False MACD Crossovers happeneing

[litamm89]

Hello!

I have a strategy that enters when the MACD crosses above the AVG.

However, I have notice that it isn't actually on the crossover but it seems the system anticipates the cross and enters before. How can I fix this so it actually enters when it crosses instead of before. Some times it will anticipate the crossover but then it never happens and turns the other way resulting in a negative trade.

I have attached a screenshot of one of these instances.

[NinjaTrader_Kate]

Hello litamm89,

Thank you for your post.

The first thing I would recommend would be to turn on the Order Trace function:

Strategy Builder > Default Properties > More Properties > Trace Orders, or:

if (State == State.SetDefaults)
{
TraceOrders = true;
}

Once you then recompile the strategy, you can open a new NinjaScript Output window under New > NinjaScript Output. This will print a log of any orders submitted by the strategy during while it's running, along with any ignored orders. You can then look through and see what may be occurring.

Here is a link to our help guide that goes into more detail on tracing orders:

https://ninjatrader.com/support/help...aceorders2.htm

Trace orders alone may not give you the full picture of whether or not a trade should have been entered on a given bar, so adding prints to your strategy that will show in the NinjaScript Output window, with information on what the variables you're using for your conditions are on a particular bar, can be helpful. I would highly suggest printing the actual values the MACD and AVG lines are returning within the strategy and the time of the bar to see exactly what conditions are becoming true.

This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

https://ninjatrader.com/support/foru...ns-not-working

If you run into issues like we saw here, the above information will allow you to print out all values used in the condition in question that may be evaluating differently. With the printout information you can assess what is different between the two.

Please let us know if we may be of further assistance to you.