STOCHASTICS and MACD strategy problem

[Sangui]

I'm trying to build a strategy with the following idea:

When Stochastics (K) crosses above (D) (just the time of the cross), then a boolean variable is set as true. Then if there is a cross of MACD avobe its Average in less bars than 5 we open a long trade.

The thing is that my code doesn't work fine and only take into account if both crosses happen at the same time and not with a difference of 5 bars.

The code is the following:

#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>
/// Versión 5 del giro de las 1600
/// </summary>
[Description("Versión 5 del giro de las 1600")]
public class GP16v5 : Strategy
{
#region Variables
// Wizard generated variables
private int barras = 5; // Default setting for Barras
private int stop = 6; // Default setting for Stop
private int profit = 4; // Default setting for Profit
private int trades = 2; // Default setting for Trades
private int tradesAnteriores = 0; // Default setting for TradesAnteriores
// 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()
{
SetStopLoss("", CalculationMode.Ticks, Stop, false);
SetProfitTarget("", CalculationMode.Ticks, Profit);

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

bool control=false;
bool control2=false;
int cont=100;

if (CurrentBar <20) return;

if(Stochastics(3,13,3).K[0]>Stochastics(3,13,3).D[0] && Stochastics(3,13,3).K[1]<=Stochastics(3,13,3).D[1])
{
control=true;
cont=0;
}
if(MACD(4,10,4)[0]>MACD(4,10,4).Avg[0] && MACD(4,10,4)[1]<=MACD(4,10,4).Avg[1])
{
control2=true;
}

if(control==true && control2==true && cont<5)
{
EnterLong();
control=false;
control2=false;
}
cont++;

}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int Barras
{
get { return barras; }
set { barras = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Stop
{
get { return stop; }
set { stop = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Profit
{
get { return profit; }
set { profit = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Trades
{
get { return trades; }
set { trades = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int TradesAnteriores
{
get { return tradesAnteriores; }
set { tradesAnteriores = Math.Max(0, value); }
}
#endregion
}
}

[NinjaTrader_RyanM1]

Hello Sangui,

One issue is that your bool flag and cont are assigned values in OnBarUpdate() with no other conditionals attached. This means it gets set as false and the counter reset with every bar. Declare these and assign an initial value in the Variables region, not OnBarUpdate().

[koganam]

You need to assign a counter in the block where control is first true, and then check the counter when control2 becomes true.

Remember to reset the counter once you get your trade signal.