First script, and errors in the management of the stop

[ashman]

On the platform deserves'm trying to get familiar with the programming

(I used other platforms)

The errors occurred in connection kinetick

The simulation program open orders, but closed them immediately

(I'd also like to get some additional advice)

namespace NinjaTrader.Strategy
{
    /// <summary>
    /// Prima versione ea su hammer (con tante abilitazioni)
    /// </summary>
    [Description("Prima versione ea su hammer (con tante abilitazioni)")]
    public class hammered1 : Strategy
    {
        #region Variables
        // Wizard generated variables
        public int per_s = 50; // Default setting for Per_s
       // public int per_b = 50; // Default setting for Per_b
        public int per_2o = 5; // Default setting for Per_2o
        public bool trend = true; // Default setting for Trend
        public int trend_v1 = 15; // Default setting for Trend_v1
        public int trend_v2 = 30; // Default setting for Trend_v2
        public bool rottura_maxmin = true; // Default setting for Rottura_maxmin
        public int rottura_periodo = 15; // Default setting for Rottura_periodo
		public int rottura_perc=-10;
        public int lotti=1;
		public int per_stop=101;
		public int per_take=101;
		// User defined variables (add any user defined variables below)
		public int ok_proporzioni=0;
		public int ok_trend=0;
		public int ok_rottura_maxmin=0;
		
		
        #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()
        {
            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			#region CARICAMENTI	
			
			 double atr=High[1]-Low[1];
			 double min=0;
			 double massimo=0;
			 ok_proporzioni=0;
			 ok_trend=0;
			 ok_rottura_maxmin=0;
			 if(Close[1]>Open[1]){massimo=Close[1]; min=Open[1];} else { massimo=Open[1]; min=Close[1]; }  
			
			#endregion //fatti a inizio caricamento barra
			
			#region CONTROLLI PREORDINE E FILTRI
			
			#region Proporzioni 
			if (min-Low[1]>=atr*per_s/100 && High[1]-massimo<=atr*per_2o/100){ok_proporzioni=1;}
			if (High[1]-massimo>=atr*per_s/100 && min-Low[1]<=atr*per_2o/100){ok_proporzioni=2;}
 			#endregion	    //ok_proporzioni(dell ammer)=1 candela long 2 short 
			
			#region Trend presente
			if (ok_proporzioni>0)
			{
				if(trend==true)
				{
					if(SMA(trend_v1)[1]>SMA(trend_v2)[1]){ok_trend=1;}
					if(SMA(trend_v1)[1]<SMA(trend_v2)[1]){ok_trend=2;}
					if(SMA(trend_v1)[1]==SMA(trend_v2)[1]){ok_trend=0;}
				}
				else
				{
					ok_trend=-1;
				}
			}
			#endregion // ok_trend(2 sma indicano la dir) 1=long 2=short -1=filtro disabilitato 0=2medie stesso valore
			
			#region Rottura minmax
			
			if (ok_proporzioni>0)
			{
				if(rottura_maxmin==true)
				{
					double point=ATR(5)[1]*rottura_perc/100;
					if(Low[1]<=MIN(Low,rottura_periodo+1)[0]-point){ok_rottura_maxmin=1;}
					if(High[1]>=MAX(High,rottura_periodo+1)[0]+point){ok_rottura_maxmin=2;}
					
				}
				else
				{
					ok_rottura_maxmin=-1;
				}
			}
			
			
			#endregion // ok_rottura_maxmin(solo se l'ombra viola estremi) 1=long 2=short -1=filtro disabilitato 0=hammer non rompe estremi
			
 			#endregion
			
			if(Position.MarketPosition == MarketPosition.Flat && ok_proporzioni==1 && (ok_trend==1 || trend==false) && (ok_rottura_maxmin==1 || rottura_maxmin==false) )
			{
			EnterLong(lotti, "L");
			SetProfitTarget( CalculationMode.Ticks, (Close[1]-Low[1])*per_take/100);	
			SetStopLoss( CalculationMode.Ticks, (Close[1]-Low[1])*per_stop/100);	
			}
			if(Position.MarketPosition == MarketPosition.Flat && ok_proporzioni==2 && (ok_trend==2 || trend==false) && (ok_rottura_maxmin==2 || rottura_maxmin==false) )
			{
			EnterShort(lotti, "S");
			SetProfitTarget( CalculationMode.Ticks, (High[1]-Close[1])*per_take/100);	
			SetStopLoss( CalculationMode.Ticks, (High[1]-Close[1])*per_stop/100);	
				
			}
			
        }

        #region Properties

        #endregion
    }
}

[NinjaTrader_Joydeep]

Hello ashman,
Welcome to the forum and I am happy to assist you.

