ADX Strategy not working

[Bruin813]

Hello,

I have created a code and one of the conditions is that it enters a position when the ADX exceeds the 45 level. During backtesting it works great, but when live testing it doesn't. Please find below my code and attached screenshot of the trades the strategy took live. I have marked the short entries in red and the longs in green. My CalculateOnBarClose() is set to true.

 if (ADX(MyADX)[0] > 45
                && ATR(MyATR)[0] < MyATRLevel                                    
                    && CrossBelow(RSI(MyRSI, 1).Avg, MyLowerLevel, 1)    
                        && Position.MarketPosition == MarketPosition.Flat)  
            {    
                Print(MyATRLevel);
                MyPositionSize = (int) (myRiskAmount / 0.002);
                EnterLong(MyPositionSize, "Enter long");                            // Enter long
            } 

Any ideas?

Thanks.

[NinjaTrader_ZacharyG]

Hello Bruin813,

Thank you for writing in and welcome to the NinjaTrader Support Forum!

I notice that there is a (D) next to the name of your strategy on the chart. This would mean that the strategy is disabled.

Have you enabled the strategy when you have added it to the chart?

Right-click on your chart and select Strategies.

Select your strategy and ensure the Enabled option within the General category is set to True. Then, click OK.

Please let me know if your strategy still has not traded when ensuring it was enabled.

[Bruin813]

Dear Zachary,

Thanks for the quick response.

The strategy has been working last week. The screenshot is from today, so that explains why the strategy is disabled.

[Bruin813]

Hello,

Did anyone of the support team had a chance to look at my question?

Thanks.

[NinjaTrader_ZacharyG]

Hello Bruin813,

What debugging steps have you already done with your strategy?

Have you added print statements to your strategy to check if your conditions are becoming true in real-time?

In the strategy add prints that print the values of every variable used in every condition that places an order along with the time of that bar.

This will print to the output window.

Below I am providing a link to a video that demonstrates adding prints to a script to get further information about the behavior of the script.

https://www.youtube.com/watch?v=K8v_2ONBbqI&feature=youtu.be&t=48m35s

Are you seeing your conditions becoming true but the strategy not entering?