Hello, my strategy doesnt take orders. Could anybody help me whit it?
PHP Code:
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class Amelie3 : Strategy
{
#region Variables
private IOrder entryOrder = null; // This variable holds an object representing our entry order
private IOrder stopOrder = null; // This variable holds an object representing our stop loss order
private IOrder targetOrder = null; // This variable holds an object representing our profit target order
private double diff = 1; // Default setting for Diff
private int perioda = 1; // Default setting for Perioda
private int hranice = 1; // Default setting for Hranice
private int profitTarget = 1; // Default setting for ProfitTarget
private IOrder entryOrder1 = null; // This variable holds an object representing our stop loss order
// 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>
protected override void Initialize()
{
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Submit an entry limit order if we currently don't have an entry order open
if (CrossAbove(CCI(Perioda), Hranice, 1)&& entryOrder == null && Close[0] > Open[0])
{
/* The entryOrder object will take on a unique ID from our EnterLong()
that we can use later for order identification purposes in the OnOrderUpdate() method. */
entryOrder = EnterLong(1, "MyEntry");
}
if (CrossAbove(CCI(Perioda), Hranice, 1)&& (entryOrder != null||entryOrder1 != null) && Close[0] > Open[0] && High[0] < Variable0 - Diff * TickSize)
{
/* The entryOrder object will take on a unique ID from our EnterLong()
that we can use later for order identification purposes in the OnOrderUpdate() method. */
entryOrder1 = EnterLong(1, "MyEntry1");
}
}
/// <summary>
/// Called on each incoming order event
/// </summary>
protected override void OnOrderUpdate(IOrder order)
{
if (entryOrder != null && entryOrder.OrderState == OrderState.Filled)
{
// ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize);
ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize, "MyFlat", "MyEntry ");
}
if ((entryOrder != null && entryOrder.OrderState == OrderState.Filled) && (entryOrder1 != null && entryOrder1.OrderState == OrderState.Filled))
{
// ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize);
ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize, "MyFlat", "MyEntry ");
ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize, "MyFlat1", "MyEntry" );
}
if ((entryOrder != null && entryOrder == order) || (entryOrder1 != null && entryOrder1 == order))
{
if (order.OrderState == OrderState.Cancelled && order.Filled == 0)
{
entryOrder1 = null;
entryOrder = null;
}
}
}
/// <summary>
/// Called on each incoming execution
/// </summary>
protected override void OnExecution(IExecution execution)
{
if ((entryOrder != null && entryOrder == execution.Order ) || (entryOrder1 != null && entryOrder1 == execution.Order))
Variable0 = execution.Price;
Print(Variable0);
}
/// <summary>
///
/// </summary>
protected override void OnPositionUpdate(IPosition position)
{
if (Position.MarketPosition == MarketPosition.Flat)
{
entryOrder1 = null;
entryOrder = null;
}
DrawTextFixed("MyTag", position.ToString(), TextPosition.BottomRight);
}
#region Properties
[Description("")]
[GridCategory("Parameters")]
public double Diff
{
get { return diff; }
set { diff = Math.Max(0, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int Perioda
{
get { return perioda; }
set { perioda = Math.Max(0, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int Hranice
{
get { return hranice; }
set { hranice = Math.Max(-1000, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int ProfitTarget
{
get { return profitTarget; }
set { profitTarget = Math.Max(1, value); }
}
#endregion
}
}
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