Position does not close

[Torso]

I tryed a symple system with the fisherTransform Indicator. The Problem is, if I call the strategy, the long / short positions does not change. If the first trade is long in the chart, it is always long. When fisherTransform moved from <0, this trade is not (never) closed.



if (FisherTransform(Fisher)[0] > 0) // now go long, after closing short trade
{

if(Position.MarketPosition == MarketPosition.Short)
{
ExitShort("", "ExShort");
}

if(Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(1, "GoLong");
}

}


// Condition set 2


if (FisherTransform(Fisher)[0] < 0) // now go short after closing long trade
{
PrintWithTimeStamp("S..01.. , "+Position.MarketPosition+"");
if(Position.MarketPosition == MarketPosition.Long)
{
PrintWithTimeStamp("S..02.. , "+Position.MarketPosition+"");
ExitLong("", "ExLong");
PrintWithTimeStamp("S..03.. , "+Position.MarketPosition+"");
}
PrintWithTimeStamp("S..04.. , "+Position.MarketPosition+"");

if(Position.MarketPosition == MarketPosition.Flat)
{

EnterShort(1, "GoShort");
}
}


The problem is, that the trade in the chart is starting with long, but the longside is never closing. Now is the fisherTransform < 0 and I get in my output window

S..01.. , long
S..02.. , long
S..03.. , long
S..04.. , long

But, why is the position not closed between S..02 and S..03 ??

Thanks, Torso

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

The reasoning for this is the Market Position Instrument is only updated at the End of OnBarUpdate. So when you ExitLong(), MarketPosition is not guaranteed to be updated until after the OnBarUpdate, this is due to the delay in processing the order and the object oriented nature of the approach.

So you would need to wait for one OnBarUpdate to make this change or do not use MarketPosition to determine entry condition in the same OnBarUpdate call.

Let me know if I can be of further assistance.