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Incorrect entry

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    Incorrect entry

    Running 4 Renko I notice every nce in a while a entry that I don't believe should of been filled. I have attached an example of a long entry:
    1) The MACD signal does not cross 0
    2) The Green EMA is suppose to be greater than the GOLD SMA
    3) The Red line is suppose to be blue for long (Signal direction)
    I started the strategy from the chart so there should not be a chart syning issue
    I can reproduce ir in Market Replay
    Attached Files

    #2
    Hello,

    If I remember correctly your running this strategy with COBC = False correct?

    I look forward to assisting you further.
    BrettNinjaTrader Product Management

    Comment


      #3
      Corect
      CalculateOnBarClose =
      false;
      Could this be another symptom of the other issue?

      Comment


        #4
        Hello,

        Might be expected then.

        As these conditions have to be true for the order to execute. However when the bar is forming the values of those conditions are not yet set in stone at the close values. Thus you could have an entry that occured antra bar. But then the bar pulled back and the entry conditions where no longer true.

        To verify you would need to start Print() your entry condition variables.
        BrettNinjaTrader Product Management

        Comment

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