Close[0] renko bar

[staycool3_a]

Hi

COBC= true

Close[0] > close[1] seems to not wait for the close of close[0] but rather execute the command if the incoming tick data is larger that close[1]

How can I wait to execute my command at the closing of close[0]

Keep in mind COBC is already true

[NinjaTrader_JC]

Hello calhawk01,

With COBC = true, NinjaTrader will only run OnBarUpdate() at the close of each bar. Are you calling an enter method outside of OnBarUpdate() or are you using a multi-time series approach?

[staycool3_a]

Hello calhawk01,

With COBC = true, NinjaTrader will only run OnBarUpdate() at the close of each bar. Are you calling an enter method outside of OnBarUpdate() or are you using a multi-time series approach?

no entry and exit are both in OBU

here is my exit:

if market = long & close[0] < close[1] exit.

i want it to wait for close[0] to actually close. but it seems to exit as soon as close[0] tick data is less than close[1]... even though minutes after close[0] closes above close[1]

[NinjaTrader_JC]

Hello calhawk01,

What interval are you using for your Renko?

[staycool3_a]

Hello calhawk01,

What interval are you using for your Renko?

brick size 2

even tried it on brick size 4

[NinjaTrader_JC]

Hello calhawk01,

Could you send a screenshot of the results that you are getting?

[staycool3_a]

Hello calhawk01,

Could you send a screenshot of the results that you are getting?

Sure


Since my exit is close[0] less than close[1] I shouldn't have had exited my position..

[NinjaTrader_JC]

Hello calhawk01,

It looks like a Short entry was triggered which caused it to sell.

Can share a sample of your code so that we maybe of further assistance?

[staycool3_a]

Hello calhawk01,

It looks like a Short entry was triggered which caused it to sell.

Can share a sample of your code so that we maybe of further assistance?

not possible

its a long only strat

no other signal could had triggered as the entry condition contains "if market is flat.. && XYZ happens.. go long"

then exit is .. if barssinceexit >0 .. if close0 < close1.. then exit

same results with and without barsssinceexit condition.

seems like an issue with NT dealing w/ renko bars?

[NinjaTrader_JC]

Hello calhawk01,

Backtesting or Historical processing of Strategies on Renko bars do have some limitations that are more deeply discussed in the following thread.

http://www.ninjatrader.com/support/forum/showthread.php?t=49420

With that said, though it is hard to say what exactly is going on without more information. If you would like us to assist further a sample of your code that demonstrates this maybe the best next step.