Strategy the anaPivotZonesDailyV31 levels trading

[er111222]

I am trying to write a strategy on trading the level out of the PP of the anaPivotZonesV31 indicator. It was working fine a few days ago, then it is working but missing some trades in the early days of the strategy time frame. Today it is not getting any output, no error in compiling, the Output window only shows today's date. Tried Print "ONE" and Print(anaPivotHigh.PPLow[0])

ONE
0
ONE
0
23/06/2011 2:03:20 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='GoLong' Mode=Ticks Value=24 Currency=0 Simulated=False
23/06/2011 2:03:20 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='GoLong' Mode=Ticks Value=12 Currency=0 Simulated=False
23/06/2011 2:03:20 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='GoShort' Mode=Ticks Value=24 Currency=0 Simulated=False
23/06/2011 2:03:20 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='GoShort' Mode=Ticks Value=12 Currency=0 Simulated=False


My code:

{
#region Variables

private int target = 24;
private int stop = 12;
private int entryOffset = 1;
private int zoneOffset = 2;
private bool be2 = false;
private bool be3 = false;
private bool _initialized = false;


#endregion

protected override void Initialize()
{
Add(anaPivotZonesDailyV31(anaSessionCountPZD31.Fir st, Color.Yellow, System.Drawing.Drawing2D.DashStyle.Solid, System.Drawing.Drawing2D.DashStyle.Solid, Color.Lime, 10, 200, Color.OrangeRed, Color.MediumSpringGreen, Color.DarkSeaGreen, 5, anaPivotStylesPZD31.Floor, anaSessionTypePZD31.RTH, Color.Magenta, NinjaTrader.Gui.Chart.PlotStyle.Bar, 1, NinjaTrader.Gui.Chart.PlotStyle.Bar, 2, anaPlotAlignPZD31.Left, NinjaTrader.Data.HLCCalculationMode.DailyBars, Color.Orange, false, Color.DeepSkyBlue, 0, 0, 0, Color.MediumOrchid, zoneOffset));

Add(Vscraper());

CalculateOnBarClose = true;
EntryHandling = EntryHandling.UniqueEntries;
EntriesPerDirection = 1;
TraceOrders = true;

SetProfitTarget("GoLong", CalculationMode.Ticks, target);
SetStopLoss("GoLong", CalculationMode.Ticks, stop, false);
SetProfitTarget("GoShort", CalculationMode.Ticks, target);
SetStopLoss("GoShort", CalculationMode.Ticks, stop, false);
}

protected override void OnBarUpdate()
{
if (!_initialized)
{
_initialized = true;
}
if (CurrentBar < 1) return;
if(CurrentBar < 30) return;
if (Position.MarketPosition != MarketPosition.Flat) return;
Print("ONE");
anaPivotZonesDailyV31 anaPivotHigh = anaPivotZonesDailyV31(anaSessionCountPZD31.First, Color.Yellow, System.Drawing.Drawing2D.DashStyle.Solid, System.Drawing.Drawing2D.DashStyle.Solid, Color.Lime, 10, 200, Color.Orange, Color.MediumSpringGreen, Color.DarkSeaGreen, 5, anaPivotStylesPZD31.Floor, anaSessionTypePZD31.RTH, Color.Magenta, NinjaTrader.Gui.Chart.PlotStyle.Bar, 1, NinjaTrader.Gui.Chart.PlotStyle.Bar, 2, anaPlotAlignPZD31.Left, HLCCalculationMode.DailyBars, Color.Orange, false, Color.DeepSkyBlue, 0, 0, 0, Color.MediumOrchid, zoneOffset);
anaPivotZonesDailyV31 anaPivotLow = anaPivotZonesDailyV31(anaSessionCountPZD31.First, Color.Yellow, System.Drawing.Drawing2D.DashStyle.Solid, System.Drawing.Drawing2D.DashStyle.Solid, Color.Lime, 10, 200, Color.OrangeRed, Color.MediumSpringGreen, Color.DarkSeaGreen, 5, anaPivotStylesPZD31.Floor, anaSessionTypePZD31.RTH, Color.Magenta, NinjaTrader.Gui.Chart.PlotStyle.Bar, 1, NinjaTrader.Gui.Chart.PlotStyle.Bar, 2, anaPlotAlignPZD31.Left, HLCCalculationMode.DailyBars, Color.Orange, false, Color.DeepSkyBlue, 0, 0, 0, Color.MediumOrchid, zoneOffset);

Print(anaPivotHigh.PPLow[0]);

// Condition set 1
if (anaPivotHigh.PPHigh[0] > Low[0] && anaPivotLow.PPLow[0] < Low[0] && Vscraper().Signal[0] == 1)

{

EnterLong("GoLong");
}

// Condition set 2
if (anaPivotHigh.PPHigh[0] > High[0]
&& anaPivotLow.PPLow[0] < High[0]
&& Vscraper().Signal[0] == -1)

EnterShort("GoShort");


It seems like it is only getting value "0" out of the PPHigh[0]??

[NinjaTrader_Bertrand]

What broker or datafeed do you use here in your testing? Would it support historical daily data for the pivot calculations in your code?

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

You might need to change the HLC Calculation mode to Intraday to adapt.

[er111222]

I used Zenfire from Mirus. Thanks Bertrand for the hints. I was testing with the ES 09-11. Tried other contract months,seems to work fine, will look further tomorrow, here is 1am.