Exit after X bars

[2Look4me]

Hi,
I would like to exit a strategy after X consecutive bars following the entry bar if none of the X bars have crossed above the entry bar High for a long position or crossed below the entry bar Low for a short position. Thanks, would appreciate any suggestions.

[NinjaTrader_PaulH]

Hello 2Look4me,

Thanks for your post.

You can use the BarsSinceEntry() method to check for X bars after entry: https://ninjatrader.com/support/help...sinceentry.htm

When you place your order, you can save the High of the bar into a double variable (savedHigh for example)

You can use the MAX() method to test for the maximum high in a look back period of x-1 (-1 to not include the entry bar). Reference: https://ninjatrader.com/support/help...aximum_max.htm

This will allow you to write a condition:

if (BarsSinceEntry() > x && MAX(High, x-1)[0] < savedHigh).

For the other side, you would use MIN(Low, x-1)[0].
Reference: https://ninjatrader.com/support/help...inimum_min.htm

[2Look4me]

Paul, thanks for the reply. I have the following:

private double  EntryHigh  =0;

if (A && B)
  {
    EnterLong();
    EntryHigh = High(0);
  }
if (BarsSinceEntry()==1 && High[1] !=EntryHigh)  //Verify entry bar high is the final high
  {
    EntryHigh = High[1];
  }
else if(BarsSinceEntry()>X && MAX(High, X-1)[0] < EntryHigh)
  {
    ExitLong();
  }

The strategy should exit if none of the X bars since entry crosses above the entry bar high. Else if any of the X bars crosses above the entry bar high, then there's no exit until the next exit parameter is encounter.

There are instances where one of the X bars will temporarily cross above the entry bar high then closes below and an exit will still occur. Why the exit if the high was crossed? Am I missing something that is obvious?

[NinjaTrader_PaulH]

Hello 2Look4me,

Thanks for your reply.

I would suggest you debug using print statements to see what the actual value of both EntryHigh and MAX(High, X-1)[0] are.