strategy development

[SLASH]

Hi friends I have created this strategy after seeing big mike video.
Please help me fix its errors,Targets and stoploss not working properly
I want to enter 10 lots
target 1 : book 6 lots
target 2 : book 2 lots
target 3 ; book 2 lots

want to keep initial stoploss below low or high of entry bar
then after target 1 ,moved below low or high of target 1 bar then to target 2 bar .
cheers
nh

       //#region Variables
        private int        smalength        = 200;
        private int        emalength        = 100;
        private int        hmalength        = 40;
        
        private int        target1            = 100;
        private int        target2            = 200;
        private int        target3            = 300;
        
        private int        stop            = 500;
        
        private bool    be2                = true;
        private bool    be3                = true;
        
        
        //#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()
        {
            
            CalculateOnBarClose = true;
            EntryHandling        = EntryHandling.UniqueEntries;
            
            Add(SMA(Close,HMAlength));
            Add(EMA(Close,HMAlength));
            Add(HMA(Close,HMAlength));
            
        }
        
        private void GoLong()
        {
            SetStopLoss("target1", CalculationMode.Price, Close[0] - (Stop*TickSize), false);
            SetStopLoss("target2", CalculationMode.Price, Close[0] - (Stop*TickSize), false);
            SetStopLoss("target3", CalculationMode.Price, Close[0] - (Stop*TickSize), false);
            
            SetProfitTarget("target1", CalculationMode.Price, Close[0] + (Target1*TickSize));
            SetProfitTarget("target2", CalculationMode.Price, Close[0] + ((Target1+Target2)*TickSize));
            SetProfitTarget("target3", CalculationMode.Price, Close[0] + ((Target1+Target2+Target3)*TickSize));
            
            EnterLong("target1");
            EnterLong("target2");
            EnterLong("target3");
            
            
        }
        private void GoShort()
        {
            SetStopLoss("target1", CalculationMode.Price, Close[0] + (Stop*TickSize), false);
            SetStopLoss("target2", CalculationMode.Price, Close[0] + (Stop*TickSize), false);
            SetStopLoss("target3", CalculationMode.Price, Close[0] + (Stop*TickSize), false);
            
            SetProfitTarget("target1", CalculationMode.Price, Close[0] - (Target1*TickSize));
            SetProfitTarget("target2", CalculationMode.Price, Close[0] - ((Target1+Target2)*TickSize));
            SetProfitTarget("target3", CalculationMode.Price, Close[0] - ((Target1+Target2+Target3)*TickSize));
            
            EnterShort("target1");
            EnterShort("target2");
            EnterShort("target3");
            
            
        }
        
        private void ManageOrders()
        {
            if (Position.MarketPosition == MarketPosition.Long)
            {
                if (BE2 && High[0] > Position.AvgPrice + (Target1*TickSize))
                    SetStopLoss("target2", CalculationMode.Price, Position.AvgPrice, false);
                
                if (BE3 && High[0] > Position.AvgPrice + ((Target1+Target2)*TickSize))
                    SetStopLoss("target3", CalculationMode.Price, Position.AvgPrice, false);
            
            }
            if (Position.MarketPosition == MarketPosition.Short)
            {
                if (BE2 && Low[0] < Position.AvgPrice - (Target1*TickSize))
                    SetStopLoss("target2", CalculationMode.Price, Position.AvgPrice, false);
                
                if (BE3 && Low[0] < Position.AvgPrice - ((Target1+Target2)*TickSize))
                    SetStopLoss("target3", CalculationMode.Price, Position.AvgPrice, false);
            
            }
            
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            EntryHandling        = EntryHandling.UniqueEntries;
            
            SMA        smav        = SMA(SMAlength);
            EMA        emav        = EMA(EMAlength);
            HMA        hmav        = HMA(HMAlength);
            
            ManageOrders();
            
            if (Position.MarketPosition != MarketPosition.Flat) return;
            
            if (Rising(smav) && Rising(emav) && Rising(hmav))
                GoLong();
            else
            if (Falling(smav) && Falling(emav) && Falling(hmav))
                GoShort();
            
