But on this BEAR script, it tries to update every tick.
IDK what I'm doing wrong?
I put BOLD on the important relevant parts so it would be easier for you. thanks
#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 BEARcrossWTrailer : Strategy
{
private int EntryBar;
private double CurrentTriggerPrice;
private double CurrentStopPrice;
private EMA EMA1;
private EMA EMA2;
private Indicators.RegressionChannel RegressionChannel1;
private EMA EMA3;
private EMA EMA4;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "BEARcrossWTrailer";
Calculate = Calculate.OnEachTick;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 5;
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;
[B]TrailFrequency = 100;
TrailStopDistance = 100;[/B]
EntryBar = 1;
CurrentTriggerPrice = 0;
CurrentStopPrice = 0;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Close, 8);
EMA2 = EMA(Close, 34);
RegressionChannel1 = RegressionChannel(Close, 100, 2);
EMA3 = EMA(Close, 8);
EMA4 = EMA(Close, 34);
EMA1.Plots[0].Brush = Brushes.LimeGreen;
EMA2.Plots[0].Brush = Brushes.Red;
AddChartIndicator(EMA1);
AddChartIndicator(EMA2);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
// Set 1
if (Position.MarketPosition == MarketPosition.Flat)
{
CurrentStopPrice = 0;
}
if (CurrentBars[0] < 30)
return;
// Set 2
if ((CurrentBars[0] != EntryBar)
&& (State == State.Realtime)
&& (Position.MarketPosition == MarketPosition.Flat)
// Bar delay
&& ((BarsSinceExitExecution(0, "", 0) > 0)
|| (BarsSinceExitExecution(0, "", 0) == -1))
&& ([B]CrossBelow[/B](EMA1, EMA2, 1))
&& (Slope(RegressionChannel1.Middle, 30, 0) > -0.4))
{
[B]EnterShortLimit[/B](Convert.ToInt32(DefaultQuantity), GetCurrentAsk(0), @"Short");
BarBrush = Brushes.Blue;
EntryBar = Convert.ToInt32(CurrentBars[0]);
[B]CurrentTriggerPrice = (Close[0] + (TrailFrequency * TickSize)) ;
CurrentStopPrice = (Close[0] + (TrailStopDistance * TickSize)) ;[/B]
Print(Convert.ToString(Slope(RegressionChannel1.Mi ddle, 30, 0)));
}
// Set 3
if ((Position.MarketPosition == MarketPosition.Short)
[B]&& (Close[0] < CurrentTriggerPrice))[/B]
{
[B]CurrentTriggerPrice = (Close[0] + (TrailFrequency * TickSize)) ;
CurrentStopPrice = (Close[0] + (TrailStopDistance * TickSize)) ;[/B]
}
// Set 4
if ((CurrentStopPrice != 0)
&& (Position.MarketPosition == MarketPosition.Short))
{
ExitShortStopMarket(Convert.ToInt32(DefaultQuantit y), CurrentStopPrice, "", "");
Print(@"stop price");
}
// Set 5
if ((Position.GetUnrealizedProfitLoss(PerformanceUnit .Currency, Close[0]) < -30)
&& (Position.MarketPosition == MarketPosition.Short))
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"-$30", "");
Print(@"-$30");
}
// Set 6
if ((CrossAbove(EMA3, EMA4, 1))
&& (Position.MarketPosition == MarketPosition.Short))
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"34 > 8", "");
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="TrailFrequency", Order=1, GroupName="Parameters")]
public int TrailFrequency
{ get; set; }
[NinjaScriptProperty]
[Range(-9999, int.MaxValue)]
[Display(Name="TrailStopDistance", Order=2, GroupName="Parameters")]
public int TrailStopDistance
{ get; set; }
#endregion
}
}

Comment