Fixing a value like a double or int

[Aussiemike]

Hi,

I have a strategy that i want to create a stop loss for. The stop loss should be created by looking at an indicator at the entry time, and then fixing this value.

I use

double StopPts = Bollinger(BarsArray[0],StopRatio, BollDays).Upper[0]

i need the [0] to always represent the entry bar. As you see i use bars array. I enter on 5min data and exit on 1min.

I've tried
double StopPts = Bollinger(BarsArray[0],StopRatio, BollDays).Upper[BarssinceEntry()]

It compiles, but i get a multi time frame error

**NT** Error on calling 'OnBarUpdate' method for strategy 'BollRSIStopRatio/5505b53c30d04cf986f58b2788a7129c': You must use the overload that has a 'BarsInProgress' parameter when calling the BarsSinceEntry() method in the context of a multi-time frame and instrument strategy.


I need to either fix the BarsSinceEntry, or know how to "Special Paste" (I'm more an excel user :-P) the StopPts so it stays put for the duration of the trade.

Cheers

[NinjaTrader_PatrickH]

Hello Aussiemike,

Thank you for your post.

You will have to use the following syntax for the BarsSinceEntry() method as you have multiple time frames and/or instruments in your strategy:

[I]BarsSinceEntry(int barsInProgressIndex, string signalName, int entriesAgo)[/I]

• For information on BarsSinceEntry() please visit the following link: http://www.ninjatrader.com/support/h...sinceentry.htm
• For information on using multiple time frames and/or instruments in your strategy please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if you have any questions.

[Aussiemike]

Hi Patrick,

Thanks. I have it running now, but unfortunately the value is still changing.

double StopPts = Bollinger(BarsArray[0],StopRatio, BollDays).Upper[BarsSinceEntry(0,"",0)];

Output window...
18/12/2012 17:45:00
Entry ************************StopPts :1429.22585027069
18/12/2012 17:45:00
Close[0]: 1442.5
TradePts: -0.25
StopPts :1439.25102993419 ???This is different value???
Math.Abs(TradePts): 0.25
18/12/2012 17:46:00
Close[0]: 1442
TradePts: 0.25
StopPts :1439.25102993419
Math.Abs(TradePts): 0.25
18/12/2012 17:47:00
Close[0]: 1441.5
TradePts: 0.75
StopPts :1439.25102993419
Math.Abs(TradePts): 0.75
18/12/2012 17:48:00
Close[0]: 1441.25
TradePts: 1
StopPts :1439.25102993419
Math.Abs(TradePts): 1
18/12/2012 17:49:00
Close[0]: 1441.75
TradePts: 0.5
StopPts :1439.25102993419
Math.Abs(TradePts): 0.5
18/12/2012 17:50:00
Close[0]: 1442
TradePts: 0.25
StopPts :1439.96691878351 ???Again diff value with new 5min bar???

Cheers

[NinjaTrader_PatrickH]

Hello Aussiemike,

Thank you for you patience.

Will the Stop Points be the difference in ticks between the Close and the Bollinger or the Entry Price and the Bollinger?

[Aussiemike]

Patrick,

The stop will be between 2 boll lines, but this is a simple minus equation. I need to stop the bollingers from updating on the next bar.

Cheers

[Aussiemike]

Ok i have something

My condition for entry is met on the 5min bar that starts at 17:40 and ends 17:45 i use XXX.Last So the entry is on 5min granularity. I dont really enter until 17:46 the start of the next bar. for 17:45-17:49 it is using the 17:45 bar that gave the conditions to enter, but after that it is using the actual bar entered. After the first change at 17:50 the value stays constant.

Still causing me issues.

This output relates to the attached picture. I'm just referencing the one boll band as it makes it easier to look at the level rather than the points when using the chart dialogue box

Entry ************************StopPts :1429.64234683461
18/12/2012 17:45:00
Close[0]: 1442.5
TradePts: -0.25
StopPts :1440.18011632986
Math.Abs(TradePts): 0.25
18/12/2012 17:46:00
Close[0]: 1442
TradePts: 0.25
StopPts :1440.18011632986
Math.Abs(TradePts): 0.25
18/12/2012 17:47:00
Close[0]: 1441.5
TradePts: 0.75
StopPts :1440.18011632986
Math.Abs(TradePts): 0.75
18/12/2012 17:48:00
Close[0]: 1441.25
TradePts: 1
StopPts :1440.18011632986
Math.Abs(TradePts): 1
18/12/2012 17:49:00
Close[0]: 1441.75
TradePts: 0.5
StopPts :1440.18011632986
Math.Abs(TradePts): 0.5
18/12/2012 17:50:00
Close[0]: 1442
TradePts: 0.25
StopPts :1441.05752103241
Math.Abs(TradePts): 0.25
18/12/2012 17:51:00
Close[0]: 1442
TradePts: 0.25
StopPts :1441.05752103241
Math.Abs(TradePts): 0.25
18/12/2012 17:52:00
Close[0]: 1441.25
TradePts: 1
StopPts :1441.05752103241
Math.Abs(TradePts): 1
18/12/2012 17:53:00
Close[0]: 1441.25
TradePts: 1
StopPts :1441.05752103241
Math.Abs(TradePts): 1
18/12/2012 17:54:00
Close[0]: 1440.75
TradePts: 1.5
StopPts :1441.05752103241
Math.Abs(TradePts): 1.5
18/12/2012 17:55:00
Close[0]: 1441.5
TradePts: 0.75
StopPts :1441.05752103241
Math.Abs(TradePts): 0.75
18/12/2012 17:56:00
Close[0]: 1441
TradePts: 1.25
StopPts :1441.05752103241
Math.Abs(TradePts): 1.25
18/12/2012 17:57:00
Close[0]: 1441
TradePts: 1.25
StopPts :1441.05752103241
Math.Abs(TradePts): 1.25
18/12/2012 17:58:00
Close[0]: 1441.5
TradePts: 0.75
StopPts :1441.05752103241
Math.Abs(TradePts): 0.75
18/12/2012 17:59:00
Close[0]: 1441.75
TradePts: 0.5
StopPts :1441.05752103241
Math.Abs(TradePts): 0.5
18/12/2012 18:00:00
Close[0]: 1441.5
TradePts: 0.75
StopPts :1441.05752103241
Math.Abs(TradePts): 0.75
18/12/2012 18:01:00
Close[0]: 1441
TradePts: 1.25
StopPts :1441.05752103241
Math.Abs(TradePts): 1.25

[NinjaTrader_PatrickH]

Hello Aussiemike,

Thank you for your response.

Please set CalculateOnBarClose to False and advise if this resolves the matter.

For information on CalculateOnBarClose please visit the following link: http://www.ninjatrader.com/support/h...onbarclose.htm

I look forward to your response.

[Aussiemike]

I'm backtesting so i believe COBC = true is only way?

I changed it anyway, and no result.

Cheers

[NinjaTrader_PatrickH]

Hello Aussiemike,

Thank you for your response.

That is correct, Backtests will always be CalculateOnBarClose = true.

Could you perhaps provide a 'toy' sample of your code with the entry and exit calculations that I may test on my end? If so, please attach to your response.

If you prefer you can always sent the 'toy' sample to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=54784

I look forward to your response.