Error.. with SetStopLoss

[techsigma]

Hello,

Hope all is well.

I am getting an error (Error on calling 'OnStateChange' method 'SetStopLoss' cannot be set from this state). However, I am not calling that method from that state at all. Below is my code:

#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 InbotRSICrossover : Strategy
{
private ATR _atr;
private int _fastEMA = 10;
private int _mediumEMA = 50;
private int _fastRSI = 6;
private int _slowRSI = 20;
private int _smoothing = 3;
private double _stopLossMultipler = 1;
private double _targetMultipler = 1.4;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"RSI Crossover Strategy with Moving Average Confluence";
Name = "InbotRSICrossover";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
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;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 1);
}
else if (State == State.DataLoaded)
{
_atr = ATR(Close, 14);
}
}

protected override void OnBarUpdate()
{
if (CurrentBar > 14)
{
//Add your custom strategy logic here.
if (RSICrossoverShort() && PriceCrossoverShort() && !IsSMABull() && CheckTime() && Position.MarketPosition == MarketPosition.Flat)
EnterShort(1, "entryOrder");

else if (RSICrossoverLong() && PriceCrossoverLong() && IsSMABull() && CheckTime() && Position.MarketPosition == MarketPosition.Flat)
EnterLong(1, "entryOrder");
}
}

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
// check if the current order matches the orderName passed in "EnterLong"()
// Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
// This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately after submitting
if (order.Name == "entryOrder")
{
// if entry order exists
if (order != null && orderState == OrderState.Filled)
{
Print(order.ToString());
// Do something here
//Sets levels
double TakeProfit = 0;
double StopLoss = 0;

if (order.OrderAction == OrderAction.Buy)
{
TakeProfit = Position.AveragePrice + (_targetMultipler * _atr[0]);
StopLoss = Position.AveragePrice - (_atr[0] * _stopLossMultipler);
//StopLoss = MIN(Low,2)[0];
//TakeProfit = Position.AveragePrice + ((Position.AveragePrice - StopLoss) * 1.4);
}
else if (order.OrderAction == OrderAction.SellShort)
{
TakeProfit = Position.AveragePrice - (_targetMultipler * _atr[0]);
StopLoss = Position.AveragePrice + (_atr[0] * _stopLossMultipler);
// StopLoss = MAX(High,2)[0];
//TakeProfit = Position.AveragePrice - ((StopLoss - Position.AveragePrice) * 1.4);
}
else
Print ("ERROR - Order " + order.OrderAction.ToString());

Print(DateTime.Now.ToLongTimeString() + " Entered " + order.OrderAction.ToString() + " position!");
Print("Set Target and Stop Loss Order " + order.OrderAction.ToString() + " Price: " + Position.AveragePrice + " - Target: " + TakeProfit + " - " + " Stop Loss: " + StopLoss + " ATR:" + _atr[0].ToString());

SetProfitTarget(CalculationMode.Price, TakeProfit,true);
SetStopLoss(CalculationMode.Price, StopLoss);
}
}
}

#region Functions

private bool RSICrossoverLong()
{

if (CrossAbove(RSI(_fastEMA,_smoothing), RSI(_slowRSI,_smoothing), 0))
{
return true;
}
else
{
return false;
}

}

private bool RSICrossoverShort()
{

if (CrossBelow(RSI(_fastEMA,_smoothing), RSI(_slowRSI,_smoothing), 0))
{
return true;
}
else
{
return false;
}

}

private bool PriceCrossoverLong()
{

if (CrossAbove(Close, SMA(20), 3))
{
return true;
}
else
{
return false;
}

}

private bool PriceCrossoverShort()
{

if (CrossBelow(Close, SMA(20), 3))
{
return true;
}
else
{
return false;
}

}

private bool CheckTime()
{
/* Checks to see if the time is during the busier hours (format is HHMMSS or HMMSS). Only allow trading if current time is during a busy period.
The timezone used here is (GMT-05:00) EST. */
//if ((ToTime(Time[0]) >= 94500 && ToTime(Time[0]) < 120000) || (ToTime(Time[0]) >= 140000 && ToTime(Time[0]) < 154500))
if ((ToTime(Time[0]) >= 94500 && ToTime(Time[0]) <= 154500))
{
return true;
}
else
return false;
}

public bool IsSMABull()
{
try
{
var ema100 = SMA(100);

double currentPrice = Close[0];
if (currentPrice >= ema100[0])
{
return true;
}
else
{
return false;
}

