Strategy doesnt execute orders in the second session, why?

[cpsaez]

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?

[NinjaTrader_PaulH]

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?

[cpsaez]

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

[NinjaTrader_PaulH]

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.