Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Strategy doesnt execute orders in the second session, why?
Collapse
X
-
Strategy doesnt execute orders in the second session, why?
I would like to keep running a strategy during the week. On monday works perfectly, but the rest of the days, the orders are not executed. If I disable and enable again the strategy, I can see the positions not executed marked on the graph (so the strategy is correct). Is there any restriction to keep running the strategies during two of more sessions?Tags: None
-
Hello cpsaez,
Thanks for your post and welcome to the NinjaTrader forums!
Do you have any code in your strategy that would stop the strategy from performing further trades? For example, something that is checking the PNL of the strategy.
Do you see any errors in the "log" tab of the control center on days when the strategy does not execute?
After you disable and then re-enable the strategy, does the strategy then perform live trades?
Paul H.NinjaTrader Customer Service
-
Hi PaulH
The code is very simple. The only check that I have is the next one:
if (Bars.IsLastBarOfSession || Bars.IsFirstBarOfSession ) {
touchEntrySignal=false;
if (Position.MarketPosition == MarketPosition.Long)
{
ExitLong("Exit All", "");
}
if (Position.MarketPosition == MarketPosition.Short)
{
ExitShort("Exit all", "");
}
return;
}
TouchEntrySignal is my flag to enter the position. I dont see any errors and after restart ninjatrader, it started to perform correctly. I'm really lost with this issue. My OnStatechange code:
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 3600;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = true;
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;
Its working under 1 minute data serie.
Thanksˇ
Comment
-
hello cpsaez,
Thanks for your reply.
As a test, please remove the check for Bars.IsLastBarOfSession based on the notes in the help guide: https://ninjatrader.com/support/help...rofsession.htm
Test on your sim101 account.
Paul H.NinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Harry, 05-02-2018, 01:54 PM
|
10 responses
3,203 views
0 likes
|
Last Post
by tharton3
Today, 08:52 AM
|
||
Started by cre8able, Yesterday, 01:16 PM
|
3 responses
11 views
0 likes
|
Last Post
by cre8able
Today, 08:28 AM
|
||
Started by ChartTourist, Today, 08:22 AM
|
0 responses
6 views
0 likes
|
Last Post
by ChartTourist
Today, 08:22 AM
|
||
Started by LiamTwine, Today, 08:10 AM
|
0 responses
2 views
0 likes
|
Last Post
by LiamTwine
Today, 08:10 AM
|
||
Started by Balage0922, Today, 07:38 AM
|
0 responses
5 views
0 likes
|
Last Post
by Balage0922
Today, 07:38 AM
|
Comment