Need help with Strategy that Doubles Down

[omermirza]

Hello,

I have this issue where my strategy doubles down properly, but then only closes one of the positions. The strategy is for Forex and goes up to 2 min lots, (20000). That part works, but when it's tim to close the strategy the strategy only closes 1 lot (10000). Can someone please tell me what I'm doing wrong? Everything looks fine historically when the strategy is applied to a chart. Code is below:

namespace NinjaTrader.NinjaScript.Strategies
{
public class StochasticSlowDoubleDown : Strategy
{
private EMA EMA1;
private double currentPnL = 0;
private double unrealizedPL = 0;
private StochasticsFast StochasticsFast1;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "StochasticSlowDoubleDown";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
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)
{
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Close, 50);
EMA1.Plots[0].Brush = Brushes.Goldenrod;

AddChartIndicator(EMA1);

//SetStopLoss("", CalculationMode.Currency, 200, false);
StochasticsFast1 = StochasticsFast(Close, 3, 5);
AddChartIndicator(StochasticsFast1);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;


// Set 1
if ((Close[0] > EMA1[0])
&& (CrossBelow(StochasticsFast1.D, 10, 1)))
{
EnterLong(Convert.ToInt32(10000), "");
}


///Gets Strategy Unrealized PL
currentPnL = SystemPerformance.AllTrades.TradesPerformance.NetP rofit;

// Set 2
if ((CrossBelow(StochasticsFast1.D, 90, 1) && currentPnL > 0))
{
ExitLong(Convert.ToInt32(10000), "", "");
}

//else if (CrossBelow(StochasticsFast1.D, 10, 1) && Close[0] > EMA1[0])
else if (CrossBelow(StochasticsFast1.D, 10, 1) && Position.MarketPosition != MarketPosition.Flat)
{
EnterLong(Convert.ToInt32(10000), "");
}

if (CrossBelow(StochasticsFast1.D, 90, 1))
{
ExitLong(Convert.ToInt32(20000), "", "");
}


}
}
}

[NinjaTrader_Kate]

Hello omermirza,

Thank you for your post.

In my testing, when the Entries Per Direction is set to 2, I'm seeing it exit both trades successfully. Can you provide a screenshot of your settings for the strategy and also an example screenshot of what you're seeing?

Thanks in advance; I look forward to assisting you further.

[omermirza]

Sure.

[NinjaTrader_Kate]

Hello omermirza,

Thank you for your reply.

If you set the Entry Handling to All Entries, does it behave as you'd expect? Keep the Entries Per Direction as 2.

Thanks in advance; I look forward to assisting you further.

[omermirza]

Hello omermirza,

Thank you for your reply.

If you set the Entry Handling to All Entries, does it behave as you'd expect? Keep the Entries Per Direction as 2.

Thanks in advance; I look forward to assisting you further.

I will try it and update you.

Thanks.