using inst[1] as a trading condition

[dafonseca]

Is this the right way to trade instrument[0] using crossing on SMA (40) of the instrument [1]?



if (CrossBelow(Medians[1][0], SMA (BarsArray[1],40) ,1))
{

EnterLong(0,positionTaken,"Long");

}

[NinjaTrader_JC]

Hello dafonseca,

Yes, that is correct as it follows the following overload method.

EnterLong(int barsInProgressIndex, int quantity, string signalName)

So it will enter you in a Long Position on the Instrument that your strategy is set to.

[dafonseca]

The problem is :when I open a chart with intrument[1] using the same timeframe used on trategy through Add(), and, on this chart I insert the indicators used above ->SMA(40).
My strategy was supposed to generate much more orders than it is generating..

I think my target : buy and sell inst[0] when Median of inst[1] cross (A or B) it SMA (x) is not working here..
Whe I debbug using :

Print (Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]);
I get the correct True False, So I want to go long when True turn to False (CrossBelow, on the code below).
But something is going wrong and the strategy is not generating the correct orders, as expected..
Does my code bellow executes the same logic as the Print showed above? What can be going wrong here?
if (CrossBelow(Medians[1][0], SMA (BarsArray[1],SMACycle) ,1))

[dafonseca]

I insert this part on my code:
1-Print (Time[0]);
2-Print (Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]);
3-Print (CrossBelow (Medians[1][0], SMA (BarsArray[1],SMACycle) ,1));

to check if crossbelow(3) turns to True when (2) goes from T to F. ut as you can se below (from the output window) at 14.54.00 when True turns to False ,, Crossbelow (3) does not turns to True and my strategy does not generates an long order as I expect..
True
False
8/2/2013 14:53:00
True
False
8/2/2013 14:53:00
True
False
8/2/2013 14:54:00
False
False
8/2/2013 14:54:00
False
False
8/2/2013 14:55:00
False
False

[dafonseca]

Still,
Print (Time[0]);
Print (Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]);
Print(Medians[1][0]);
Print(SMA (BarsArray[1],SMACycle)[0]);
Print (CrossBelow(Medians[1][0], SMA (BarsArray[1],SMACycle) ,1));

see below:

8/2/2013 14:53:00
True
22.785<---
22.783<---
False
8/2/2013 14:54:00
False
22.73<=====
22.783<====
False <<-it must be TRUE since medians [1][0] has crossed below SMA (BarsArray[1],SMACycle) ,, Am I wrong????
8/2/2013 14:54:00
False
22.73
22.783
False

[NinjaTrader_CalH]

Dafonseca,

The overload method for the CrossBelow

(Dataseries, Dataseris, BarsAgo)

This means that the code checks for the cross from one bar ago when set to 1 from your code.

Your check would return false for the same bar since it is checking one bar ago.

[dafonseca]

But in this case the system should send TRUE in the next bar, Am I wrong?
And it is not sending,, What can be done? any clue!

8/2/2013 14:53:00
True
22.785
22.783
False
8/2/2013 14:54:00
False
22.73
22.783
False
8/2/2013 14:54:00
False
22.73
22.783
False <===============
8/2/2013 14:55:00
False
22.725
22.78275
False <==============

[NinjaTrader_CalH]

Dafonseca,

Are you running the strategy with Calculate on Bar Close set to true or false?

[dafonseca]

What is interesting is: the IF condition below print parameters even when True == True when it can only print -> True False, or False and True,
if ((Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]) != (Medians[1][1]> SMA (BarsArray[1],SMACycle)[1]));
{
Print (Time[0]);
Print (Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]);
Print (Medians[1][1]> SMA (BarsArray[1],SMACycle)[1]);
Print (CrossBelow(Medians[1][0], SMA (BarsArray[1],SMACycle) ,0));
Print (CrossAbove(Medians[1][0], SMA (BarsArray[1],SMACycle) ,0));
}

8/2/2013 14:54:00
False
True
False
False
8/2/2013 14:55:00
False
False
False
False
8/2/2013 14:55:00
False
False
False
False
8/2/2013 14:56:00
False
False
False
False
8/2/2013 14:56:00
False
False
False
False
8/2/2013 14:57:00
False
False
False
False

[NinjaTrader_CalH]

Dafonseca,

You need to have a minimum look back period of 1 for the CrosssAbove and Below otherwise they will return false all the time.