Please use the Print function to debug your code, particularly try to find out what your stop and target values are.

In your code you might have the situation where you are submitting the stop or target at the entry price itself and thus you got filled immediately.

For more debugging tips please refer to this post http://www.ninjatrader.com/support/f...ead.php?t=3418

Please let me know if I can assist you any further.

[raefon72]

I see what joydeep means though your stop and target are executed together at the same price.

[ashman]

testing I noticed that the value that was imparted (ex) was corrected to 0.0012, while 12
then the value I wanted had to be divided by the tricksize

[NinjaTrader_Bertrand]

Hi ashman, thanks, so with those changes included would the code now work better and as expected for you?

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

TraceOrders would be also a very helpful debugging tool for reviewing the order events seen 'under the hood'.

[ashman]

Thank you for the function

another my system of control was to control in a simulation (historical data) how the script reacted to various situations

then using a print screen that gave me the significant output

as in the upper left corner where a list could be seen varX = 5 and maybe in the course of the simulation
changed to varX = 10

what I need to know is
- Make a tense can see the program to work, not having the finished result, but how to activate the program without receiving current data but historical (the speed is increased)
- And finally as to print in a corner (eg top left) without that it moves with the increase of the candles, anchored on the screen

[NinjaTrader_Joydeep]

Hello ashman,
You can use the Market Replay to test your strategy/indicator. You can increase the speed too in Market Replay. Please refer here to know more about the Market Replay http://www.ninjatrader.com/support/h...ket_replay.htm

Please use the DrawTextFixed method to draw text at a fixed location http://www.ninjatrader.com/support/h...wtextfixed.htm

Please let me know if I can assist you any further.

[ashman]

i wanted to add a bit of analysis of the volumes, first trying to create some indicator and then transfer the code in the program

I'm following the procedure is this
- Add (PeriodType..) With external variable for the decision time


- totalvolumes = Volumes [1] [0]; (the last bars of the second periodtype)

how do I add the volumes to buy or sell?

- buy= GetCurrentAskVolume(0) [1];

Obviously these values must be based on the period that I decided to analyze!

[NinjaTrader_Joydeep]

Hello ashman,
GetCurrentAskVolume is not a data series. It only returns the last ask volume.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentaskvolume.htm

Can you explain a bit more by what exactly you mean when you say, "how do I add volume to buy and sell?"

I look forward to assisting you further.

[ashman]

i need to write an indicator to show me the volumes buy or sell
not only of this candle but also of those past and which are based on an independent series, different from that on which the indicator is loaded

I'm trying to create a marker with a logic that implement to the program

[NinjaTrader_Joydeep]

Hello ashman,
You can add a bid and a ask data series to calculate the sum.

Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?add3.htm

However the accuracy of the historical data will depend on the granularity of the data series you wish to add.

You have refer to the BuySellPressure indicator (Tools>Edit NinjaScript>Indicators, select BuySellPressure, and click on the Ok button) that comes with NinjaTrader for further reference.

Please let me know if I can assist you any further.

[ashman]

I set
- I set CalculateOnBarClose= false;
- add(PeriodType.Minute,60);

- if (barsInPRogress==1)
in this condition and now I want to load a moving average to 200 times but calculated on the hourly candles

med200=SMA(1,200)[1];

I must be able to have the media in this case hourly. whot can i do?
how do I put the average at 200 bars of 4 hours?

thanks a lot

[NinjaTrader_Joydeep]

Hello ashman,
To calculate the SMA of the secondary bar series please use the below code

double sma200 = SMA(Closes[1]. 200)[0];

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?closes.htm

Similarly you can add another bar series and calculate to calculate the SMA for 4 hours.

Please let me know if I can assist you any further.