Exit on different bar series

[albazzaztariq]

Hi,

I'm trying to get my strategy to exit on a different bar series but even though it seems to enter on multiple bar series, it will not exit on multiple bar series. Am I missing something?

I have these in Initialize()
Add(PeriodType.Minute, 10);
Add(PeriodType.Minute, 5);
Add(PeriodType.Minute, 1);

But even though I have this for exit conditions....

if (
(Highs[0][0] < Highs[0][1] && Highs[0][1]-Highs[0][0] > (4*TickSize))
|| (Highs[1][0] < Highs[1][1] && Highs[1][1]-Highs[1][0] > (4*TickSize))
|| (Highs[2][0] < Highs[2][1] && Highs[2][1]-Highs[2][0] > (6*TickSize))
)

{
ExitLong(3, 2, "ExitLockedLong", "LockedLong");
ExitLong(3, 1, "ExitLong", "Long");
}

//NOTE "LockedLong" is the name of the first of my 2 entries and "Long" is the other

In this case, what I'm trying to get to occur is if 10 or 5 minute bar highs gap lower by more than 4 or 6 ticks, respectively, get out earlier. However, it's only getting out on the open of the next 20 min bar (my primary bar series)

[NinjaTrader_Bertrand]

albazzaztariq, in which series / BarsInProgress context do you check for the condition and issue the relevant order?

[albazzaztariq]

albazzaztariq, in which series / BarsInProgress context do you check for the condition and issue the relevant order?

I have it issue the order in the 3rd index, the 1 min bar index. That's why I threw it 4 parameters on ExitLong(), and as you can see, my first parameter is "3", referring to the 3rd index, the 1 minute index as per what I said I put in Initialize()

Thanks,

Tariq

[albazzaztariq]

I have it issue the order in the 3rd index, the 1 min bar index. That's why I threw it 4 parameters on ExitLong(), and as you can see, my first parameter is "3", referring to the 3rd index, the 1 minute index as per what I said I put in Initialize()

Thanks,

Tariq

Am I supposed to have put BarsInProgress in here as well? Is that what I'm missing? I believe I tried that last night to no avail

[NinjaTrader_ChelseaB]

Hello albazzaztariq,

I believe Bertrand was asking during which bars in progress are you checking this condition?

For example, to check a condition on the 4rd added data series you would have an if statement that allows processing on BarsInProgress 3. (BarsInProgress is 0 based).

[B]if (BarsInProgress == 3)
{[/B]
if (
(Highs[0][0] < Highs[0][1] && Highs[0][1]-Highs[0][0] > (4*TickSize))
|| (Highs[1][0] < Highs[1][1] && Highs[1][1]-Highs[1][0] > (4*TickSize))
|| (Highs[2][0] < Highs[2][1] && Highs[2][1]-Highs[2][0] > (6*TickSize))
)

{
ExitLong(3, 2, "ExitLockedLong", "LockedLong");
ExitLong(3, 1, "ExitLong", "Long");
}
[B]}[/B]

Do you have any logic like this, or are you checking this on every data series as it processes?

I ask because if the is allowed to evaluate on any data series, the first data series to process will be the data series that triggers the exit.

Below is a link to the help guide on BarsInProgress.
http://www.ninjatrader.com/support/h...inprogress.htm

[albazzaztariq]

That's all I needed. Thanks

[albazzaztariq]

I've been getting some weird profit increases so I'm just curious that by using the Bollinger band property here, I'm saying if the lows of the current bar in the 3rd index are lower than the bollinger band on the 3rd index series chart


if (BarsInProgress==2) {
if (
(BarsSinceExit(0,"",0) == -1 || BarsSinceExit(0,"",0) > 0)
&&
(Lows[2][0]<Bollinger(2,20).Lower[0])
)
{
ExitLong(2, 2, "ExitLockedLong", "LockedLong");
ExitLong(2, 1, "ExitLong", "Long");
}
}

[albazzaztariq]

I've been getting some weird profit increases so I'm just curious that by using the Bollinger band property here, I'm saying if the lows of the current bar in the 3rd index are lower than the bollinger band on the 3rd index series chart


if (BarsInProgress==2) {
if (
(BarsSinceExit(0,"",0) == -1 || BarsSinceExit(0,"",0) > 0)
&&
(Lows[2][0]<Bollinger(2,20).Lower[0])
)
{
ExitLong(2, 2, "ExitLockedLong", "LockedLong");
ExitLong(2, 1, "ExitLong", "Long");
}
}

Basically I'm asking if Lows[2][0] < Bollinger(2,20).Lower[0] without a 2nd dimension reference on Bollinger will actually reference the 3rd bar/time series

[NinjaTrader_ChelseaB]

Hi albazzaztariq,

Yes, the Bollinger bands will be using Input by default. When BarsInProgress is 2, Input will be the same as Inputs[2], this means that the Bollinger bands will be using the 3rd added data series with the BarsInProgress index of 2.