Immediately Place Order when Strategy Enabled

[elcowen]

I want to place an order immediately above/below previous bar when I enable the strategy. However, it sometimes makes me wait for a new bar, or doesn't place order at all.

I've tried changing the 'StartBehavior' but nothing happens.


if (Position.MarketPosition == MarketPosition.Flat)
{
if (High[0] - Low[0] <= (50*TickSize))
{
EnterShortStopLimit(2, (Low[0] - (2 * TickSize)) , (Low[0] - (1 * TickSize)) , @"SE1");
EnterShortStopLimit(1, (Low[0] - (2 * TickSize)) , (Low[0] - (1 * TickSize)) , @"SE2");
EnterShortStopLimit(1, (Low[0] - (2 * TickSize)) , (Low[0] - (1 * TickSize)) , @"SE3");
}


Thank you!!!!

[NinjaTrader_ChrisL]

Hi elcowen, thanks for posting. If you want to do this on the first real time bar, put this code at the top of OnBarUpdate:

if(State == State.Historical)
return;

Also make sure "EntriesPerDirection" is set to at least 3 to accommodate the three entry orders.

Kind regards,
-ChrisL

[elcowen]

Chris good catch on the Entries/Direction... thank you!

My strategy is still waiting for the start of a new candle before sending an order.

If I said Calculate.EachTick then used High[1] (instead of High[0]) would that send the order immediately?

Thanks,

[NinjaTrader_ChrisL]

Hi elcowen, Is the strategy running in a backtest with these orders or are they real time orders? If you see it in the backtest the strategy needs intrabar granularity. See this post explaining the concept:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live