Getting Error

[rajanat]

Hello

I am trying to develop a Strategy using Multi timeframe Ergo Oscillator. But I am getting error when i compile the below code

#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>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class ErgoStrategy : Strategy
{
#region Variables
// Wizard generated variables
private int fast = 3; // Default setting for Fast 3
private int slow = 14; // Default setting for Slow 14
private int signalLen = 5; // Default setting for SignalLen 5


private DataSeries signalLine;
private DataSeries signal;
private DataSeries myEMA;
// 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(ErgodicNew(3, 5, 14, true));

CalculateOnBarClose = true;
Add(PeriodType.Minute, 2);
Add(PeriodType.Minute, 30);


}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double ergo = TSI(Close,fast,slow)[0] ;
double prev_ergo = TSI(Close,fast,slow)[1] ;
double signal = EMA(TSI(Close,fast,slow),signalLen)[0];
double prev_signal = EMA(TSI(Close,fast,slow),signalLen)[1];



if (BarsInProgress == 2)
{
if (Rising(signalLine) && signal(BarsArray[1])[0] > signal(BarsArray[1])[1])
{
EnterLongLimit(100, Low[1] + 3 * TickSize, "");
}
}

if(BarsInProgress == 1)
{
if (Falling(signalLine))
{
ExitLong("Exit Long from 5min", "Enter Long from 15min");
}

}

}
#region Properties
#endregion

}
}

[NinjaTrader_AdamP]

Hello,

So we can isolate the issue, what is the error you are getting here when you compile?

[rajanat]

Orders not getting executed

Hi Adam,

After some 4-5 hours of struggle, i was able to Compile, but however orders not executed

see below the Code :

#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>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class ErgoStrategy : Strategy
{
#region Variables
// Wizard generated variables
private int fast = 3; // Default setting for Fast 3
private int slow = 14; // Default setting for Slow 14
private int signalLen = 5; // Default setting for SignalLen 5


private DataSeries signalLine;
//private DataSeries signal;

// 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(ErgodicNew(3, 5, 14, true));

CalculateOnBarClose = true;
signalLine = new DataSeries(this);
Add(PeriodType.Minute, 30);





}

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

double ergo = TSI(Close,fast,slow)[0] ;
double prev_ergo = TSI(Close,fast,slow)[1] ;
double signal = EMA(TSI(Close,fast,slow),signalLen)[0];
double prev_signal = EMA(TSI(Close,fast,slow),signalLen)[1];

if (BarsInProgress == 1)
{
if (Rising(signalLine) && ErgodicNew(BarsArray[1],3, 5, 14, true)[0] > ErgodicNew(BarsArray[1],3, 5, 14, true)[1])
{
EnterLong(100, "Enter Long from 2min");
}
}

if(BarsInProgress == 0)
{
if (Falling(signalLine))
{
ExitLong("Exit Long from 2min", "Enter Long from 30min");
}

}

if(BarsInProgress == 1)

{
if (Falling(signalLine) && ErgodicNew(BarsArray[1],3, 5, 14, true)[0] < ErgodicNew(BarsArray[1],3, 5, 14, true)[1])
{
EnterShort(100, "Enter Short from 2min");
}

}

if(BarsInProgress == 0)

{
if (Rising(signalLine))
{
ExitShort("Exit Short from 2min", "Enter Short from 30min");
}

}
}
#region Properties
#endregion

}
}

[NinjaTrader_Bertrand]

So if you apply the strategy, any errors being returned to you via NT's log tab, the rightmost tab in the Control Center?

Further : to be sure that your conditions trigger as coded in, please add print statements or drawings to doublecheck -

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

Another thought - would the news indicator be back-testable, so it would return values based on historical data as well?