Here's the code of the strategy:
//This namespace holds Strategies in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Strategies { public class test2 : Strategy { private NinjaTrader.NinjaScript.Indicators.Sim22.Sim22_Del taV2 Sim22_DeltaV21; private EMA EMA1; private SMA SMA1; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Joan strategy"; Name = "test2"; Calculate = Calculate.OnBarClose; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = false; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = true; MaximumBarsLookBack = MaximumBarsLookBack.Infinite; 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) { AddDataSeries("YM 03-23", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last); AddDataSeries("YM 03-23", Data.BarsPeriodType.Second, 15, Data.MarketDataType.Last); AddDataSeries("YM 03-23", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last); AddDataSeries("YM 03-23", Data.BarsPeriodType.Volume, 1, Data.MarketDataType.Last); } else if (State == State.DataLoaded) { Sim22_DeltaV21 = Sim22_DeltaV2(Close, Sim22_DeltaV2_Type.BidAsk, true, false, false, Sim22_DeltaV2_FilterModeType.None, 1); } } protected override void OnBarUpdate() { if (BarsInProgress != 0) return; if (CurrentBars[0] < 1) return; Print(Sim22_DeltaV21.DeltaClose[1]); } } }
But instead of returning 20, it outputs 105 as we can see on the following image (last value printed):
Any idea on how can I solve the problem?
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