How to include the Short Logic to a Long only Trailing Stop Strategy Builder code?

[NinjaTrader_ChrisL]

Hi Cormick, thanks for your reply.

It's better to have one strategy running on one instrument because two strategies running on the same instruments can get each other out of sync with the account (one goes long as the other goes short, leaving the account flat).

Another debugging tool to use is the Trace Orders feature where ignored and rejected orders will be logged in the output window:
https://ninjatrader.com/support/help...aceorders2.htm

An example strategy that reverses is the SampleMACrossover strategy.

Best regards,
-ChrisL

[Cormick]

Hi Chris,

Thanks to NT-Roland observation here:

https://ninjatrader.com/support/foru...44#post1158144

The issue was wrong limitPrice understanding:

The solution.

http://https://ninjatrader.com/de/su...r_handling.htm

EnterLongLimit(int quantity, double limitPrice, string signalName)

Example:

EnterLongLimit([B]GetCurrentBid()[/B], "SMA Cross Entry");

GetCurrentBid() method instead of the original zero 0.

The Multi-Steps Breakeven working code for both Long and Short:

https://pastebin.com/tG9iZzk8

#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

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class MultiStepBreakeven : Strategy
{
private int StopLossModeLong;
private int StopLossModeShort;


protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MultiStepBreakeven";
Calculate = Calculate.OnEachTick;
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;
StopLossModeLong = 0;
StopLossModeShort = 0;
}
else if (State == State.Configure)
{
}
}

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

// Set 1
if ((Position.MarketPosition == MarketPosition.Flat)
&& (Close[0] > Open[0]))
{
EnterLongLimit(Convert.ToInt32(DefaultQuantity), GetCurrentBid(), "");
StopLossModeLong = 0;
}

if (CurrentBars[0] < 1)
return;


// Set 2
if ((Position.MarketPosition == MarketPosition.Long)
&& (StopLossModeLong == 0))
{
ExitLongStopMarket(Convert.ToInt32(DefaultQuantity ), (Position.AveragePrice + (-10 * TickSize)) , "", "");
}

// Set 3
if ((Position.MarketPosition == MarketPosition.Long)
&& (Close[0] >= (Position.AveragePrice + (10 * TickSize)) )
&& (StopLossModeLong == 0))
{
StopLossModeLong = 1;
}

// Set 4
if ((Position.MarketPosition == MarketPosition.Long)
&& (StopLossModeLong == 1))
{
ExitLongStopMarket(Convert.ToInt32(DefaultQuantity ), Position.AveragePrice, "", "");
}

// Set 5
if ((Position.MarketPosition == MarketPosition.Long)
&& (Close[0] >= (Position.AveragePrice + (20 * TickSize)) )
&& (StopLossModeLong == 1))
{
StopLossModeLong = 2;
}

// Set 6
if ((Position.MarketPosition == MarketPosition.Long)
&& (StopLossModeLong == 2))
{
ExitLongStopMarket(Convert.ToInt32(DefaultQuantity ), (Position.AveragePrice + (10 * TickSize)) , "", "");
}


// Set 7
if ((Position.MarketPosition == MarketPosition.Flat)
&& (Close[0] < Open[0]))
{
EnterShortLimit(Convert.ToInt32(DefaultQuantity), GetCurrentAsk(), "");
StopLossModeShort = 0;
}

if (CurrentBars[0] < 1)
return;


// Set 8
if ((Position.MarketPosition == MarketPosition.Short)
&& (StopLossModeShort == 0))
{
ExitShortStopMarket(Convert.ToInt32(DefaultQuantit y), (Position.AveragePrice + (10 * TickSize)) , "", "");
}

// Set 9
if ((Position.MarketPosition == MarketPosition.Short)
&& (Close[0] <= (Position.AveragePrice + (-10 * TickSize)) )
&& (StopLossModeShort == 0))
{
StopLossModeShort = 1;
}

// Set 10
if ((Position.MarketPosition == MarketPosition.Short)
&& (StopLossModeShort == 1))
{
ExitShortStopMarket(Convert.ToInt32(DefaultQuantit y), Position.AveragePrice, "", "");
}

// Set 11
if ((Position.MarketPosition == MarketPosition.Short)
&& (Close[0] <= (Position.AveragePrice + (-20 * TickSize)) )
&& (StopLossModeShort == 1))
{
StopLossModeShort = 2;
}

// Set 12
if ((Position.MarketPosition == MarketPosition.Short)
&& (StopLossModeShort == 2))
{
ExitShortStopMarket(Convert.ToInt32(DefaultQuantit y), (Position.AveragePrice + (-10 * TickSize)) , "", "");
}

}
}
}