Triggering intrabar.....

[tlan294]

Hi,

I've perused a handful of threads on this, but still don't seem to have the picture.

EURUSD 3 Mins. I have an indicator calculating (and painting) tick by tick. However, the strategy is not triggering when trigger conditions are met.

Condition is Indicator [0] > Indicator [1]. I can see the Indicator painting "up", which should trigger the action, but no response until the close of the following bar (ie the open of the bar after next from the "trigger" point).

I've tried OnBarClose true and false, the Indicator (StepMa) is configured to calculate tick by tick, and I can see it painting live...

I know this is expected in backtests (unless you create a secondary time series), but how do I persuade the strategy to recognise trigger conditions when they happen "live"?

Rgds,

T

[NinjaTrader_Bertrand]

Hi tlan294, please post the strategy code you use - with CalculateOnBarClose = false your conditions for trade entry should become true intrabar...

[tlan294]

Here you go...

Strategy and indicator files attached... This one's driving me bananas! Another strange thing you will find is that the strategy enters a short position when backtesting. Only long action is scripted !?

I expect there's something fundamental I'm missing (as usual).

Rgds

[NinjaTrader_Bertrand]

Hi tlan294, Thanks for posting the code. I could not see any short position taken from this strategy, only EnterLong and ExitLong as you programmed. You may want to use quicker settings for the StepMA, the ones you use produce a very unsensitive MA...