StochRSI strategy help

[djoyce854]

Hi everyone,

Beginner programming involved here.I'm using the strategy wizard to make a basic StochRSI strategy. My entries are working right when I want to enter above 0.75 or below 0.25 however when i'm in a position and it stochrsi crosses through those thresholds (0.25 < StochRsi < 0.75), it doesn't exit out. It prints to the output window for every if statement but doesn't actually exit out of positions to no position Please see code below. Thanks for any help, much appreciated.



#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>
/// Nov 3/12
/// </summary>
[Description("Nov 3/12")]
public class StochrsiStrat : Strategy
{
#region Variables
// Wizard generated variables
private int sharesinplay = 100; // Default setting for Sharesinplay
private double longrsinum = 0.75; // Default setting for Longrsinum
private double shortrsinum = 0.25; // Default setting for Shortrsinum
private int noposition = 0; // Default setting for Noposition
private int shortposition = 1; // Default setting for Shortposition
private int longposition = 2; // Default setting for Longposition
// 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(StochRSI(14));
Add(StochRSI(14));
Add(StochRSI(14));
Add(StochRSI(14));

CalculateOnBarClose = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (Variable0 == Noposition
&& StochRSI(14)[0] > Longrsinum)
{
EnterLong(Sharesinplay, "Long");
Variable0 = Longposition;
PrintWithTimeStamp("IN Long");
}

// Condition set 2
if (Variable0 == Noposition
&& StochRSI(14)[0] < Shortrsinum)
{
EnterShort(Sharesinplay, "Short");
Variable0 = Shortposition;
PrintWithTimeStamp("In Short");
}

// Condition set 3
if (Variable0 == Longposition
&& CrossBelow(StochRSI(14), Longrsinum, 1))
{
ExitLong("", "Out");
Variable0 = Noposition;
PrintWithTimeStamp("Out");
}

// Condition set 4
if (Variable0 == Shortposition
&& CrossAbove(StochRSI(14), Shortrsinum, 1))
{
ExitShort("", "Out");
Variable0 = Noposition;
PrintWithTimeStamp("Out");
}
}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int Sharesinplay
{
get { return sharesinplay; }
set { sharesinplay = Math.Max(100, value); }
}

[Description("")]
[GridCategory("Parameters")]
public double Longrsinum
{
get { return longrsinum; }
set { longrsinum = Math.Max(0.75, value); }
}

[Description("")]
[GridCategory("Parameters")]
public double Shortrsinum
{
get { return shortrsinum; }
set { shortrsinum = Math.Max(0.25, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int Noposition
{
get { return noposition; }
set { noposition = Math.Max(0, value); }
}

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

[Description("")]
[GridCategory("Parameters")]
public int Longposition
{
get { return longposition; }
set { longposition = Math.Max(2, value); }
}
#endregion
}
}

[NinjaTrader_Bertrand]

djoyce854, it looks like the signal name tagging is not correct for your exit codes, please ensure to set the FromEntrySignal string parameter to your Entry Signal names assigned (so the "Long" and "Short").

[djoyce854]

Thanks Bertrand! Ya I swithced it up using Position.MarketPosition == MarketPositon.Flat or something like that and It worked.