        }

        //#region Properties
        [Description("")]
        [Category("Parameters")]
        public int SMAlength
        {
            get { return smalength; }
            set { smalength = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int EMAlength
        {
            get { return emalength; }
            set { emalength = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int HMAlength
        {
            get { return hmalength; }
            set { hmalength = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Target1
        {
            get { return target1; }
            set { target1 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Target2
        {
            get { return target2; }
            set { target2 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Target3
        {
            get { return target3; }
            set { target3 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Stop
        {
            get { return stop; }
            set { stop = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public bool BE2
        {
            get { return be2; }
            set { be2 = value; }
        }
        [Description("")]
        [Category("Parameters")]
        public bool BE3
        {
            get { return be3; }
            set { be3 = value; }
        }
        
        
        //#endregion
    }
}

[NinjaTrader_Bertrand]

ninja hattori, can you please clarify what you see not working? For the specific qty's please use an overload for the EnterLong / EnterShort that would allow to enter them - http://www.ninjatrader-support.com/H...EnterLong.html

To debug strategy's, the TraceOrders feature is very helpful - http://www.ninjatrader.com/support/f...ead.php?t=3627

[SLASH]

trailing stop

Hi Bert my trailing stop not working I want to place it below my entry bar and then below profit target 1 bar and then below profit target 2 bar when long same for short above the entry ,profit target 1,profit target 2,bars.

//#region Variables
        private int        target1            = 70;
        private int        target2            = 110;
        private int        target3            = 120;
        private bool    be2                = true;
        private bool    be3                = true;
        private int        trailstop       = 50;
        private double highestHigh    = 0;
        private double lowestLow    = 0;
        //#endregion
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        protected override void Initialize()
        {
            CalculateOnBarClose = true;
            ExitOnClose        = true; 
            ExitOnCloseSeconds = 30; 
            EntriesPerDirection = 3; 
            SetTrailStop(CalculationMode.Price, 50);
            EntryHandling        = EntryHandling.AllEntries; 
            
                        
        }
        private void GoLong()
        {
            SetTrailStop("target1", CalculationMode.Price, Position.AvgPrice - (TrailStop *TickSize), false);
            SetTrailStop("target2", CalculationMode.Price, Position.AvgPrice - (TrailStop *TickSize), false);
            SetTrailStop("target3", CalculationMode.Price, Position.AvgPrice - (TrailStop *TickSize), false);
            
            SetProfitTarget("target1", CalculationMode.Price, Close[0] + (Target1*TickSize));
            SetProfitTarget("target2", CalculationMode.Price, Close[0] + ((Target1+Target2)*TickSize));
            SetProfitTarget("target3", CalculationMode.Price, Close[0] + ((Target1+Target2+Target3)*TickSize));
            
            EnterLong("target1");
            EnterLong("target2");
            EnterLong("target3");            
        }
        private void GoShort()
        {
            SetTrailStop("target1", CalculationMode.Price, Position.AvgPrice + (TrailStop*TickSize), false);
            SetTrailStop("target2", CalculationMode.Price, Position.AvgPrice + (TrailStop*TickSize), false);
            SetTrailStop("target3", CalculationMode.Price, Position.AvgPrice + (TrailStop*TickSize), false);
            
            SetProfitTarget("target1", CalculationMode.Price, Close[0] - (Target1*TickSize));
            SetProfitTarget("target2", CalculationMode.Price, Close[0] - ((Target1+Target2)*TickSize));
            SetProfitTarget("target3", CalculationMode.Price, Close[0] - ((Target1+Target2+Target3)*TickSize));
            
            EnterShort("target1");
            EnterShort("target2");
            EnterShort("target3");
        }
        
        private void ManageOrders()
        {
            if (Position.MarketPosition == MarketPosition.Long)
            {
                if (BE2 && High[0] > Position.AvgPrice + (Target1*TickSize))
                    SetTrailStop("target2", CalculationMode.Price, (Position.AvgPrice-TrailStop), false);
                
                if (BE3 && High[0] > Position.AvgPrice + ((Target1+Target2)*TickSize))
                    SetTrailStop("target3", CalculationMode.Price, (Position.AvgPrice-TrailStop), false);
            
