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Tick LineBreak position exit not working consistently

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    Tick LineBreak position exit not working consistently

    I have a strategy using the Strategy Builder that only enters or exits trades on bar close. I'm using this on a 3 Line Break chart. Most of the entries seem correct but a significant portion of the exits are exiting in the same bar as the entry even though the entry requires an up close and the exit requires a down close. I added a "bars since entry !=0" to the exit conditions but it had no effect. I've attached an example of it working correctly and then a short time later exiting incorrectly. The only conditions for an exit are a down close and bars since entry not equal to 0.

    Any ideas on what my issue is?
    Attached Files

    #2
    Hello dpvrkb,

    Thank you for your note.

    I'd like to test the strategy on my end to see what may be occurring. You can export the strategy from Tools > Export > NinjaScript Addon. Do not check the box to export as a compiled assembly or I will not be able to review your logic. Please attach the resulting .Zip file to your reply.

    Thanks in advance; I look forward to assisting you further.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Thanks Kate, I've attached the strategy.
      Attached Files

      Comment


        #4
        Hello dpvrkb,

        Thank you for your reply.

        I'm not seeing you've actually applied the Bars Since Entry != 0 to the actual condition sets with the exits. All that happens in those sets is that you set a bool that you never actually seem to use or set back to false.

        You'd want to place that logic in sets where an exit would actually be triggered - so Sets 9 and 18 are the ones that actually trigger exits, so you'd want to put that BarsSinceEntry logic in there to keep that from occurring. I also note you set MOMOLong and MOMOShort to true and never set those back to false - I'm not sure if that's intentional or not.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Thank you, sorry about that, I forgot all about needing to set the bools back to false. I've fixed it and it looks like it is working properly now.

          Comment

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