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    Chart not showing trades

    I'm trying to run this strategy on a daily Dec ES contract chart. NT isn't showing any of the trades on the chart is that because its using historical data ?


    /// A Spike above or below the BB more than 3 pts on the Daily
    /// </summary>
    [Description("A Spike above or below the BB more than 3 pts on the Daily")]
    public class BBspike : Strategy
    {
    #region Variables
    // Wizard generated variables
    private int myInput0 = 3; // Default setting for MyInput0
    // User defined variables (add any user defined variables below)
    #endregion

    /// <summary>
    /// This method is used to configure the strategy and is called once before any strategy method is called.
    /// </summary>
    protected override void Initialize()
    {
    Add(Bollinger(2, 14));
    Add(Bollinger(2, 14));
    SetProfitTarget("Long1", CalculationMode.Ticks, 16);
    SetProfitTarget("Short1", CalculationMode.Ticks, 16);
    SetStopLoss("", CalculationMode.Ticks, 16, false);

    CalculateOnBarClose = false;
    }

    /// <summary>
    /// Called on each bar update event (incoming tick)
    /// </summary>
    protected override void OnBarUpdate()
    {
    // Condition set 1
    if (GetCurrentBid() >= Bollinger(2, 14).Upper[1] + 12 * TickSize)
    {
    EnterShort(DefaultQuantity, "Short1");
    }

    // Condition set 2
    if (GetCurrentBid() <= Bollinger(2, 14).Lower[1] + (-12 * TickSize))
    {
    EnterLong(DefaultQuantity, "Long1");
    }
    }

    #region Properties
    [Description("")]
    [GridCategory("Parameters")]
    public int MyInput0
    {
    get { return myInput0; }
    set { myInput0 = Math.Max(1, value); }
    }
    #endregion
    }
    }

    #2
    Joe Average, that would not be an issue you can definitely backtest daily historical. What data provider / feed do you use? Are you testing on ES 12-14 or the continuous contract? I gave your signals a quick run on Kinetick data and see them getting hit. What would happen if you for example backtest the SampleMACrossOver on your chart? Would that get trades?

    Have you possible just disabled the plot executions on this chart?

    Comment


      #3
      Opps, you're right I switched off the executions of the plots on the chart. Dumb.

      Sorry,

      Thank you.

      Comment

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