            }
            if (Position.MarketPosition == MarketPosition.Short)
            {
                if (BE2 && Low[0] < Position.AvgPrice - (Target1*TickSize))
                    SetTrailStop("target2",CalculationMode.Price,(Position.AvgPrice+TrailStop), false);
                
                if (BE3 && Low[0] < Position.AvgPrice - ((Target1+Target2)*TickSize))
                    SetTrailStop("target3", CalculationMode.Price, (Position.AvgPrice+TrailStop), false);
            }
        }

       
        /// Called on each bar update event (incoming tick)
      
         protected override void OnBarUpdate()
        {
            // Resets the highest high and lowest low at the start of every new session
            if (Bars.FirstBarOfSession)
            {
                highestHigh = High[0];
                lowestLow = Low[0];
            }
            
            // Stores the highest high and lowest low from the first 1 bars
            if (Bars.BarsSinceSession < 1)
            {
                // If current high is greater than current highest high, set highest high to current high
                if (High[0] > highestHigh)
                    highestHigh = High[0];
                
                // If current low is lower than current lowest low, set lowest low to current low
                if (Low[0] < lowestLow)
                    lowestLow = Low[0];
            }
            
            /* Entry Condition: After the first 1 bars, submit an entry order when price crosses either the highest high or the lowest low
            if you have no market positions open */
            if (Bars.BarsSinceSession > 1 && Position.MarketPosition == MarketPosition.Flat)
            {
                // If price crosses above the highest high, enter long
                if (CrossAbove(Close, highestHigh, 1))
                    GoLong(); 
                
                // If price crosses below the lowest low, enter short
                else if (CrossBelow(Close, lowestLow, 1))
                    GoShort(); 
                }
        }

        //#region Properties
        [Description("")]
        [Category("Parameters")]
        public int Target1
        {
            get { return target1; }
            set { target1 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Target2
        {
            get { return target2; }
            set { target2 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int Target3
        {
            get { return target3; }
            set { target3 = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public int TrailStop
        {
            get { return trailstop; }
            set { trailstop = Math.Max(1, value); }
        }
        [Description("")]
        [Category("Parameters")]
        public bool BE2
        {
            get { return be2; }
            set { be2 = value; }
        }
        [Description("")]
        [Category("Parameters")]
        public bool BE3
        {
            get { return be3; }
            set { be3 = value; }
        }
        //#endregion
    }
}

[SLASH]

also how can I enter as below
entry 1 : 6 lots
entry 2 : 2 lots
entry 3 : 2 lots

[NinjaTrader_Bertrand]

ninja hattori, you would need to custom code this trailstop behavior, you can for example save the low of your entry bar and then start trailing from this point on - a reference sample to get started can be found here -

http://www.ninjatrader.com/support/forum/showthread.php?t=3222

You can directly enter the qty you wish to trade in the EnterLong / EnterShort overloads -

http://www.ninjatrader-support.com/HelpGuideV6/EnterLong.html

[SLASH]

ninja hattori, you would need to custom code this trailstop behavior, you can for example save the low of your entry bar and then start trailing from this point on - a reference sample to get started can be found here -

http://www.ninjatrader.com/support/forum/showthread.php?t=3222

You can directly enter the qty you wish to trade in the EnterLong / EnterShort overloads -

http://www.ninjatrader-support.com/H...EnterLong.html

Thanks Bert
qty problem solved but I am not able to solve trailstop behavior.when profit target given in private void is working why manage orders not working?
how can I custom code it ?

[NinjaTrader_Bertrand]

Great you got the qty's entered successfully - if you want to move your stops, you would just call the SetStopLoss again as needed, we have dedicated sample posted here - http://www.ninjatrader.com/support/f...ead.php?t=3222

[SLASH]

Great you got the qty's entered successfully - if you want to move your stops, you would just call the SetStopLoss again as needed, we have dedicated sample posted here - http://www.ninjatrader.com/support/f...ead.php?t=3222

Bert tried everything according to link but no success.

[NinjaTrader_Bertrand]

ninja hattori, unfortunately we would not offer scripting / debugging services, however a NinjaScript could code this professionally for you as alternative - http://www.ninjatrader.com/webnew/pa...injaScript.htm