I have a strategy that is auto-trading based on a chart study called the aroons oscillator. The main problem is that it doesn't appear to be executing based on the chart conditions. The underlying problem though, is that the chart disappears on each load of the program. Is there any way to make sure this doesn't happen?
Code (built using the conditional wizard) is provided below for reference. Assistance is greatly appreciated.
Code (built using the conditional wizard) is provided below for reference. Assistance is greatly appreciated.
Code:
# Part of this code has been removed due to length restrictions.
public class AroonOsc : Strategy
{
#region Variables
// Wizard generated variables
private int oB = 80; // Default setting for OB
// 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()
{
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (Position.MarketPosition == MarketPosition.Flat
&& CrossBelow(AroonOscillator(14), OB, 1))
{
EnterShort(DefaultQuantity, "");
}
}
#region Properties
[Description("Overbought")]
[GridCategory("Parameters")]
public int OB
{
get { return oB; }
set { oB = Math.Max(1, value); }
}
#endregion
}
}
#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0" encoding="utf-16"?>
<NinjaTrader>
<Name>AroonOsc</Name>
<CalculateOnBarClose>True</CalculateOnBarClose>
<Description>
</Description>
<Parameters>
<Parameter>
<Default1>
</Default1>
<Default2>80</Default2>
<Default3>
</Default3>
<Description>Overbought</Description>
<Minimum>1</Minimum>
<Name>OB</Name>
<Type>int</Type>
</Parameter>
</Parameters>
<State>
<CurrentState>
<StrategyWizardState xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<Name>Flat</Name>
<Sets>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter short position</DisplayName>
<Help />
<MemberName>EnterShort</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Flat</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Flat</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>AroonOscillator</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>AroonOscillator</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>14</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>OB</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>OB</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
</Sets>
<StopTargets />
</StrategyWizardState>
</CurrentState>
</State>
</NinjaTrader>
@*/
#endregion
Comment