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); } }
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Logic Error
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Logic Error
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?
Code:Tags: None
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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.
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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=3418BertrandNinjaTrader Customer Service
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