Josh: No buy signals in this strategy, why?

[ju1234]

Josh, I am really puzzled. I have sent you the file by email, file is named BestES2Try, there are lots of sell signals but very few buy signals when there should be many. I just cannot understand. I think it has something to do with the "variable0==0 / varaible0=1 etc. Please look into it and tell me why there is a problem. Thanks.

[NinjaTrader_JoshP]

I do not believe I received your file. But you would want to just work through the simple case examples yourself. Start off with one order and take it one step at a time. In the conditions you want Variable0 == 0. In the action you want Variable0 = 1. In your next set you want Variable0 == 1 AND BarsSinceEntry() > 0 then do something.

[ju1234]

Thank you Josh. I think i am making some headway. Please tell me:

I have created a strategy, 10 sets, from set one through 10 I will tell you how I have written the varaible. Please tell me if there is anything wrong.

In Conditions In Actions

Set 1: Varaible0==0 EnterLong Next Line: Varaible0 = 1
Set 2: BarsSinceEntry()>0 EnterLong
Set 3 & 4: same as above except EnterShort
Sets 5,6,7: IN Conditions: Variable0==1,2,3
In Actions: EnterLong Varaible0 = 1
Sets 8,9,10: same as above except EnterShort.

I felt there is no need to repeat teh BarsSince statement again.

Is this all correct.

Now, since there are only 10 sets, i was able to work it to 1,2,3. Is there anyway i can fit the 4th step also in the same sets or something or do i need to split the long and short strategy into two separate ones?

Thanks.

[NinjaTrader_JoshP]

ju1234,

I cannot advise you on your complex scenario. In basic terms set1 is fine. Set2 needs to also include Variable0 == 1 in the condition as well as Variable1 == 0 and BarsSinceEntry(). Set2 action needs to include Variable1 = 1. Set3 needs to include Variable1 == 1 and Variable2 == 0 as well as BarsSinceEntry(). etc.

At the end you will still need to unlock your code and change all of your BarsSinceEntry()s. Each sequential one needs to include the "fromEntrySignal". All of your entries need unique signal names and you need to tie each one to the correct BarsSinceEntry(). Then at the very end you need to reset all your Variable0, Variable1, etc. to 0.

http://www.ninjatrader-support.com/HelpGuideV6/BarsSinceEntry.html

[ju1234]

Thank you Josh. It sounds too complex for me to try at this time.

During my readings of various things in thiese forums, I saw somewhere written about something in the NT about "one order per signal". Are you aware of something that already existsw here about that?

[NinjaTrader_Bertrand]

Hi ju1234,

Are talking about the EntriesPerDirection (Order Handling) setting when backtesting strategies?

Please see this link - http://www.ninjatrader-support.com/H...AStrategy.html

And this - http://www.ninjatrader-support.com/H...Direction.html

[ju1234]

Ok, here is something i thought. With the entries per direction technique: In the example that is givenin Guide, if we put EntreisPerDirection = 5. Then name the first entry as "Entry1". Is there a sttement i can put in the conditions for the next entry something like this: if entry1 is long wait till next signal to enterLong. And then same for enter2 and so on. Can you please translate this into a formula. Thanks.

[NinjaTrader_Bertrand]

Hi ju1234,

Yes, your idea should be possible, pay close attention to the second example in this link then - http://www.ninjatrader-support.com/H...Direction.html

You will need to use unique entry names and set the EntriesPerDirection to your number of entries for the complete strategy.