Logic Error

[texasnomad]

I'm trying to increase my position size after winning trades. Do you have any idea why the position size won't increase with this code?

public class MyStrategy: Strategy
{
private int winloss = 0;

        protected override void Initialize()
        { CalculateOnBarClose = true;  }

protected override void OnBarUpdate()
        {
            int lotsize;
            if (winloss > 0)
            {
                lotsize = Convert.ToInt32(Math.Round(Lots + (Lots * Math.Log(1+winloss))));
            }
            else
            {
                lotsize = Lots;    
            }

// code to enter long goes here


            // Condition set 3
            if (an exit long is signaled)
            {
                winloss = UpdateWL(winloss);
                ExitLong("", "");
            }

        private int UpdateWL(int wl)
        {
                if (Position.GetProfitLoss(Open[0], PerformanceUnit.Percent) <= 0) // a losing trade
                { 
                    if (wl  <= 0) { wl--; }
                    else { wl  = -1; }
                }
                else // a winning trade
                { 
                    if (wl >= 0) { wl++;  }
                    else { wl = 1; }
                }
                return(wl);
        }
}

[texasnomad]

In case it's relevant, I'm using the GAIN feed. I took account to round up to whole numbers since that feed supports a minimum unit size of 1.

[NinjaTrader_Bertrand]

texasnomad, I would suggest printing the values to the ouput window (like your winloss and lotsize) to check they actually return what you would expect based on your code logic - http://www.ninjatrader-support2.com/...ead.php?t=3418