Simple Breakout, No entries

[Kentoes]

Not getting any entries with this. Log not giving any clues. Need a little code help.

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Lookback)
                return;
            EnterLongStop(DefaultQuantity, MAX(High, Lookback)[1] + 1 * TickSize, "Long Break");

            EnterShortStop(DefaultQuantity, MIN(Lookback)[1] + -1 * TickSize, "Short Breakout");
        }

[NinjaTrader_Austin]

Kentoes, please set TraceOrders = true in the Initialize() section of your strategy in order to gain a better understanding of why orders could've been rejected. Then open up the Output Window (from the Tools menu) to see all the order information.

Just a quick guess from looking at your code, but the default behavior of NinjaTrader/NinjaScript is to prevent two opposing orders from working at the same time. It is a part of the Internal Order Handling Rules. Basically, if you have an open buy order and try to submit a sell order while the buy order is still active, it will be ignored.

[Kentoes]

Set TraceOrders = true, but nothing appeared in the output window when the script ran.

[NinjaTrader_Austin]

That would indicate that the entry conditions are not being met. You can add Print() statements (that print out information to the same Output Window) throughout your code in order to see exactly what is going on, like this:

protected override void OnBarUpdate()
{
   Print("on bar update for bar number:" + CurrentBar);

   if (CurrentBar < Lookback)
   {
      Print("currentbar is less than lookback, return");
      return;
   }

   Print("submitting long stop order");
   EnterLongStop(DefaultQuantity, MAX(High, Lookback)[1] + 1 * TickSize, "Long Break");

   Print("submitting short stop order");
   EnterShortStop(DefaultQuantity, MIN(Lookback)[1] + -1 * TickSize, "Short Breakout");
}

[Kentoes]

Still nothing. I do get

Failed to call method 'Initialize' for strategy Breakout2:Position property cannot be accessed within 'Initalize method

in the log window.

        protected override void Initialize()
        {
            SetProfitTarget("", CalculationMode.Ticks, 3);
            SetProfitTarget("", CalculationMode.Ticks, 5);
            SetStopLoss("", CalculationMode.Ticks, 4, false);
            SetStopLoss("", CalculationMode.Ticks, 5, false);
            TraceOrders = true;
            CalculateOnBarClose = true;
        }

[NinjaTrader_Austin]

Kentoes, could you please post the complete code you're using in this strategy? I'd like to test it out on my end and see if there is anything else going on here.

[Kentoes]

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// Enter the description of your strategy here
    /// </summary>
    [Description("Enter the description of your strategy here")]
    public class Breakout2 : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int lookback = 10; // Default setting for Lookback
        // 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()
        {
            SetProfitTarget("", CalculationMode.Ticks, 3);
            SetProfitTarget("", CalculationMode.Ticks, 5);
            SetStopLoss("", CalculationMode.Ticks, 4, false);
            SetStopLoss("", CalculationMode.Ticks, 5, false);
            TraceOrders = true;
            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
             Print("on bar update for bar number:" + CurrentBar);

   if (CurrentBar < Lookback)
   {
      Print("currentbar is less than lookback, return");
      return;
   }

   Print("submitting long stop order");
   EnterLongStop(DefaultQuantity, MAX(High, Lookback)[1] + 1 * TickSize, "Long Break");

   Print("submitting short stop order");
   EnterShortStop(DefaultQuantity, MIN(Lookback)[1] + -1 * TickSize, "Short Breakout");

            if (CurrentBar < Lookback)
                return;
            EnterLongStop(DefaultQuantity, MAX(High, Lookback)[1] + 1 * TickSize, "Long Break");

            EnterShortStop(DefaultQuantity, MIN(Lookback)[1] + -1 * TickSize, "Short Breakout");
        }

        #region Properties
        [Description("")]
        [Category("Parameters")]
        public int Lookback
        {
            get { return lookback; }
            set { lookback = Math.Max(1, value); }
        }
        #endregion
    }
}

[NinjaTrader_Austin]

Kentoes, are you recompiling the script after you make changes? You can hit the F5 key, or right-click in the editor window and then select Compile.

I ran your script and got the expected output, including the part where the order was rejected due to the Internal Order Handling Rules. Here is the output with the order tracing and the Print() statements. There were thousands of lines of output, I've only copied the first few here.

on bar update for bar number:20
submitting long stop order
6/14/2010 7:51:00 AM Entered internal PlaceOrder() method at 6/14/2010 7:51:00 AM: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1094.75 SignalName='Long Break' FromEntrySignal=''
submitting short stop order
6/14/2010 7:51:00 AM Entered internal PlaceOrder() method at 6/14/2010 7:51:00 AM: Action=SellShort OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1092.50 SignalName='Short Breakout' FromEntrySignal=''
6/14/2010 7:51:00 AM Ignored PlaceOrder() method at 6/14/2010 7:51:00 AM: Action=SellShort OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1092.50 SignalName=Short Breakout' FromEntrySignal='' Reason='An Enter() method to submit an entry order has been ignore. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.'
**NT** An Enter() method to submit an entry order at '6/14/2010 7:51:00 AM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.