Delayed order

[visvabalaji]

I'm buying a contract after MACD crossover. I want to buy after 1 bar from MACD crossover but my code is buying after 2 bars from MACD crossover.

Can someone help me if I'm missing anything? Attachment shows order placement for buy and close.

protected override void OnStateChange()
{
  if (State == State.SetDefaults)
    {
      TimeInForce = TimeInForce.Gtc;
      IsExitOnSessionCloseStrategy = true;
      Calculate = Calculate.OnBarClose;
      ExitOnSessionCloseSeconds = 30;
      OrderFillResolution = OrderFillResolution.Standard;
      RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;

      // This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
      // See the Help Guide for additional information
      IsInstantiatedOnEachOptimizationIteration = false;
    }
}

protected override void OnBarUpdate()
{
  if (CrossAbove(MACD(12, 26, 9).Diff, 0, 1))
    {
        EnterLong(1, "Buy");
    }

  if ((CrossBelow(MACD(Close, 12, 26, 9).Diff, 0, 1))
    && (Position.MarketPosition == MarketPosition.Long))
    {
        ExitLong(1);
    }
}

[NinjaTrader_Jesse]

Hello visvabalaji,

Was this a historical test? If so then what you are seeing is likely correct, you would see the execution on the following bar based on the historical fill engine. You can use a Print inside the condition to output the specific time when the condition became true to help identify if that is the fill engine.

if (CrossAbove(MACD(12, 26, 9).Diff, 0, 1))
{
    Print(Time[0]);
    EnterLong(1, "Buy");
}

[visvabalaji]

Thanks for your reply. It is not only historical but for real-time trade also. I added time and checked it triggers order after 2nd bar MACD crossing.

Attached is the latest screenshot from today's trade.

[NinjaTrader_Jesse]

Hello visvabalaji,

You can try to debug this further by using a print. Had you tried the print I previously suggested, if so what time did the print say vs the time the execution is listed in the chart?

I see you are using OnBarClose so the crossing would need to happen for the close of the bar. The execution would be submitted at that time if a cross was detected. You can also print the price data at the time to see what the strategy is seeing:

if (CrossAbove(MACD(12, 26, 9).Diff, 0, 1))
{
    Print(Time[0] + " DIFF0: " + MACD(12, 26, 9).Diff[0] + " DIFF1: " + MACD(12, 26, 9).Diff[1]);
    EnterLong(1, "Buy");
}

That would show the values which caused the cross so you could compare the time and values the strategy sees the event happening at on the chart.