entry and exit

[wes7763]

I am trying to have my strategy enter the market at the open of the market and exit the market at the close of the the market for the day. I am using yahoo data. I've tried using exitonclose but whenever I backtest it only exits on the last day i have set it up to trade on, rather than closing everyday throughout the range of days I have set up. I also thought about using BarsSinceEntry() > 1 to exit my strategy but that doesn't seem to work either.

[NinjaTrader_Austin]

Hi Wes, in order to both enter and exit a trade on the same day you'll need to add detail and backtest with intrabar granularity. Unfortunately, that requires minute/tick data.

[wes7763]

Ok well how would I enter one day and exit the next day.

Also if I have three indexes and format a code like so:

if (Closes[1][0] < Closes[1][1] && Closes[2][0] < Closes[2][1] && Closes[3][0] < Closes[3][1])

Exit long

Will it exit if one of the the indexes is down or will it exit when all three are down?

[NinjaTrader_Austin]

To enter one day and exit the next, you'd program it just as usual. In OnBarUpdate:

if (Close[0] > Close[1])
    EnterLong(); //this would enter long at the open of the day after the bar that the conditions were true

if (Close[0] < Close[1])
    ExitLong() //this would exit the long at the open of the day after the conditions were true

The code you posted will exit if all three are down.

In C# (and many other languages) && is the logical operator AND and || is the logical operator OR.

If, for example, you'd like to exit when any of the three were down, you could do this:

if (Closes[1][0] < Closes[1][1] || Closes[2][0] < Closes[2][1] || Closes[3][0] < Closes[3][1])

You could also group these operators if you'd like:

if ((Closes[1][0] < Closes[1][1] && Closes[2][0] < Closes[2][1]) && (Closes[3][0] < Closes[3][1] && someOtherCondition))