NinjaScript rules vs. entries on backtest

[Borsz]

Hi,

I made the simpliest ATM strategy, based on RSI cross (Long entry if RSI cross above 65 and short if cross below 35). No other indicators, no other rules. The problem is that after backtesting a few weeks on ES and see it on the chart, the entries are seemed to be not according to the strategy rules. They are a few bars later (although I set no slippage) or missed totally. It misses a lot, where it should have entered. What can be the problem?
Thanks a lot.

[NinjaTrader_PatrickH]

Hello Borsz,

Thank you for your post and welcome to the NinjaTrader Support Forum!

What are the Enter() methods used for the strategy? On the Orders tab of the Strategy Analyzer, do you see the orders placed at where positions were not taken on your screenshot?

I look forward to your response.

[Borsz]

Hi Patrick,

Thank you.

The strategy enters by market order.
The missing trades are missing from the Order list too.

Borsz

[NinjaTrader_PatrickH]

Hello Borsz,

Thank you for your response.

So I may investigate this matter further can you attach your strategy to your response?

You will find your strategy located in the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Strategy > the file will be a .cs file.

[Borsz]

Hi Patrick,

Please find attached the ATM strategy.
Thanks a lot for your help.

Borsz

[NinjaTrader_PatrickH]

Hello Borsz,

Thank you for your response.

Please open the Strategy Wizard for your RSIsimple > please go to each Set for your CrossAbove and Below conditions > click on the '...' button to edit the condition > change the plot on the RSI from 'Avg' to 'RSI' > OK. Repeat this for the next Set. Once complete please compile and re-run your backtest.

Please let me know if the results are as expected.

[Borsz]

Hi Patrick,

It seems the strategy now operates perfectly.
I do appreciate your help any quick responses.

Best Regards,
Peter