If i make backtest, it will show in puput window this message, could somebody help me, please.
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 ArankaTicks : Strategy
{
#region Variables
private IOrder Order = 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 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;
MaxProcessedEvents =10000;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Low[0] == CurrentDayOHL().CurrentLow[0]&& (Order != 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. */
Order = EnterLongStop(DefaultQuantity, High[0] + 1 * TickSize, "Long");
}
// Submit an entry limit order if we currently don't have an entry order open
if (Low[0] == CurrentDayOHL().CurrentLow[0] && Order == 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. */
Order = EnterLongStop(DefaultQuantity, High[0] + 1 * TickSize, "Long");
}
}
/// <summary>
/// Called on each incoming order event
/// </summary>
protected override void OnOrderUpdate(IOrder order)
{
if (Order != null && Order.OrderState == OrderState.Filled)
{
// ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize);
ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize, "Flat", "Long" );
// ExitLongLimit(Position.AvgPrice + ProfitTarget* TickSize, "", "");
// if (Close[0] > Position.AvgPrice + ProfitTarget* TickSize)
// {
// ExitLong();
//
// }
//
}
if (Order != null && Order == order)
{
if (Order.OrderState == OrderState.Cancelled && order.Filled == 0)
{
Order = null;
}
}
}
/// <summary>
/// Called on each incoming execution
/// </summary>
protected override void OnExecution(IExecution execution)
{
if (Order != null && Order == execution.Order )
Variable0 = execution.Price;
Print(Variable0);
}
/// <summary>
///
/// </summary>
protected override void OnPositionUpdate(IPosition position)
{
if (Position.MarketPosition == MarketPosition.Flat)
{
Order = 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 ProfitTarget
{
get { return profitTarget; }
set { profitTarget = Math.Max(1, value); }
}
#endregion
}
}
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