Hi,
I am trying to run a simple strategy that I built in Wizard:
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
Add(ParabolicSAR(0.02, 0.2, 0.02));
SetProfitTarget("", CalculationMode.Ticks, 2);
SetStopLoss("", CalculationMode.Ticks, 32, false);
CalculateOnBarClose = false;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (GetCurrentBid() > ParabolicSAR(0.02, 0.2, 0.02)[0])
{
EnterLongLimit(DefaultQuantity, GetCurrentBid(), "Enter Long");
}
I have used Wizard Successfully in the past to create other strategies that do work.
I want to be able to load the above strategy into the Control Center under Strategies Tab and start and stop it from there. The problems that I am having while running it live in Sim 101 is that when I start it there is an immediate fill of an order, which is fine, but usually the entry price is way above what it should be, not even close to the current Bid. Also, the order doesn’t appear to be real because it doesn’t show up as being placed under the Positions Tab. It does however show in the Strategies Tab under the Unrealized Gains Column usually as a negative number because of the strange fill price. Then when I go to Stop it and Start it again it places another imaginary order at the same price as the number in the Avg. Price Column regardless again of how far the actual price in the DOM is away from it. The Strategy did work beautifully once. The Limit Order followed the Bid Price up and down until it filled and then when it hit 2 ticks profit it would fil and place a new order and do it again and then I would manually exit the order from the DOM when I thought the trend was about to end. However, I can’t seem to get it to work again. I did make some changes to that Strategy when it seemed to stop working so the one above may be slightly different than the one that I mentioned watching work. Is it possible to have a Strategy that you can turn on and off even if , say like mine, it was already into the Para Sar Trend. I want something that can place orders Tick by Tick, In and Out during a trend way faster than I can manually. Sorry for the wordiness but as you can see I am a little confused by this. Also, once I had it 13EMA > 20SMA and the Close > Para Sar and I turned it on before the 13EMA crossed up past the 20SMA and it worked fine but what I am going for now is more control of when I want it to start which is sometimes later in the SAR and the 13EMA hasn't crossed yet.
Thanks for any help.
AP
I am trying to run a simple strategy that I built in Wizard:
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
Add(ParabolicSAR(0.02, 0.2, 0.02));
SetProfitTarget("", CalculationMode.Ticks, 2);
SetStopLoss("", CalculationMode.Ticks, 32, false);
CalculateOnBarClose = false;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (GetCurrentBid() > ParabolicSAR(0.02, 0.2, 0.02)[0])
{
EnterLongLimit(DefaultQuantity, GetCurrentBid(), "Enter Long");
}
I have used Wizard Successfully in the past to create other strategies that do work.
I want to be able to load the above strategy into the Control Center under Strategies Tab and start and stop it from there. The problems that I am having while running it live in Sim 101 is that when I start it there is an immediate fill of an order, which is fine, but usually the entry price is way above what it should be, not even close to the current Bid. Also, the order doesn’t appear to be real because it doesn’t show up as being placed under the Positions Tab. It does however show in the Strategies Tab under the Unrealized Gains Column usually as a negative number because of the strange fill price. Then when I go to Stop it and Start it again it places another imaginary order at the same price as the number in the Avg. Price Column regardless again of how far the actual price in the DOM is away from it. The Strategy did work beautifully once. The Limit Order followed the Bid Price up and down until it filled and then when it hit 2 ticks profit it would fil and place a new order and do it again and then I would manually exit the order from the DOM when I thought the trend was about to end. However, I can’t seem to get it to work again. I did make some changes to that Strategy when it seemed to stop working so the one above may be slightly different than the one that I mentioned watching work. Is it possible to have a Strategy that you can turn on and off even if , say like mine, it was already into the Para Sar Trend. I want something that can place orders Tick by Tick, In and Out during a trend way faster than I can manually. Sorry for the wordiness but as you can see I am a little confused by this. Also, once I had it 13EMA > 20SMA and the Close > Para Sar and I turned it on before the 13EMA crossed up past the 20SMA and it worked fine but what I am going for now is more control of when I want it to start which is sometimes later in the SAR and the 13EMA hasn't crossed yet.
Thanks for any help.
AP
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