}
catch(Exception ex)
{
return false;
}

}

#endregion


#region Properties

[NinjaScriptProperty]
[Description("Fast RSI Value")]
[Display(Name="FastRSI", Description="Fast RSI Property", Order=1, GroupName="Parameters")]
public int FastRSI
{
get
{
return _fastRSI;
}

set
{
_fastRSI = value;
}
}

[NinjaScriptProperty]
[Description("Slow RSI Value")]
[Display(Name="SlowRSI", Description="Slow RSI Property", Order=2, GroupName="Parameters")]
public int SlowRSI
{
get
{
return _slowRSI;
}

set
{
_slowRSI = value;
}
}

[NinjaScriptProperty]
[Description("Smoothing Value")]
[Display(Name="SmoothingRSI", Description="Smoothing RSI Property", Order=3, GroupName="Parameters")]
public int SmoothingRSI
{
get
{
return _smoothing;
}

set
{
_smoothing = value;
}
}

[NinjaScriptProperty]
[Description("Stop Loss Multipler")]
[Display(Name="StopLossMultiplerValue", Description="Stop Loss Multipler Property", Order=4, GroupName="Parameters")]
public double StopLossMultipler
{
get
{
return _stopLossMultipler;
}

set
{
_stopLossMultipler = value;
}
}

[NinjaScriptProperty]
[Description("Target Multipler")]
[Display(Name="TargetMultiplerValue", Description="Target Multipler Property", Order=5, GroupName="Parameters")]
public double TargetMultipler
{
get
{
return _targetMultipler;
}

set
{
_targetMultipler = value;
}
}
#endregion
}
}

[NinjaTrader_Kate]

Hello techsigma,

Thank you for your post.

I'm not seeing the same on my end after compiling your code. Have you completely removed it from and re-added it to your chart so that all changes have been picked up after compiling?

Thanks in advance; I look forward to assisting you further.

[techsigma]

The error is actually on Backtesting. But yes, I have. I really have no clue why it gives the error as I am in no place calling that functionality.

[NinjaTrader_Kate]

Hello techsigma,

Thank you for your reply.

I'm not getting any errors (or seeing any trades taken, for that matter) when backtesting on ES 06-22 1 minute. What instrument, chart type and interval are you using for your backtest that's giving the error? Can you supply a screenshot of your Strategy Analyzer settings?

Thanks in advance; I look forward to assisting you further.

[techsigma]

Hello. I am using MNQ (06-22) on a 1 minute chart. I am in the initial stages, so I am just testing to see what comes up but got stuck on that error. See attached for the requested screen shot.

Thanks

[NinjaTrader_Kate]

Hello techsigma,

Thank you for your reply.

I'm not seeing the error using the same settings you have.

Can you confirm what version of NinjaTrader you're using? You can find the version number under Help > About. The current version is 8.0.26.0.

If you shut down NinjaTrader, clear your cache, and restart, then run another backtest, do you see an error either on screen or in the Log tab of the Control Center?

To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

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

[techsigma]

Hello,

I cleared the cache and updated to 8.0.26.0. However, I am still getting the same error.

[techsigma]

..and there is a new symptom....

So I deleted the strategy and built it again with a new file. Now I get the same error, but on one of the sample strategies that are there (SampleCrossoverStrategy).

[NinjaTrader_Kate]

Hello techsigma,

Thank you for your note.

Could you provide a screenshot showing the error you are currently getting?

Thanks in advance; I look forward to assisting you further.