Hi,
I created a simple indicator and I want it to only take trades when there are no open positions.
Given the code below,I subscribed to position updates, the indicator uses atm to manage the trades. Until the first trade is taken, it shows mw that the marketposition is flat. When the first order is submitted, it shows that i am in a trade, but when either stop loss or profit target gets hit, and the position is flat, it still shows that i am in a trade. What did i do wrong?
Thank you
I created a simple indicator and I want it to only take trades when there are no open positions.
Given the code below,I subscribed to position updates, the indicator uses atm to manage the trades. Until the first trade is taken, it shows mw that the marketposition is flat. When the first order is submitted, it shows that i am in a trade, but when either stop loss or profit target gets hit, and the position is flat, it still shows that i am in a trade. What did i do wrong?
Thank you
Code:
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class TraderIndicator : Indicator
{
private string atmStrategyId = string.Empty;
private string orderId = string.Empty;
private bool isAtmStrategyCreated = false;
private bool intrade = false;
private int contr;
private Account myAccount;
private Account myAcc;
private Order stopOrder = null;
Order xOrder = null;
NinjaTrader.Gui.Tools.AccountSelector xAlselector;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "TraderIndicator";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
AddPlot(Brushes.Transparent, "Val");
lock (Account.All)
myAccount = Account.All.FirstOrDefault(a => a.Name == "Sim101");
myAcc = myAccount;
if (myAccount != null)
{
Print(string.Format("Account Name: {0} Connection Name: {1} Cash Value {2}",
myAccount.Name,
myAccount.Connection.Options.Name,
myAccount.Get(AccountItem.CashValue, Currency.UsDollar)
));
myAccount.PositionUpdate += OnPositionUpdate;
// Print the prices of the executions on our account
lock (myAccount.Executions)
foreach (Execution execution in myAccount.Executions)
Print("Price: " + execution.Price);
}
}
else if (State == State.Configure)
{
}
}
protected override void OnBarUpdate()
{
//====================================================================================================================================
// TRADING FUNCTIONS
//====================================================================================================================================
if ( State != State.Historical )
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 10)
return;
// getting the atm strategy from chart trader
ChartControl.Dispatcher.InvokeAsync((Action)(() =>
{
xAlselector = Window.GetWindow(ChartControl.Parent).FindFirst("ChartTraderControlAccountSelector") as NinjaTrader.Gui.Tools.AccountSelector;
NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector selector = Window.GetWindow(ChartControl.Parent).FindFirst("ChartTraderControlATMStrategySelector") as
NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector;
myAccount = xAlselector.SelectedAccount;
}));
// getting the contract size from chart trader
ChartControl.Dispatcher.InvokeAsync((Action)(() =>
{
NinjaTrader.Gui.Tools.QuantityUpDown quantitySelector = (Window.GetWindow(ChartControl.Parent).FindFirst("ChartTraderControlQuantitySelector") as
NinjaTrader.Gui.Tools.QuantityUpDown);
contr = quantitySelector.Value ;
}));
// update and subscribe to events in case account has been changed from the chart trader
if (myAcc != myAccount)
{
myAcc = myAccount;
myAccount.PositionUpdate += OnPositionUpdate;
}
Print ( intrade);
//------------------------------
// long entry
if ( IsFirstTickOfBar
&& !intrade
&& Close[1]>Open[1]
)
{
xOrder = myAccount.CreateOrder(Instrument, OrderAction.Buy, OrderType.Market, OrderEntry.Automated, TimeInForce.Gtc, contr, 0, 0, "", "Entry",
Core.Globals.MaxDate, null);
ChartControl.Dispatcher.InvokeAsync((Action)(() =>
{
NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector selector =
Window.GetWindow(ChartControl.Parent).FindFirst("ChartTraderControlATMStrategySelector") as NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector;
NinjaTrader.NinjaScript.AtmStrategy.StartAtmStrategy(selector.SelectedAtmStrategy, xOrder);
}));
}
//----------------------------------------------
// short entry
if ( IsFirstTickOfBar
&& !intrade
&& Close[1]<Open[1]
)
{
xOrder = myAccount.CreateOrder(Instrument, OrderAction.Sell, OrderType.Market, OrderEntry.Automated, TimeInForce.Gtc, contr, 0, 0, "", "Entry",
Core.Globals.MaxDate, null);
ChartControl.Dispatcher.InvokeAsync((Action)(() =>
{
NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector selector =
Window.GetWindow(ChartControl.Parent).FindFirst("ChartTraderControlATMStrategySelector") as NinjaTrader.Gui.NinjaScript.AtmStrategy.AtmStrategySelector;
NinjaTrader.NinjaScript.AtmStrategy.StartAtmStrategy(selector.SelectedAtmStrategy, xOrder);
}));
}
}
//---------------------------------------------------------------------------------------------------------------------------------------
}
private void OnPositionUpdate(object sender, PositionEventArgs e)
{
if ( e.Position.MarketPosition == MarketPosition.Flat )
intrade = false;
else intrade = true;
NinjaTrader.Code.Output.Process(string.Format("Instrument: {0} MarketPosition: {1} AveragePrice: {2} Quantity: {3}",
e.Position.Instrument.FullName, e.MarketPosition, e.AveragePrice, e.Quantity), PrintTo.OutputTab1);
}
}
}
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