Backtest: unique exit only at the end of timeframe

[ch9090]

Dear Support,

I went back to the basics and created a simple entry/exit strategy based on RSI crossing above an oversold (entry) line and crossing below an overbought (exit).

I've tested some stocks using daily data and a 2-year timeframe. The entry condition works well but the unique exit is at the end of the timeframe only! With a such a system there should be plenty of trades and I've only 1!!

It is probably stupid but I can't see what is wrong with my parameters. Any ideas???

Thank you for your help,

Ch90

[NinjaTrader_RyanM1]

Hi Ch90,

It's good that you tracked it to the exit condition. Is it possible you can share it here with us so we can see what you may be facing?

[ch9090]

Sure, but I am not sure exactly what do you need? The strategy code, a chart, both?

[NinjaTrader_RyanM1]

Sure, include your code and anything else that will allow us to see the specifics of the problem you're having. We generally do not provide debugging services, but sometimes all it takes is another set of eyes to spot what may be the issue. If you're looking for approaches to solving this, see the following link on debugging your NinjaScript code:

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

[ch9090]

Here we go:

QUOTE
// 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 test0 : Strategy
{
#region Variables
// Wizard generated variables
private int vleveldown = 10; // Default setting for Vleveldown
private int vlevelup = 90; // Default setting for Vlevelup
private int vperiod = 2; // Default setting for Vperiod
private int vmacdfast = 12; // Default setting for Vmacdfast
private int vmacdslow = 26; // Default setting for Vmacdslow
private int vvolume = 10000; // Default setting for Vvolume
private int vpricemin = 1; // Default setting for Vpricemin
private int vpricemax = 5; // Default setting for Vpricemax
// 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()
{
Add(RSI(Vperiod, 3));

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(RSI(Vperiod, 3), Vleveldown, 1))
{
EnterLong(DefaultQuantity, "Entrysig");
}

// Condition set 2
if (CrossBelow(RSI(Vperiod, 3), Vlevelup, 1))
{
ExitLong("Entrysig", "Exitsig");
}
}

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

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

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

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

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

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

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

[Description("")]
[GridCategory("Parameters")]
public int Vpricemax
{
get { return vpricemax; }
set { vpricemax = Math.Max(1, value); }
}
#endregion
UNQUOTE

[NinjaTrader_RyanM1]

It should work better switching the parameters for your exit statement. The exit signal name is first, and the entry signal it should be paired with is second.

ExitLong(string signalName, string fromEntrySignal)


ExitLong("Exitsig", "Entrysig");

[ch9090]

I knew it was stupid! A 1000 thanks for the quick reply and solution