Exits before Entry

[albazzaztariq]

I'm using an ES Continuation with 20 min as the primary series and 10 and 1 as the 2nd and 3rd series, respectively. Why is this exiting before entry in November of 2008? Also doing it in 2011. I have a negative avg time in market for my short trades. How can this be?

// ENTRY CONDITIONS
if (BarsInProgress==0) {
if (

( Position.MarketPosition == MarketPosition.Flat &&

(
(Closes[0][0]-Opens[0][0] >= (10*TickSize)) && (Closes[0][0]-Opens[0][0] <= (40*TickSize))
)

|| (
(Closes[1][0]-Opens[1][0] >= (7*TickSize) && Closes[1][0]-Opens[1][0] <= (40*TickSize))
)

&& (BarsSinceExit(3,"Long",0) == -1 || BarsSinceExit(3,"Long",0) > 0)

)
//2. The volume on the bar is greater than 50k contracts
&& (VOL()[0] > 50000)



)
{
EnterLong(3, 1,"Long");
EnterLong(3, 1,"LockedLong");

}
}

//PROFIT EXIT

//Position will exit on the following conditions
if (BarsInProgress==0) {
if (
// #1. The high of a 20 minute bar is less than 4 ticks below the last
(Highs[0][0] < Highs[0][1] - (4*TickSize))
// #2. The high of a 10 minute bar is less than 8 ticks below the last
|| (Highs[1][0] < Highs[1][1] - (8*TickSize))
// #3. The high of a 5 minute bar is less than 8 ticks below the last
|| (Highs[2][0] <= Highs[2][1] - (8*TickSize))

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

[NinjaTrader_Bertrand]

albazzaztariq, just looking at the code - are you sure you're not adding in a 4th series as well? As per your code posted you're submitting to a BIP == 3, which would be the 4th series then.

[albazzaztariq]

albazzaztariq, just looking at the code - are you sure you're not adding in a 4th series as well? As per your code posted you're submitting to a BIP == 3, which would be the 4th series then.

I'm sorry, I put 10, 5, and 1 min as the different series. 20 is primary.

[NinjaTrader_Bertrand]

Thanks - was giving it a run and unable to reproduce here. I don't see any negative trades times either for either longs or shorts. Can you please try rerunning the test on a fresh set of data / cache and see if the issue would persist to show?