Initialize() function problem?

[tedzzx]

Dear Mr/Ms,

I am back testing my strategy for the period from 9/02/2013 to 9/04/2013. There is total 2 round trades. One in 9/02/2013, one in 9/03/2013, no trade in 9/04/2013. However, when I backtest on 9/04/2013 by the same strategy. There is one trade in 9/04/2013. Why there are these discrepancy?

One possible reason I though maybe the initialize function. Is it called on at the beginning of each trading day?

[Baruch]

No Initialize is called only before OnUpdate. It is called several times, but before OnUpdate.
I would speculate that your problem comes from indicators.
You get values for your indicators from bars that are loaded. It differs if you load data from 09/02/13 or from 09/04/13. In the second scenario you don't have enough data.

[tedzzx]

Is there any function is called on each trading days before the OnBarUpdate, in which I can set my parameters dynamically?

thanks

[Baruch]

Is there any function is called on each trading days before the OnBarUpdate, in which I can set my parameters dynamically?

thanks

No, but what exactly do you want to do?

[NinjaTrader_Bertrand]

Thanks for the assist Baruch. For dynamic parameters for each day, I would just set them as needed on the first tick of the new session / session break tedzzx. That's the earliest point you could access before the new day unfolds...

[tedzzx]

Calculate on bar close VS synthetic stoploss

Dear Mr/Ms,

In my strategy, the enter logic is based on 1 min bar. the Hong Kong Exchange does not support the stoploss order, so I want to write my synthetic stoploss order based on tick by tick data. How can I calculate the unrealized P&L within a 1 min OnBarCalculate() process?

Thanks

[NinjaTrader_Bertrand]

tedzzx, you could for example use GetProfitLoss to monitor and pass in the Close price as market price - running the script on CalculateOnBarClose = false would give you this result tick by tick then - http://www.ninjatrader.com/support/h...tsub=GetProfit

[tedzzx]

Thanks. One more question, if set the calculationOnBarClose=False, how to refer to the current bar' high low ?

[NinjaTrader_Lance]

Hello,

The Current bar would be referenced like this

High[0] //for the current high that is building in real time

If COBC were true High[0] would get the high of the bar that just closed (and wouldn't calculate on the bar that's still building)

This is a good sample for explaining how you can calculate with COBC = false

http://www.ninjatrader.com/support/forum/showthread.php?t=19387

Let me know if I can further assist.