New-code problems

[ricko]

I am testing a simple system in AAPL, 365 days of data but I get just one trade that is closed at the last day, meaning that profit target PT and stop-loss SL of 2% do not work
Thanks

#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 POL : Strategy
    {
        #region Variables
        // Wizard generated variables
        private double pT = 2.000; // Default setting for PT
        private double sL = 2.000; // Default setting for SL
        // 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()
        {
            SetProfitTarget("", CalculationMode.Percent, PT);
            SetStopLoss("", CalculationMode.Percent, SL, true);
            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (Close[0] > Close[10])
            {
                EnterLong(DefaultQuantity, "");
            }
			
			
        }

        #region Properties
        [Description("profit target")]
        [GridCategory("Parameters")]
        public double PT
        {
            get { return pT; }
            set { pT = Math.Max(1, value); }
        }

        [Description("stop-loss")]
        [GridCategory("Parameters")]
        public double SL
        {
            get { return sL; }
            set { sL = Math.Max(1, value); }
        }
        #endregion
    }
}

[NinjaTrader_PatrickH]

Hello ricko,

Thank you for your post.

So I may investigate this matter further please answer the following questions.

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.30)

Who are you connected to? This is displayed by green on lower left corner of the Control Center window.

What interval is selected for your chart(s)? (Example: Tick, Minute, Day, etc.)

I look forward to your response.

[ricko]

Thanks. v 7 1000.30 Connected to yahoo. Interval day.

Note that your moving average cross example works with the AAPL chart and I get a backtest with signals, etc. My strategy I quoted does not work. The first entry signal is correct but then no exit until the last bar..

[NinjaTrader_PatrickH]

Hello ricko,

Thank you for your response.

Are you trying to do 200%, or 2%? If 2%, try 0.02 instead of 2.00.

[ricko]

Hello Partick,

I wanted 2% profit target and 2% stop-loss. I changed the 2 to 0.02 but again same thing: first entry point and then no exit until last bar. I used AAPL daily data 365 bars. Here is the code.

#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>
/// Percent, open, long
/// </summary>
[Description("Percent, open, long")]
public class PercOL : Strategy
{
#region Variables
// Wizard generated variables
private double pT = 0.02; // Default setting for PT
private double sL = 0.02; // Default setting for SL
// 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()
{
SetProfitTarget("", CalculationMode.Percent, PT);
SetStopLoss("", CalculationMode.Percent, SL, true);

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (Close[0] > Close[10])
{
EnterLong(DefaultQuantity, "");
}
}

#region Properties
[Description("Profit taregt")]
[GridCategory("Parameters")]
public double PT
{
get { return pT; }
set { pT = Math.Max(0.02, value); }
}

[Description("Stop loss")]
[GridCategory("Parameters")]
public double SL
{
get { return sL; }
set { sL = Math.Max(0.02, value); }
}
#endregion
}
}

[ricko]

I think I found the problem. It appears that I have to put a name for the signal and put that also in the profit target and stop-loss order.

[NinjaTrader_PatrickH]

Hello ricko,

That is actually how it should be done. Although I would recommend an actual value rather than a blank string of "". So try "Long" for example.