Overfill Proof Skelton Code

[traderbhai]

Hi Guys,

I am new to the forum and to NT. Love this tool. I am writing a simple scripts to make sure that there is no overfill errors. I am not having just two conditions of enterShort() or EnterLong(). On top of that I will have ExitLong() and ExitShort(). Can you please help me with the skeleton of the code that can accomplish this. Never mind about the actual condition. I am trying this but it does not seem to be working. Thanks,

-----

// 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 Sha****est : Strategy
{
#region Variables
// Wizard generated variables
private int varZero = 0; // Default setting for VarZero
// 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()
{
Add(macdShashi(12, 26, 20));
Add(macdShashi(12, 26, 20));
Add(macdShashi(12, 26, 20));
Add(macdShashi(12, 26, 20));
EntriesPerDirection = 2;
EntryHandling = EntryHandling.AllEntries;
CalculateOnBarClose = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
private IOrder entryOrder = null;
protected override void OnBarUpdate()
{
// Condition set 1
if (macdShashi(12, 26, 20).Diff[0] < VarZero && entryOrder == null)
entryOrder = SubmitOrder(0, OrderAction.SellShort, OrderType.Market, 1, 0, 0, "", "Enter Short");

// Condition set 2
if (macdShashi(12, 26, 20)[0] > macdShashi(12, 26, 20)[1] && entryOrder == null)
entryOrder = SubmitOrder(0, OrderAction.BuyToCover, OrderType.Market, 1, 0, 0, "", "Exit Short");

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

What specifically is not working for you? I would be unable to say from the partial sample and description, if you can provide further detail on exactly what is not or is occurring that should not, it would be helpful to find the answer.


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

[traderbhai]

Hello,

Thank you for the question.

What specifically is not working for you? I would be unable to say from the partial sample and description, if you can provide further detail on exactly what is not or is occurring that should not, it would be helpful to find the answer.


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

Hi Jesse,

Thanks for the response. What I am doing is having four conditions in my strategy. One for each conditions. But it is giving me over fill error because I am not doing the simple enterlong() and entershort() which takes care of the issues of overfill I am told. Attached is the whole code. All I want from you is what should I add to the code to make sure that overfills do not happen. I was chatting with Chelsea through emails and she asked me to do something. But my scripts is not running in backtest mode. If you can point me to a place where there is a code that handles that I will appreciate that. I am sure I am not the first person to see this error.

I just need directions so that I can add relevant pieces to my code. Something that handles overfill without the conditions. I will handle the condition by my self.

Thanks again for your help.

[koganam]

Hi Jesse,

Thanks for the response. What I am doing is having four conditions in my strategy. One for each conditions. But it is giving me over fill error because I am not doing the simple enterlong() and entershort() which takes care of the issues of overfill I am told. Attached is the whole code. All I want from you is what should I add to the code to make sure that overfills do not happen. I was chatting with Chelsea through emails and she asked me to do something. But my scripts is not running in backtest mode. If you can point me to a place where there is a code that handles that I will appreciate that. I am sure I am not the first person to see this error.

I just need directions so that I can add relevant pieces to my code. Something that handles overfill without the conditions. I will handle the condition by my self.

Thanks again for your help.

You are using unmanaged code, so if you want to handle overfills yourself, tell the code so.

Ref: http://ninjatrader.com/support/helpG...reoverfill.htm

Heed the warnings! You must know what you are doing. It is not the kind of thing that I would have tackled when your statement: "I am new to ... NT." was true of me.

[traderbhai]

You are using unmanaged code, so if you want to handle overfills yourself, tell the code so.

Ref: http://ninjatrader.com/support/helpG...reoverfill.htm

Heed the warnings! You must know what you are doing. It is not the kind of thing that I would have tackled when your statement: "I am new to ... NT." was true of me.

New to NT but not new to programming. Just need some background. Thanks for the support. Appreciate the help.

[NinjaTrader_PatrickH]

Hello traderbhai,

Thank you for your patience.

Please take a look at the video I created for you at the following link: http://screencast.com/t/aclEHsf2kI

[NinjaTrader_PatrickH]

And below is the code from the video:

            // Condition set 1
            if (MACDwma(12, 26, 9).Diff[0] < VarZero
                && MACD(12, 26, 9).Diff[0] < VarZero)
            {
                EnterShort(DefaultQuantity, "");
            }

            // Condition set 2
            if (MACDwma(12, 26, 9).Diff[0] > VarZero
                && MACD(12, 26, 9).Diff[0] > VarZero)
            {
                EnterLong(DefaultQuantity, "");
            }

            // Condition set 3
            if (CrossAbove(MACDwma(12, 26, 9).Avg, MACDwma(12, 26, 9), 1)
				&& MACDwma(12, 26, 9).Diff[0] >= VarZero
				&& MACD(12, 26, 9).Diff[0] >= VarZero)
            {
                ExitLong("", "");
            }

            // Condition set 4
            if (CrossBelow(MACDwma(12, 26, 9).Avg, MACDwma(12, 26, 9), 1)
				&& MACDwma(12, 26, 9).Diff[0] <= VarZero
				&& MACD(12, 26, 9).Diff[0] <= VarZero)
            {
                ExitShort("", "");
            }