No backtest results

[zachj]

Is there anything obvious I have wrong with the strategy code below, I'm not getting any results in the backtest for a month run on all dow stocks. I haven't used this thing in a while, but I have other old strategies that are getting results.

   protected override void Initialize()
        {
            Add(PeriodType.Day, 1);
			Add(PeriodType.Day, 5);
			CalculateOnBarClose = false;
			
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1 Long Entry, current price > week high & current price < 5% from day low. 
			// And time to start/stop entering positions.
            if ((BarsInProgress == 0) //OnBarUpdate called for 5min bars	
			&& (Close[0] > Highs[2][0] && Close[0] < Lows[1][0] * 1.05)
			&& (ToTime(Time[0]) >= timestart && ToTime(Time[0]) < timeend))	
			
			//Dayhigh - Daylow > ATR20*.75. AvDailyVol>500k, Stocks $10-90, and ATR>1.5 & ATR<3.	
			{avgdailyvolume = SMA(Volumes[1],20)[0];}
			if ((BarsInProgress == 1) //OnBarUpdate called for daily bars
			&& (Highs[1][0] - Lows[1][0] > ATR(BarsArray[1], 20)[0]*ATRrange)
			&& (avgdailyvolume > 500000)
			&& (Closes[1][1] >= 10 && Closes[1][1] <= 90)
			&& (ATR(BarsArray[1], 20)[0] > 1.5 && ATR(BarsArray[1], 20)[0] < 3))	
			
            {
                EnterLong(200);
            }
			
			// Condition set 2 Fixed Stop, 
			if ((BarsInProgress == 0) && (Position.MarketPosition == MarketPosition.Flat))
            {
				SetStopLoss(CalculationMode.Price, ATR(BarsArray[1], 14)[0]*longstopATRperc);
			}
			// Condition set 3 Trail Trigger & Trail How
			else if ((BarsInProgress == 0)
            &&	(Position.MarketPosition == MarketPosition.Long && ToTime(Time[0]) > 93500))  
			{SetStopLoss(CalculationMode.Price, Swing(1).SwingLowBar(0, 1, 10));}

			// Condition set 4 Long Exit,
			if (ToTime(Time[0]) >= 155000)
			{
                ExitLong(200);
            }
        }

[NinjaTrader_Bertrand]

zachj, if you run this script - are you getting any errors in your Control Center Log tab? If not I would suggest simplying the script / debugging to better understand why condition would not trigger as you expect from the code.

[zachj]

Does it matter where I define.... {avgdailyvolume = SMA(Volumes[1],20)[0];} in the script I posted? Do I have it in the right place?

Also is having a barsinprogess=0 and then barsinprogress=1 all in one entry condition as I have messing anything up?

[NinjaTrader_Bertrand]

zachj, you can mix BarsInProgress in your OnBarUpdate(), however for your script - when you want then to enter? Intraday? Then I would not suggest submitting from the daily series, but merely using it for calculations.