Turtles

[vlsachta]

Dear Ninjas,
thank you for the seminar "Introduction to Ninjascript strategy development"! It helps me a lot. Following that I decided to program Turtle strategy which is based on entry after 20 bar high/low breakout and exit after 10 bar low/high breakout. I am faced with two problems:
1. Strategy do not entry short, only long. If I swith Sets of conditions, that Short Entry is 2 and Long Exit is 3, it enters correctly both directions, however exit only at oposite entry.
2. I am not able to export strategy from NT, because of following itam at LOG:
11.9.2008 16:57:45 Default Error compiling export sources: c:\Documents and Settings\Vlada\Dokumenty\NinjaTrader 6.5\bin\Custom\Strategy\Turtles2.cs(69,31) : error CS0103: Name MAX do not exist in actual context

Because I was not able to export, strategy I saved it as txt.
Thank you for your help!
Vladimir

[NinjaTrader_JoshP]

Hi Vladimir,

To determine why you are unable to enter short you need to run your strategy with TraceOrders = true. Please see this tip: http://www.ninjatrader-support.com/v...ead.php?t=3627

You are likely running into an Internal Order Handling Rule as outlined at the bottom here: http://www.ninjatrader-support.com/H...verview36.html

[vlsachta]

Hi Josh,
I understand why it is doesnot work now, however I was not find solution, how to correctly solve it. Does exist any way how to backtest break on some level? When I am using Stop orders - some of them are not running because of Internal Order Handling Rules. If I use Market order - they are filled on next bar open after filling conditions. Can you help me, please?
Vladimir

[NinjaTrader_JoshP]

Unfortunately you will just need to program around the handling rules. If you are still unable to achieve what you want then you have hit the wall for backtesting in general. You will need to forward test your strategy instead on live data or with Market Replay.

[vlsachta]

Thank you Josh for reply, I will contact your 3rd party developers for help!