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Break out

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  • NinjaTrader_Dierk
    replied
    Please check out the "Entries per direction" parameter on the strategy properties dialog.

    Leave a comment:


  • maninjapan
    started a topic Break out

    Break out

    I have tried to set buy/sell stop orders just outside the high/low of the previous bar, the most basic of breakout strategies, using the wizard.

    I have Position.MarketPosition == MarketPosition.Flat for both entries with the entries as follows.

    EnterShortStop(DefaultQuantity,Low[0]+-1*TickSize,"")

    EnterLongStop(DefaultQuantity,High[0]+1*TickSize,"")

    The exits are just 2 ticks each way.

    When I test each entry by themselves they worked fine. However when I put them together, only one order would be active at a time. I was expecting to see both up at the same time.
    Is this beyond the scope of the Wizard, or am I jsut not doing it correctly?

    Thanks
    Last edited by maninjapan; 05-13-2008, 06:27 AM.

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