Getting order duplicates when I shouldn't be
Re-Edit : I can't solve this issue for some reason I thought I had it fixed before but I'm still getting duplicates when I shouldn't be.
Code producing errors is attached, As well as the chart with orders shown.
I didn't have this issue before and should not even be able to have this issue because I have an Int that is set to the current bar number whenever an order is submitted. These orders also accumulate until the bar is closed & all of these scenarios are triggered on the OnPriceChange() event.
I'm very confused how this can occur considering I check if the current bar has already been traded before submitting any orders & then set it to the current bar if a trade is made.
Relevant code is "2-2D" and "2-2U"
P.S I know there is a lot of redundant code and return statements, I've been trying to get this kink out for hours.
Code producing errors is attached, As well as the chart with orders shown.
I didn't have this issue before and should not even be able to have this issue because I have an Int that is set to the current bar number whenever an order is submitted. These orders also accumulate until the bar is closed & all of these scenarios are triggered on the OnPriceChange() event.
I'm very confused how this can occur considering I check if the current bar has already been traded before submitting any orders & then set it to the current bar if a trade is made.
Relevant code is "2-2D" and "2-2U"
P.S I know there is a lot of redundant code and return statements, I've been trying to get this kink out for hours.
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.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
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.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
namespace NinjaTrader.NinjaScript.Strategies
{
public class TheStrat : Strategy
{
private Boolean FTFC = false;
private int tradeSize = 1;
private Boolean inPositionLong = false;
private int tradedBar = 0;
private int tradedBarGoThree = 0;
private ATR atr;
private double defaultTp = 0.75;
private Boolean inLongonetwo = false;
private Boolean inLongtwotwo = false;
private Boolean inLongthree = false;
private Boolean inLongthreetwo = false;
private Boolean inShortonetwo = false;
private Boolean inShorttwotwo = false;
private Boolean inShortthree = false;
private Boolean inShortthreetwo = false;
private VOLMA volumeMa;
/*####################################*/
private Boolean oneTwoSetup = false;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "Multi-timeframe analysis with actionable signals automatically traded.";
Name = "TheStrat";
Calculate = Calculate.OnPriceChange;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute,15);
AddDataSeries(Data.BarsPeriodType.Minute,60);
AddDataSeries(Data.BarsPeriodType.Day, 1);
//AddDataSeries(Data.BarsPeriodType.Week,1);
}
else if (State == State.DataLoaded)
{
tradedBar = 0;
volumeMa = VOLMA(14);
AddChartIndicator(volumeMa);
}
}
public Boolean isInside(int bar)
{
if(High[bar] <= High[bar+1])
{
if(Low[bar] >= Low[bar+1])
{
return true;
}
}
return false;
}
public Boolean twoDown(int bar)
{
if(High[bar] < High[bar+1])
{
if(Low[bar] < Low[bar+1])
{
return true;
}
return false;
}
return false;
}
public Boolean twoUp(int bar)
{
if(High[bar] > High[bar+1])
{
if(Low[bar] > Low[bar+1])
{
return true;
}
return false;
}
return false;
}
public Boolean threeDown(int bar)
{
if(High[bar] > High[bar+1])
{
if(Low[bar] < Low[bar+1])
{
if(Open[bar] > Close[bar])
{
return true;
}
}
}
return false;
}
public Boolean threeUp(int bar)
{
if(High[bar] > High[bar+1])
{
if(Low[bar] < Low[bar+1])
{
if(Open[bar] < Close[bar])
{
return true;
}
}
}
return false;
}
public Boolean volumeCheck()
{
if(volumeMa[1] >= 15000)
{
return true;
}
return false;
}
public Boolean ftfcUp()
{
return false;
}
public Boolean ftfcDown()
{
return true;
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade) {
return;
}
if(!volumeCheck())
{
if(inLongonetwo)
{
ExitLong("1-2U");
inLongonetwo = false;
}
if(inLongtwotwo)
{
ExitLong("2-2U");
inLongtwotwo = false;
}
if(inLongthree)
{
ExitLong("3U");
inLongthree = false;
}
if(inLongthreetwo)
{
ExitLong("3-2U");
inLongthreetwo = false;
}
if(inShortonetwo)
{
ExitShort("1-2D");
inShortonetwo = false;
}
if(inShorttwotwo)
{
ExitShort("2-2D");
inShorttwotwo = false;
}
if(inShortthree)
{
ExitShort("3D");
inShortthree = false;
}
if(inShortthreetwo)
{
ExitShort("3-2D");
inShortthreetwo = false;
}
return;
}
/*Long Trades*/
if(isInside(1))
{
if(High[0] > High[1])
{
if(Low[0] > Low[1])
{
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterLong(tradeSize, "1-2U");
inLongonetwo = true;
}
}
}
}
if(twoDown(1))
{
if(twoUp(0))
{
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterLong(tradeSize, "2-2U");
inLongtwotwo = true;
}
}
}
if(threeUp(0))
{
if(tradedBarGoThree != CurrentBar)
{
tradedBarGoThree = CurrentBar;
tradedBar = CurrentBar;
EnterLong(tradeSize, "3U");
inLongthree = true;
}
}
if(threeUp(1))
{
if(twoUp(0))
{
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterLong(tradeSize, "3-2U");
inLongthreetwo = true;
}
}
}
/*Short Trades*/
if(isInside(1))
{
if(twoDown(0))
{
if(High[0] > High[1]) { return;}
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterShort(tradeSize, "1-2D");
inShortonetwo = true;
}
}
}
if(twoUp(1))
{
if(twoDown(0))
{
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterShort(tradeSize, "2-2D");
inShorttwotwo = true;
}
}
}
if(threeDown(0))
{
if(tradedBarGoThree != CurrentBar)
{
tradedBarGoThree = CurrentBar;
tradedBar = CurrentBar;
if(inShortthree == true) { return; }
EnterShort(tradeSize, "3D");
inShortthree = true;
}
}
if(threeDown(1))
{
if(twoDown(0))
{
if(tradedBar != CurrentBar)
{
tradedBar = CurrentBar;
EnterShort(tradeSize, "3-2D");
inShortthreetwo = true;
}
}
}
if(IsFirstTickOfBar)
{
}
}
}
}
Attached Files
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