How to trigger buy signal when EMA1 cross EMA2 at current bar

[williamzz]

Dear Team,
Now I'm using:


if (CrossAbove(EMA1, EMA2, 1))
{

EnterLong(_posSize, LongPos);
}

But the Enterlong action always occurs after 1 or 2 bars after the cross happened.

How can make the Enterlong action occurs in the current bar that when the cross just happen?

Thank you so much!!!

[NinjaTrader_PaulH]

Hello williamzz,

Thanks for your post.

Historically, it will always show that when the condition is true in one bar the order is filled on the next bar. This is because your code historically is executed once per bar, at the end of the bar, so the entry condition is evaluated and if an order is to be placed the order is submitted but cannot be filled until the next bar.

If the strategy is running on live (or replay data) and is set to "Calculate.OnBarClose", the same behavior will show on live data.

To place intrabar orders, with live or replay data, you would need to set the calculate to Calculate.OnEachTick or Calculate.OnPriceChange. Please note that using either of these may result in the strategy placing multiple orders at once (as your entry conditions become true/false repeatedly) and you may need additional controlling logic in your strategy to only place the number of orders you specify.

Reference: https://ninjatrader.com/support/help...?calculate.htm

[williamzz]

Very helpful! Thank you!