Long Positions entering correctly but Not Shorts?

[tschalli27]

Hi,

Long Positions are entering correctly on this strategy but not Shorts?
Positions are supposed to enter at the desired time.

Am I doing something incorrectly?


/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class Timetest : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (ToTime(Time[0]) > ToTime(8, 0, 0)
&& ToTime(Time[0]) < ToTime(8, 20, 0))
{
EnterLong(100000, "Long");
}

// Condition set 2
if (Position.Quantity > 0
&& ToTime(Time[0]) > ToTime(10, 20, 0))
{
ExitLong("", "");
}

// Condition set 3
if (ToTime(Time[0]) > ToTime(11, 0, 0)
&& ToTime(Time[0]) < ToTime(11, 20, 0))
{
EnterShort(100000, "Short");
}

// Condition set 4
if (Position.Quantity < 0
&& ToTime(Time[0]) > ToTime(11, 40, 0))
{
ExitShort("", "");
}
}

[NinjaTrader_JoshP]

Set 4. Position quantity would never be < 0. It would be a positive number regardless if you are long or short. If you want to check against a short position you want to check for Position.MarketPosition == MarketPosition.Short.

[tschalli27]

That's helpful. Thank You very much.

[tschalli27]

Is this what I should be using to exit a position based on the PNL from within the Strategy?



// Condition set 3
if (Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) >= 150
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("Profit", "");
}

// Condition set 4
if (Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) <= -300
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("Stop Loss", "");
}

[NinjaTrader_Bertrand]

Yes, that should do it tschalli27.