I created the below with the Strategizer for trading the FOREX. The purpose is to create an entry after an EMA crossing opportunity for the entry point has passed. I want to enter a trade short at the current price and have the trade exit on the EMA crossabove of the 5,6 ema's.
The programming has created three unusual problems when activated in the Sim mode during active trading times. I entered the the GBPUSD pair short when it was trading at 1.9932. I was instantly showing a $154.00 profit as the trade was showing the crossbelow ENTRY point of 2.0086 (which was missed), 154 pips above my present entry point. How can I get the program to enter at the current price and start from there?
It is also filling trades concurrently in the 1,10,15 min along with the intended 60 min interval. The 1, 10, 15 fills have a "start" next to them. The 60 has a "stop" as would be normal.
The third observation is the strategy looks to be backtesting on it's own during the strategy activation and shows the entry marks throughout the various intervals.
My priority here is to get the PRICE entry to work properly.
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///<summary>
/// PRICE Entry SHORT EMA exit 56LONG
///</summary>
[Description("PRICE Entry SHORT EMA exit 56LONG")]
[Gui.Design.DisplayName("PRICE Entry SHORT EMA exit56LONG")]
publicclass PriceEntryShortEMAExit56LONG : Strategy
{
#region Variables
// Wizard generated variables
privateint entryPrice = 1; // Default setting for EntryPrice
privateint fast = 5; // Default setting for Fast
privateint slow = 6; // Default setting for Slow
// User defined variables (add any user defined variables below)
#endregion
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
Add(EMA(5));
Add(EMA(6));
CalculateOnBarClose = true;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (EntryPrice <= GetCurrentBid())
{
EnterShort(DefaultQuantity, "");
PlaySound(@"C:\Program Files\NinjaTrader 6\sounds\OrderFilled.wav");
}
// Condition set 2
if (CrossAbove(EMA(5), EMA(6), 1))
{
ExitShort("", "");
PlaySound(@"C:\Program Files\NinjaTrader 6\sounds\TargetFilled.wav");
}
}
The programming has created three unusual problems when activated in the Sim mode during active trading times. I entered the the GBPUSD pair short when it was trading at 1.9932. I was instantly showing a $154.00 profit as the trade was showing the crossbelow ENTRY point of 2.0086 (which was missed), 154 pips above my present entry point. How can I get the program to enter at the current price and start from there?
It is also filling trades concurrently in the 1,10,15 min along with the intended 60 min interval. The 1, 10, 15 fills have a "start" next to them. The 60 has a "stop" as would be normal.
The third observation is the strategy looks to be backtesting on it's own during the strategy activation and shows the entry marks throughout the various intervals.
My priority here is to get the PRICE entry to work properly.
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///<summary>
/// PRICE Entry SHORT EMA exit 56LONG
///</summary>
[Description("PRICE Entry SHORT EMA exit 56LONG")]
[Gui.Design.DisplayName("PRICE Entry SHORT EMA exit56LONG")]
publicclass PriceEntryShortEMAExit56LONG : Strategy
{
#region Variables
// Wizard generated variables
privateint entryPrice = 1; // Default setting for EntryPrice
privateint fast = 5; // Default setting for Fast
privateint slow = 6; // Default setting for Slow
// User defined variables (add any user defined variables below)
#endregion
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
Add(EMA(5));
Add(EMA(6));
CalculateOnBarClose = true;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (EntryPrice <= GetCurrentBid())
{
EnterShort(DefaultQuantity, "");
PlaySound(@"C:\Program Files\NinjaTrader 6\sounds\OrderFilled.wav");
}
// Condition set 2
if (CrossAbove(EMA(5), EMA(6), 1))
{
ExitShort("", "");
PlaySound(@"C:\Program Files\NinjaTrader 6\sounds\TargetFilled.wav");
}
}
