calculated on Bar Close

[dafonseca]

I am working with calculatedOnBarClose = TRUE.
instrument 0 is on 30minute timeframe
instrument 1 is on 1minute.

Orders will be triggered on barClosing every 30 minutes.
My IF condition compares intrument 0 with intrument 1,

IF Medians[0][0] -Medians[1][0] < -X
{
ifposition == long ->close position
ifposition ==flat --> sell short
}
IF Medians[0][0] -Medians[1][0] > X
{
ifposition == short->close position
ifposition ==flat --> go long
}

My problem is I am short and then on Bar close, position is closed and I go short again almost at miliseconds after.
My question is: how can I avoid double trade and stay short wirhout close my short position? (save commisions). This weird reaction could be due the contrary condition was reacted in the middle of 30 minutes bar?

[NinjaTrader_ZacharyG]

Hello dafonseca,

Thank you for your inquiry.

If you wish for your orders to be triggered on the 30 minute time frame, you'll want to ensure that you are utilizing BarsInProgress == 0.

Without a BarsInProgress check, all of your logic will run either when the primary Bars object (30 minute time frame) or if the secondary Bars object (1 minute time frame) calls OnBarUpdate().

More information about working with multiple time frames can be found in the help guide at this link: https://ninjatrader.com/support/help...nstruments.htm

Just to clarify, are both time frames the same instrument?

[dafonseca]

let me try to understand this:

I am using 30 minutes timeframe on instrument 0.
when the Bar closes. I have this inside the IF condition:

CONDITION
if position == long ->close position
if position ==flat --> sell short

is the systemable to close the position (inverted direction) and order the new short position on the same Bar?
Or the sell short will need to wait the next Bar..

[NinjaTrader_ZacharyG]

Hello dafonseca,

If the position is not flat by the time your code evaluates to check if you are in a flat position, then the sell short will not occur until the next bar.