Scriptstrategies - reset for data?

[tonynt]

Hello,

my script strategies do correct entries, trade management and exits. But after exits it occurs that new entries are not done - even when conditions are true.

I have no idea why this occurs. Is there anything to reset maybe somewhere in the script to avoid this and to have "clear data" after every trade?

Thank you
Tony

[NinjaTrader_CalH]

Tonynt,

Thank you for your post.

I recommend that you use TraceOrders = true in your Initialize() method.

This will print when the orders are submitted and if they get ignored or not to the output window.
Tools -> Output Window

[koganam]

Hello,

my script strategies do correct entries, trade management and exits. But after exits it occurs that new entries are not done - even when conditions are true.

I have no idea why this occurs. Is there anything to reset maybe somewhere in the script to avoid this and to have "clear data" after every trade?

Thank you
Tony

What are the errors in your log?

[tonynt]

Hello,

thank you for your replies. There appears in the log and in outputwindow

"**NT** Error on calling 'OnBarUpdate' method for strategy 'a1S5Fn/f1beee184f63491cb68dbe6c9391aae2': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart."

I do not understand this, there are many bars and there is an entry. Only when exits are done then there is no new entry.

Thank you!
Tony

[NinjaTrader_CalH]

TonyNT,

This means that you are indexing a value further back than there are bars available.
See the sample below for more information
http://www.ninjatrader.com/support/f...ead.php?t=3170

[tonynt]

Hello,

thank you for your reply. Yes, this I understand (I assume).

But its unlogical with the behavior: the strategy works as soon as enabled (there are less bars than later). Then after the exits there is no new entry. I have to set in the strategy settings window enable to false then apply and then again enable to true and then it works and there are entries. Isn´t this unlogical with the message in outputwindow?

Thank you
Tony

TonyNT,

This means that you are indexing a value further back than there are bars available.
See the sample below for more information
http://www.ninjatrader.com/support/f...ead.php?t=3170

[NinjaTrader_CalH]

Do you have a CurrentBar check in your OnBarUpdate()?

something like -
if(CurrentBar < 1) return;

[tonynt]

Hello,

thank you so much for your support.

No, I do not have. I will immediately add and then on Monday with data check out.

But how can this be the issue if the entries are correct when I enable the strategy and the entry is done as soon conditions are true. But later - when there are more bars! - the entry is not done??

For your information this happens with my "immediate entry setup"eg for short strategy with

if (Closes[2][0] <= Opens[2][0]
&& Closes[2][0] < Highs[2][0]
&& Position.MarketPosition == MarketPosition.Flat
)

Thank you
Tony

Do you have a CurrentBar check in your OnBarUpdate()?

something like -
if(CurrentBar < 1) return;

[NinjaTrader_CalH]

TonyNT,

If you are using multiseries, then you need to ensure that all the data series have enough bars

if(CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired....)

[tonynt]

Cal,


once again PLEASE. How can the entry be done when enabling the strategy and later - there are more bars - not done. There must be enough bars later when there have been enough bars before. Correct me if I´m wrong.

Thank you
Tony

TonyNT,

If you are using multiseries, then you need to ensure that all the data series have enough bars

if(CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired....)

[NinjaTrader_CalH]

TonyNT,

You'll need to share what is in your OnBarUpdate() to help further diagnose

[tonynt]

Cal,

In my onbarupdate I have

if (Historical)
//(BarsInProgress!=0)
return;

and then

if (BarsInProgress==2
&& Closes[2][0] <= Opens[2][0]
&& Closes[2][0] < Highs[2][0]
&& Position.MarketPosition == MarketPosition.Flat
)


Thank you for your support.
Tony

TonyNT,

You'll need to share what is in your OnBarUpdate() to help further diagnose

[koganam]

Cal,

In my onbarupdate I have

if (Historical)
//(BarsInProgress!=0)
return;

and then

if (BarsInProgress==2
&& Closes[2][0] <= Opens[2][0]
&& Closes[2][0] < Highs[2][0]
&& Position.MarketPosition == MarketPosition.Flat
)


Thank you for your support.
Tony

You have described your problem multiple times as "orders not being made/taken". The relevant information is, therefore, how your orders are being coded, not the conditions that trigger orders. Albeit, that may also be an issue in this particular case.

[tonynt]

Hello,

thank you for your reply. Sorry for misunderstanding on my end.

This is how I do the entries with the mentioned conditions (that work for the first trade and then after closing the trade I have to disable strategies and enable again to have a new entry)

{
entryOrderSr3a=EnterShort(1, "Sr3a");
entryOrderSr3b=EnterShort(1, "Sr3b");
}



Thank you!
Tony

You have described your problem multiple times as "orders not being made/taken". The relevant information is, therefore, how your orders are being coded, not the conditions that trigger orders. Albeit, that may also be an issue in this particular case.

[koganam]

Hello,

thank you for your reply. Sorry for misunderstanding on my end.

This is how I do the entries with the mentioned conditions (that work for the first trade and then after closing the trade I have to disable strategies and enable again to have a new entry)

{
entryOrderSr3a=EnterShort(1, "Sr3a");
entryOrderSr3b=EnterShort(1, "Sr3b");
}



Thank you!
Tony

Is there any other code that processes these same IOrders, such as code in another event handler, or code that sets them to null?