Time Frames and Entries

[bjunaid]

Hi,

I have developed a strategy that is suppose to take trades on a 30 minute time frame. I have back tested this strategy and it is taking trades however when I am trying to test the strategy using my simulation account and market replay data but my strategy is not taking any trades.

Do you think that it might be a timeframe issue, even though I am testing the strategy in a 30 minute bar, I should enter the trade in a one minute bar?

Thanks,

[NinjaTrader_Jesse]

Hello bjunaid,

I am testing the strategy in a 30 minute bar, I should enter the trade in a one minute bar?

Possibly, it really depends on what kind of condition you made. To answer why its not trading would require that you debug the condition. A simple way to do that is to add prints before the condition to output the values you used in the condition.

Before I provide more details on how to do that, is this developed in the builder or manually coded?

I look forward to being of further assistance.

[bjunaid]

This is manually coded.

[NinjaTrader_Jesse]

Hello bjunaid,

Thanks for that detail.

The easiest way forward would be to see why the condition is not happening.

A Print can be used before a condition like the following to help address whats happening:

Print(Time[0] + " " + Close[0] + " > " + Open[0]);
if(Close[0] > Open[0])

This would let you know the time of each bar processed and the condition values. Using this print you could determine if there is a difference when you run it on 30 minutes vs 1 minute to see how the condition evaluates. That would help to answer why its not working or if its possible to use it on other timeframes.

I look forward to being of further assistance.