Strategy to buy the high and sell the low of the current bar

[kevinh786]

Hello,

Seems like it would be simple but I'm not sure how to code it. I just want a strategy to buy the high + 1 tick of the current bar and sell the low - 1 tick of the current bar using stoplimit orders.

Thank you for any help.

[NinjaTrader_Lance]

Hello,

A strategy that has this sort of OCO entry order handling requires the use of our unmanaged approach: http://www.ninjatrader.com/support/h...d_approach.htm

We have an example of this here: http://www.ninjatrader.com/support/f...tid=-1&lpage=1

If you wanted to stick with the managed approach you would need to create a condition that only places one entry order at a time.

Let me know if I can further assist.

[kevinh786]

Thank you Lance

[ScottieDog]

Hello,

Seems like it would be simple

You´d think...!

I wanted to do something similar, but based on the high and low of previous bar - I was told its not possible. You can do it, but the entries and exits will not be in the right place, apparently. Not sure what point there is to that.

[NinjaTrader_Lance]

Hello ScottieDog,

What is it you were told is not possible?

[theitpro]

Capturing all attributes from PREVIOUSLY formed bar

I wanted to follow up on this question.
Can you kindly show me the NT documentation on bar value capturing?
I'm looking to capture all values.......not just the high/low/open/close.

I'm talking about the symbol, the contract month, the contract year (if its a future).
For example if I'm trading Oil futures, I want to capture the following and send to an excel file (or any file output):
-symbol name CL 03-14 (Crude oil, March 2014 contract)
-high of the previous formed bar (98.50, for example)
-low of the previous formed bar (98.25, for example)

so the following values would be sent to my output file:

CL 03-14
98.50
98.25

Please let me know where I can find such documentation on capturing and referencing previously formed bars.

Thank you.

[NinjaTrader_Matthew]

To get the instrument name, you can get the Full Name from here:

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_fullname.htm

To reference the High of the previous bar, you would use High[1] and the Low would be Low[1]

Please see our Tips section on using [] brackets:

http://www.ninjatrader.com/support/forum/showthread.php?t=19346

We also have a reference sample on Writing to a file using StreamWriter which may help:

http://www.ninjatrader.com/support/forum/showthread.php?t=3475