strange execution

[ionaz]

hi NinjaTrader

I created a basic strategy using the wizard, then unlocked the code to make some tweaks. Now, when I run bactest all the trades get linked with each other (one trade begins where another ends) so visually they look like a curve in the strategy analizer/chart.

Can you please advise where is this coming from/why that happens?




Variables:

// Wizard generated variables
        private int lookBack = 20; // Default setting for LookBack
        private double profit_Target = 0.1; // Default setting for Profit_Target
        private double stop_Loss = 0.06; // Default setting for Stop_Loss
        // User defined variables (add any user defined variables below)

Initialize:

        protected override void Initialize()
        {
            SetProfitTarget("", CalculationMode.Percent, Profit_Target);
            SetStopLoss("", CalculationMode.Percent, Stop_Loss, false);

            CalculateOnBarClose = true;
        }

Properties:

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int LookBack
        {
            get { return lookBack; }
            set { lookBack = Math.Max(20, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public double Profit_Target
        {
            get { return profit_Target; }
            set { profit_Target = Math.Max(0.00, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public double Stop_Loss
        {
            get { return stop_Loss; }
            set { stop_Loss = Math.Max(0.00, value); }
        }
        #endregion

[NinjaTrader_Matthew]

What does your OnBarUpdate look like? Do you reset the SetStopLoss when you're flat?

Please see our reference on Monitoring stop and profit target orders for more information:

http://www.ninjatrader.com/support/forum/showthread.php?t=5790