What's wrong with my script? Thanks in advance

[sashe71]

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class ZZZ : Strategy
{
private RSI RSI1;
private MACD MACD1;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ZZZ";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
RSI1 = RSI(2,1);
MACD1 = MACD(12,26,9);
}
}

protected override void OnBarUpdate()
{
// Set 1
if ((CrossAbove(RSI1.Default, 10, 0))
&& (MACD1.Diff[0] > 0))
{
EnterLong(10, "");
}
// Set 2
if (CrossAbove(RSI1.Default, 80, 0))
{
ExitLong(10, "", "");
}

}
}
}

[koganam]

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class ZZZ : Strategy
{
private RSI RSI1;
private MACD MACD1;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "ZZZ";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
RSI1 = RSI(2,1);
MACD1 = MACD(12,26,9);
}
}

protected override void OnBarUpdate()
{
// Set 1
if ((CrossAbove(RSI1.Default, 10, 0))
&& (MACD1.Diff[0] > 0))
{
EnterLong(10, "");
}
// Set 2
if (CrossAbove(RSI1.Default, 80, 0))
{
ExitLong(10, "", "");
}

}
}
}

What makes you think that anything is wrong?

[NinjaTrader_ZacharyG]

Hello sashe71,

Thank you for writing in.

Can you please clarify what issue(s) you are running into with your script?

[sashe71]

I try to backtest it on 15 min with ES 09-16, it returns no results

[koganam]

I try to backtest it on 15 min with ES 09-16, it returns no results

You probably want to be Crossover testing for 1 bar not 0 bars back.

// Set 1
if ((CrossAbove(RSI1.Default, 10, [COLOR="Red"][B]1[/B][/COLOR]))
&& (MACD1.Diff[0] > 0))
{
EnterLong(10, "");
}
// Set 2
if (CrossAbove(RSI1.Default, 80, [COLOR="red"][B]1[/B][/COLOR]))
{
ExitLong(10, "", "");
}

.

[NinjaTrader_PatrickH]

Hello sashe71,

koganam has spotted the case here:

You probably want to be Crossover testing for 1 bar not 0 bars back.

// Set 1
if ((CrossAbove(RSI1.Default, 10, [COLOR="Red"][B]1[/B][/COLOR]))
&& (MACD1.Diff[0] > 0))
{
EnterLong(10, "");
}
// Set 2
if (CrossAbove(RSI1.Default, 80, [COLOR="red"][B]1[/B][/COLOR]))
{
ExitLong(10, "", "");
}

.

The lookBackPeriod needs at least 1 in order to look for any cross to occur. We need to look back at the previous bar or further back (more than 1) in order to find the prior price level and compare that to the current in order to confirm the cross condition is true.