Ordering more contracts than strategy wants

[zooinek]

Hello,

I have VERY interesting problem with ninjatrader...
as you can see in attached picture, strategy is taking more and more contracts.
for example at 11:31 is the strategy working with 3 or 4 contracts.
But the interesting thing is that in the source code of the enter is this:

			if (CrossBelow(Close, Open, 1) 
						&& Position.MarketPosition!=MarketPosition.Long
						&& ToTime(Time[0]) > ToTime(startOfBuyZone_hour, startOfBuyZone_minute, 0) 
						&& ToTime(Time[0]) < ToTime(endOfBuyZone_hour, endOfBuyZone_minute, 0)) {
				DrawArrowUp("My up arrow" + CurrentBar, false, 0, Low[0] + -17 * TickSize, Color.Blue);
                PlaySound(@"C:\Program Files\NinjaTrader 6.5\sounds\Alert1.wav");
                EnterLong();
				SetStopLoss(CalculationMode.Ticks, stopLossTicks);
				SetProfitTarget(CalculationMode.Ticks, profitTargetTicks);
				return;
            }

I guess it is NOT possible that strategy could send two EnterLong() orders.
You can see that in the conditions of source code for entering.
So how its possible that I have so much contracts ???

When you will run the strategy on historical data (backtest) you will see its working good. But on realtime data (simulated data) its buying and selling lots of contracts in the order. Why???

Thank you for advice.

[NinjaTrader_Tim]

Hi zooinek,

Thank you for your post. Someone will respond shortly.

[NinjaTrader_Brett]

Do you call EnterLong or EnterShort or any other Enter lines in your code anywhere else?

We would need to take a look at your full strategy code. You can send your code to support at ninjatrader dot com with ATTN: Brett Reference this forum post and I can take a quick look at it.

Alternately, If you add TraceOrders = True in the Initialize Method you will be able to trace the orders to see what is happening to see if this will help you in fiquring out where this orders are coming from.

http://www.ninjatrader-support.com/HelpGuideV6/TraceOrders.html

[zooinek]

Hi Brett,
thank you for your response.
No, this is the only place where i am using enterlong method.
I dont understand your note:
...with ATTN: Brett Reference this forum post and I can take a quick look at it.

I cannot translate what you mean...?
If I understand, i will send the strategy code to support at ninjatrader dot com and write subject: "To Brett from http://www.ninjatrader-support2.com/vb/showthread.php?t=28623"
ok?

[NinjaTrader_Brett]

Yes this is correct. This way we can take a look at your strategy code to see what is happening.

I look forward to assisting you further.

[zooinek]

Oh I forgot to tell... it's for latest version of NinjaTrader 6.5. I guess its 6.5.1000.15
NOT for Ninja7.

Even I dont think this will be very useful information

So what do you think? What could be the problem? The source code is correct, right?
The entry method is used only once... so it is really mystery how it's possible that the strategy is working with so many contracts.. and only on live data, not in backtest.

[NinjaTrader_Bertrand]

zooinek, thanks for the additonal info - are you working with CalculateOnBarClose = false in live trading? Then you could get easily whipsawed as the conditions become true / false intrabar...

[zooinek]

Hello,

I am always writing CalculateOnBarClose = true; to the Initialize block.

[NinjaTrader_Brett]

I will continue to follow up with you via email.