This forum post below might help in explaining how the Cross method works.
http://www.ninjatrader.com/support/f...37&postcount=2

[dafonseca]

You are right,,But that is not the problem here..
the probelm is this: If says when != but the system is printing when it is ==.

if ((Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]) != (Medians[1][1]> SMA (BarsArray[1],SMACycle)[1]));
{
Print (Time[0]);
Print (Medians[1][0]> SMA (BarsArray[1],SMACycle)[0]); <<===
Print (Medians[1][1]> SMA (BarsArray[1],SMACycle)[1]); <<==
8/2/2013 14:55:00
False <<<==
False <<<==
False
False
8/2/2013 14:55:00
False <<==
False <<==
False
False

[NinjaTrader_CalH]

Dafonseca,

If your code has no compile errors, it is more than likely that your code contains logical issues.

Your NinjaScript / C# Code will always be logically processed and evaluate according to your set logic – this can of course lead to unexpected results at times, thus we would suggest to simplify and debug your code to better understand the event sequence it would go through - unfortunately we cannot offer such debug or code modification services here, but please see the provided resources below to help you proceed productively :

First of all you would want to use Print() statements to verify values are what you expect - Debugging your NinjaScript code.

For strategies add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrders

It may also help to add drawing objects to your chart for signal and condition confirmation - Drawing Objects.

If you would prefer the debug assist of a professional NinjaScript consultant, please check into the following listings - Click here for a list of certified NinjaScript Consultants

[dafonseca]

That is what I did (see my code below, It has just 7 lines of debbuging code) I need to understand (to find the bug on my strategy) is:
Why : if ((Medians[1][0]> SMA (BarsArray[1],smaCycle)[0]) != (Medians[1][1]> SMA (BarsArray[1],smaCycle)[1]));

Prints on otuput window when the two conditions are equal (if the condition above says IF is !=)

namespace NinjaTrader.Strategy
{
public class testesmaaapl2 : Strategy
{
#region Variables
private int smaCycle = 40;
#endregion

protected override void Initialize()
{
ExitOnClose = true;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
Add("^VXAPL", PeriodType.Minute,1);
CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
//DEBBUGING;
if ((Medians[1][0]> SMA (BarsArray[1],smaCycle)[0]) != (Medians[1][1]> SMA (BarsArray[1],smaCycle)[1]));
{
Print (Time[0]);
Print (Medians[1][0]> SMA (BarsArray[1],smaCycle)[0]);
Print (Medians[1][1]> SMA (BarsArray[1],smaCycle)[1]);
//Print(Medians[1][0]);
//Print(SMA (BarsArray[1],SMACycle)[0]);
Print (CrossBelow(Medians[1][0], SMA (BarsArray[1],smaCycle) ,1));
Print (CrossAbove(Medians[1][0], SMA (BarsArray[1],smaCycle) ,1));
}

}
#region Properties

#endregion
}
}

[NinjaTrader_CalH]

Dafonseca,

There are a couple areas of the code that we should look over.

The first is the IF statement

if ((Medians[1][0]> SMA (BarsArray[1],smaCycle)[0]) != (Medians[1][1]> SMA (BarsArray[1],smaCycle)[1]));

Your checking if a logic statement does not equal another logic statement. Not sure if that is what you are looking for.

Additionally, there is a Semi-Colon after your IF statement which will effectively end that line and why you are having the print statements continuously print.