RSI25 Short Strategy Unable to implement

[qzhang119]

Hi all,

I am trying to write RSI25 Strategy for Short Only, here is my codes:
__________________________________________________ ________
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class QuanRSIShort : Strategy
{
#region Variables
// Wizard generated variables
private int period = 2; // Default setting for Period
string op="";
// 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;
Add(QuanRSI(period));
Add(EMA(period));
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if(CrossAbove(QuanRSI(period),75,1) && Close[0]<EMA(period)[0])
{
EnterShort(DefaultQuantity, "EnterShort");
}
if(CrossBelow(QuanRSI(period),45,1))
{
ExitShort("ExitShort");
}
}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
#endregion
}
}
__________________________________________________ ____________
Successfully Compile without any implementation.
Hope somebody can help me.
Thank you.

[NinjaTrader_PatrickH]

Hello qzhang119,

Thank you for your post and welcome to the NinjaTrader support forum!

You have stated you are able to compile this strategy without any compile errors, but are unable to implement the strategy. I was also able to compile this strategy without any compile errors, however I was able to enable the strategy on the Strategies tab of the Control Center.

Please advise if you are receiving an error message when enabling the strategy on your chart or on the Strategies tab of the Control Center.
If you are receiving an error message, do you receive the same message when enabling the SampleMACrossOver that is preloaded in NinjaTrader?

I look forward to assisting you further.

[qzhang119]

Thanks for your assistance Patrick.
I am able to enable the strategy, but there is no result - no entry & exit.
I have try to adjust my variables, but still no outcomes.
Here are some screenshots:



Thanks.

[NinjaTrader_PatrickH]

Hello qzhang119,

Thank you for your response.

I have the same results using your strategy. I recommend debugging your NinjaScript code to discover exactly why the entry orders are never executed.
I would start with the conditions to enter, by placing a Print() statement after the condition to see if the condition is ever meet such as the following:

if(CrossAbove(QuanRSI(period),75,1) && Close[0]<EMA(period)[0])
{
[B]Print("Enter Short Condition has been meet.");[/B]
EnterShort(DefaultQuantity, "EnterShort");
}

For information on debugging your NinjaScript code please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=3418

Please let me know if I may be of further assistance.

[qzhang119]

Hi Patrick,

I delete "Close[0]<EMA(period)[0]" in "if(CrossAbove(QuanRSI(period),75,1) && Close[0]<EMA(period)[0])"
And the strategy works, I cannot figure out why that condition sentence blocked my strategy, do you have any idea?

Thanks a lot

[NinjaTrader_PatrickH]

Hello qzhang119,

Thank you for your response.

This could be due to the fact that the current price is never less than the EMA when the QuanRSI crosses above 75 within the last bar. Of course this would require further troubleshooting on your end to determine if this is for certain.

Please let me know if I may be of further assistance.