Auto BE +1 Problem

[NinjaTrader_Tim]

Hi advs108,

When considering your condition, simply add 1 to the index to indicate that you are referring to the bar before.

Use Close[1] to indicate you are referring to the close of previous full bar.

[advs108]

Hi,

Hummm, I'm not sure to understand that correctly.... My order should be sent at the close of the current bar, 2 ticks above/below the high/low...

I don't really see where I should enter that....
Do you mind have a look at the file attached and tell me where I should put that "past bar" reference ?

All the best.

[NinjaTrader_Tim]

Hi advs108,

If you are using FirstTickOfBar, and want to submit at the price of the close of the current bar + 2, you can do something like...

if (FirstTickOfBar) 
{ 
    if (your conditions here) 
    EnterLongStop(Close[1] + 2*TickSize)
}

[advs108]

Ok, here's what I did :

EnterLongStop(nbcontracts, High[1] + bufferentry * TickSize, "WIISignalLong1");

But, still enter on the wrong bar, too early
Please have a look at the picture attached. The entry point should be at the close of the bar with the vertical line (signal bar), 2 ticks above. Bar matching the 3rd green bar on the indicator, in the ellipse....
For now the order is sent when the "signal bar" open, 2 ticks above the high of the previous bar....

How can I correct that ?
Thx

[NinjaTrader_Tim]

Hi advs108,

What are your conditions for this entry?
This is live and with COBC = false correct?

[advs108]

CalculateOnBarClose = false yes, correct.

I probably made a mistake in the logic calculation.... But I can't find it !

If you want to have a look at the code, I attached the file...
Thx !!

[NinjaTrader_Tim]

Hi,

You will need to track your bool statement, watching to see if they are being set at the correct times. You already have Print("Three is true") for example. Consider adding Print(CurrentBar) or Print(Time[0]) to see if they are being set correctly, then debug from there.

[advs108]

Hey !

when it print time, it give me the time when the current bar will close.
For example, I'm using a 3 min chart, when the current bar open it is 04:42 and the print at bar open is :
One is false
5541
2010-06-10 16:45
Two is false
5541
2010-06-10 16:45
Three is false
5541
2010-06-10 16:45
Four is false
5541

So, what does this mean ? I'm totally lost !

[NinjaTrader_Tim]

Hi advs108,

These are the time stamps of the bar, and represent the end of the bar. With you mouse or crosshair, hover over the bar with the data box open to see the time stamp.

[advs108]

Yes, I know that.....

So, what I can see is that everything in terms of boolean is good. it is only the order which is submitted at the open of the bar and not at bar close....
Isn't it ?
How can I tell the strat to submit the order at bar close ?

Here's an output of an order entry, all the conditions are good, I just want the order to be submitted when this bar will close... How can I do that ?

One is false
5551
2010-06-10 17:15
Two is false
5551
2010-06-10 17:15
Three is false
5551
2010-06-10 17:15
Four is true
5551
2010-06-10 17:15
2010-06-10 17:12 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=12 Currency=0 Simulated=False
Reset of stop loss
no long
Short
2010-06-10 17:15

[NinjaTrader_RyanM1]

Hello Advs108,

There is no way to place orders at the close of a bar.

With COBC = true: Order are placed at the next bar open following the condition.

With COBC = false: Orders are placed whenever conditions evaluate to true. Only available in real-time (not backtest.)

[advs108]

One quick question :
The order submitted by my strat is cancelled if not filled at bar close. How can I keep it waiting one more bar ?
Thank you very much.

[advs108]

Hello Advs108,

There is no way to place orders at the close of a bar.

With COBC = true: Order are placed at the next bar open following the condition.

With COBC = false: Orders are placed whenever conditions evaluate to true. Only available in real-time (not backtest.)

Yes, Ryan...
The purpose of this thread was to learn how to submit entry orders at bar close, but to allow a break even +1 in real time, intra bar, as soon as the price reach my break even level....
Tim seems to think that it is possible....

So, is that possible or not possible ?

You can find the code as an attached file.... If you want to have a look at it......

[NinjaTrader_RyanM1]

advs108,

This requires working with the advanced overload for these order methods and setting liveUntilCanceled to true.

Example below for EnterLongStop();

EnterLongStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice,string signalName)

When using this overload and liveUntilCanceled, you'll also have to use IOrder objects and issue CancelOrder() commands according to your conditions for canceling. The reference sample below can help with this:

http://www.ninjatrader.com/support/forum/showthread.php?t=18890

[advs108]

Thank you for your answer Ryan. I'll read that.

And concerning my previous post, is it possible or not possible to do the submit at bar close and the BE+1 thing intra bar ?

Yes, Ryan...
The purpose of this thread was to learn how to submit entry orders at bar close, but to allow a break even +1 in real time, intra bar, as soon as the price reach my break even level....
Tim seems to think that it is possible....

So, is that possible or not possible ?

You can find the code as an attached file.... If you want to have a look at it......