick question about if

[GKonheiser]

Am i correct in thinking that,

if((Position.MarketPosition != MarketPosition.Flat)
&& (Time[0].Date.Month == 3)
|| (Time[0].Date.Month == 6)
|| (Time[0].Date.Month == 9)
|| (Time[0].Date.Month == 12)
&& (Time[0].Date.Day >= 5)
&& (Time[0].Date.Day <= 8)


Means if I have a position and the current month is either March or June or Sep or Dec between the 5th and 8th of those months?

I am just trying to get to the bottom of unexpected behaviour.

[NinjaTrader_CalH]

Hi GKonheiser,

Thank you for your post.

Yes, this is correct in your assumption.

What unexpected behavior are you trying to get the bottom of?

[GKonheiser]

Well the full code is below and my expected behaviour is that a long or short is entered at the beginning of the chart and exited between 5th and 8th of the expiry months Sep, Dec, Jun, Mar. It will not enter a new position then until after 8th of Sep, Dec, Jun, Mar.

However the actual behaviour is is has a trade on 10th Dec which it exits on the next bar. Then it enter a position on the 13th Dec which it gets out of on 1st March NOT the 5th March as the code would indicate??

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class EMATRADE : Strategy
{
#region Variables

private int eMAF = 10;
private int eMAS = 20;

#endregion


protected override void Initialize()
{
EMA(EMAF).Plots[0].Pen.Color = Color.Red;
EMA(EMAS).Plots[0].Pen.Color = Color.Black;

Add(EMA(EMAF));
Add(EMA(EMAS));

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

// Print(Instrument.Expiry.Month);
Print(Time[0].Date.Month);
Print(Time[0].Date.Day);
//


if((Position.MarketPosition != MarketPosition.Flat)
&& (Time[0].Date.Month == 3)
|| (Time[0].Date.Month == 6)
|| (Time[0].Date.Month == 9)
|| (Time[0].Date.Month == 12)
&& (Time[0].Date.Day >= 5)
&& (Time[0].Date.Day <= 8))

ExitLong();
ExitShort();

if((Time[0].Date.Month == 3)
|| (Time[0].Date.Month == 6)
|| (Time[0].Date.Month == 9)
|| (Time[0].Date.Month == 12)
&& (Time[0].Date.Day >= 5)
&& (Time[0].Date.Day <= 8))
return;

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

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

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






}
#region Properties
/// <summary>
/// </summary>
[Description("Period for fast MA")]
[GridCategory("Parameters")]
public int EMAF
{
get { return eMAF; }
set { eMAF = Math.Max(1, value); }
}

/// <summary>
/// </summary>
[Description("Period for slow MA")]
[GridCategory("Parameters")]
public int EMAS
{
get { return eMAS; }
set { eMAS = Math.Max(1, value); }
}
#endregion

}
}

[NinjaTrader_CalH]

GKonheiser,

You will need to add the dates to each of the months.

While you are on the right path, the logic is a little off.

Here's what the if condition is saying -
If im not flat and the month is 3 or 6 or 9 or 12 and the date is 5-8th of december....not necessarily the other months.

The code is seeing the dates attached the month of december and not the other months.

Let me know if I can be of further assistance.

[GKonheiser]

Ah.. i thought it was something like that. Thanks for your help.