Strategy conditions

[NinjaTrader_Bertrand]

You could work with flags for this or change your strategy conditions for entry, most people have this issue because they don't work with CrossAbove / CrossBelow, but just with checking for if something is greater or smaller than a previous value. This of course will evalualate to true longer than 1 bar in most cases. Another way might be to record the barnumber the trade is placed on and then waiting for x bars to pass before another entry is permissioned.

[jthom]

You could work with flags for this or change your strategy conditions for entry, most people have this issue because they don't work with CrossAbove / CrossBelow, but just with checking for if something is greater or smaller than a previous value. This of course will evalualate to true longer than 1 bar in most cases. Another way might be to record the barnumber the trade is placed on and then waiting for x bars to pass before another entry is permissioned.

Bertrand, great thinking. I have actually tried all of the above to no prevail except for barnumber. I tried a barnumber technique before but it did not work and someone said that it doesn't work with ATM methods (BarsSinceEntry() ).
So how would you record the barnumber for example? Would it be in the ATM or in the Strategy?

Thanks

[NinjaTrader_Bertrand]

You can do it directly in the strategy itself, when your conditions trigger for example a long entry (and you flag permits the entry) and the GetAtmStrategyMarketPosition reports you're long (http://www.ninjatrader-support.com/H...yPosition.html) you can save the current bar to a variable to get the entry barnumber. Then you can set / reset a flag with this info to toggle if further entries are allowed or not.

[jthom]

Ok let me know if this is right:

privateint barNumberOfOrder = 0;

// Condition set 1
if (Open[0] > EOTVramBars(0.65, 1.3, true).VramUpConfirm[0]
&& orderId.Length == 0
&& atmStrategyId.Length == 0
&& CurrentBar > barNumberOfOrder + 10 )

{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "AtmStrategyTemplate", atmStrategyId);
barNumberOfOrder = CurrentBar;
}


So that will only execute trade after 10th bar from previous trade?

[NinjaTrader_JoshP]

jthom,

At a glance that should do it.

[jthom]

Thanks Josh. Will test it out later. Thanks Bertrand for the point of direction.