Filter Bad/Negative Ticks from within Strategy

[piyushc]

i made the refresh/reload command unconditional to Lows and only symbol based:

if (Instrument.MasterInstrument.Name == "BANKNIFTY_I"
)
{
System.Windows.Forms.SendKeys.Send("^(+R)");
System.Windows.Forms.SendKeys.Send("{F5}");



Print(" "+Instrument.FullName+" "+Open[1]+" "+High[1]+" "+Low[1]+" "+Close[1]);
Print(" "+Instrument.FullName+" "+Open[0]+" "+High[0]+" "+Low[0]+" "+Close[0]);


}

Still faced the problems. Image attached.

Another issue is that even if historical data gets sorted for a moment, incoming tick at which order gets executed, if negative, has no filter

I can think of a few things to try now:
1. A Do...Loop function to refresh/reload until lowest low >0 - CAN A DO...LOOP BE CODED IN NT7?
2. OnMarketData()
if Last[0] <0
{
refresh/reload
}
3. Limit Order with Limit price being Last[0]

--
if this particular symbol was not that important i would have left it untouched. But somehow, it is very important. Data vendor is working on the issue too but unable to sort it till now.

[piyushc]

All other windows refresh, except for the one i need the most.

Snapshots attached.

[NinjaTrader_PatrickH]

Hello piyushc,

Thank you for your response.

The following should be all you need to use. Can you confirm if you use the following that you still see the same behavior you detailed in your last two posts?

			if (Close[0] < 0)
			{
				System.Windows.Forms.SendKeys.Send("^(+R)");
			}

I look forward to your response.

[piyushc]

Looks simplistic and sufficient but i'll try that.

Another issue is the Strategy Execution happens at the incoming tick, how do i sort that if it's negative?

Options that i thought of:
1. MarketDataType.Last > 0
2. Limit Order Execution at Last price

What's your say on it?

Or, if you can have any better idea.. please

[NinjaTrader_PatrickH]

Hello piyushc,

Thank you for your response.

I would perform the check before anything else in OnBarUpdate. This way the data is reloaded if incorrect before placing any orders or checking any conditions.

Please let me know if you have any questions.