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problems with granularity

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    problems with granularity

    What am I doing wrong here? Assuming that the primary bar is a daily bar and the secondary bar is a 10 min bar. I'm trying to buy at the next daily open based on signal generated from current daily bar and liquidate if the 10 min bar violates the previous bar's low:

    protected override void OnBarUpdate()
    {
    if(BarsInProgress==0)
    {
    if(Close[0]>High[1])
    {
    EnterLong("buy");
    }
    }

    if(BarsInProgress==1)
    {
    if(Closes[1][0]<Low[0])
    {
    ExitLong(1,1,"sell","buy");
    }
    }
    }

    #2
    d.allen101, please clarify which behavior you are seing with your code? Please try using Lows[0][0] in your Exit statement to access the daily bar low.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      i'll figure it out myself bertrand, i was just being lazy...

      thx

      Comment

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