EMA cross

[NinjaTrader_Austin]

Mateo, if you'd like us to test a script, please include all necessary code. I see no mention of what Of_S or Of_L is.

Just as koganam said, you will get different entries 99.9% of the time if switching from market to limit orders. This is to be expected.

[mateo321]

I can't paste the whole code becouse of character amount limit. Those two were inputs for offsetting entries (one for long one for short):
#region Variables
// Wizard generated variables
privateint of_L = 0; // Default setting for Of_L
privateint of_S = 0; // Default setting for Of_S
// User defined variables (add any user defined variables below)
#endregion

[NinjaTrader_Austin]

mateo, there is definitely a difference with using limit orders vs market orders. As I mentioned before, you are now submitting the orders to the close of the current bar (if the offsets = 0), which is not the same as the open of the next bar where the market order would be filled.

[mateo321]

So the only way to submit order at the next bar open is to use market replay ? I guess that's a lot of custom coding : ( Can you please show me a piece of code that's doing similar thing so I can use it as a reference ? Also, do you happen to know if I'd have the same proble trying to code it in TradeStation EasyLanguage ?? Thanks

[NinjaTrader_Brett]

Hello,

You would use if (FirstTickOfBar)

http://www.ninjatrader.com/support/helpGuides/nt7/firsttickofbar.htm

Unfortunately I do not know easy language.

Let me know if I can be of further assistance.

[koganam]

So the only way to submit order at the next bar open is to use market replay ? I guess that's a lot of custom coding : ( Can you please show me a piece of code that's doing similar thing so I can use it as a reference ? Also, do you happen to know if I'd have the same proble trying to code it in TradeStation EasyLanguage ?? Thanks

As stated earlier in the thread, I would say pretty much: "yes".

You would use FirstTickOfBar, and CalculateOnBarClose = false together.

CalculateOnBarClose = false will ensure that every tick is updated in real time, and at FirstTickOfBar, axiomatically, Close[0] = Open[0] = High[0] = Low[0].

[mateo321]

Yea, but how do I apply my code to the data from market replay ?

[NinjaTrader_Brett]

Hello,

Run the market replay connection and get the live data playing back then use one of these techniques to run a strategy as if it was live. You would then have to play the time you wanted to test back like it was live. You can play it at up to 500x live speed to get faster results. This would be exactly like if you where running the strategy on live markets. Instead your doing it on the replay connection.

http://www.ninjatrader.com/support/helpGuides/nt7/running_a_ninjascript_strategy.htm

Let me know if I can be of further assistance.

[mateo321]

Does wizard have capability of doing all those things or it will require custom coding ?

[NinjaTrader_Brett]

Hello,

This would require custom programming and unlocking the code.

Let me know if I can be of further assistance.

[mateo321]

what would be the cost of it for me ?

[NinjaTrader_RyanM1]

mateo321,

NinjaTrader does not provide custom coding services but we have partners that do. They will charge based on the complexity of the project and typically provide estimates beforehand. You can see a list of our NinjaScript consultants here:

http://www.ninjatrader.com/partners#NinjaScript-Consultants