Help with Ehlers Predictive Moving Strategy - Compilation errors and more
Hello I an NEW. So please be kind. I really am not good at programming (or know the difference between a bodily orifice and a hole in the ground)
I used the strategy builder to kind of build the base then tried to mess with the code. I am using the Ehlers Predictive Moving Strategy to try and place scalping trades
I get the following errors
| The best overloaded method match for 'NinjaTrader.NinjaScript.NinjaScriptBase.CrossBelo w(double, NinjaTrader.NinjaScript.ISeries<double>, int)' has some invalid arguments | CS1502 | 106 |
| Argument 2: cannot convert from 'double' to 'NinjaTrader.NinjaScript.ISeries<double>' | CS1503 | 106 |
| The best overloaded method match for 'NinjaTrader.NinjaScript.NinjaScriptBase.CrossAbov e(double, NinjaTrader.NinjaScript.ISeries<double>, int)' has some invalid arguments | CS1502 | 120 |
| Argument 2: cannot convert from 'double' to 'NinjaTrader.NinjaScript.ISeries<double>' | CS1503 | 120 |
What I am trying to do is when the Predict Line crosses the Trigger Line then place a trade depending on cross above or cross below. I have bolded the offending lines.
The code is below
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 RenkoEhlersPredictiveMovingStrategyModified : Strategy
{
private int DaysProfit;
private Series<double> Trigger;
private Series<double> Predict;
//private WMA WMA1;
private Series<double> wma1;
private Series<double> wma2;
private int MINBAR = 13;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Ehlers Predictive Moving strategy goes long when the signal truns green and goes short when the signal turns red";
Name = "RenkoEhlersPredictiveMovingStrategyModified";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
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;
StartofTrading = DateTime.Parse("08:30", System.Globalization.CultureInfo.InvariantCulture) ;
EndofTrading = DateTime.Parse("15:30", System.Globalization.CultureInfo.InvariantCulture) ;
MaxDailyProfit = 1500;
MaxDailyLoss = 500;
NumberOfContracts = 1;
DaysProfit = 0;
//Trigger = 1;
//Predict = 1;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
wma1 = new Series<double>(this);
wma2 = new Series<double>(this);
Trigger = new Series<double>(this);
Predict = new Series<double>(this);
//WMA1 = WMA(Close, 14);
}
}
protected override void OnBarUpdate()
{
wma1[0] = (7 * Median[0] + 6 * Median[1] + 5 * Median[2] + 4 * Median[3] + 3 * Median[4] + 2 * Median[5] + Median[6]) / 28;
wma2[0] = (7 * wma1[0] + 6 * wma1[1] + 5 * wma1[2] + 4 * wma1[3] + 3 * wma1[4] + 2 * wma1[5] + wma1[6]) / 28;
Trigger[0] = 2 * wma1[0] - wma2[0];
Predict[0] = (4 * Trigger[0] + 3 * Trigger[1] + 2 * Trigger[2] + Trigger[3]) / 10;
//LastPredict = Predict[1];
//LastTrigger = Trigger[0];
if (CurrentBar <= MINBAR) return;
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
// Set 1
if ((CrossBelow(Predict[1], Trigger[0], 1))
// Trading times
&& ((Times[0][0].TimeOfDay >= StartofTrading.TimeOfDay)
&& (Times[0][0].TimeOfDay <= EndofTrading.TimeOfDay))
//ProfitLoss
&& ((DaysProfit <= MaxDailyProfit)
&& (DaysProfit >= MaxDailyLoss))
)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"");
ExitShort(Convert.ToInt32(NumberOfContracts), "", @"");
}
// Set 2
if ((CrossAbove(Predict[1], Trigger[0], 1))
// Trading times
&& ((Times[0][0].TimeOfDay >= StartofTrading.TimeOfDay)
&& (Times[0][0].TimeOfDay <= EndofTrading.TimeOfDay))
// ProfitLoss
&& ((DaysProfit <= MaxDailyProfit)
&& (DaysProfit >= MaxDailyLoss))
)
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
}
Print(Convert.ToString(DaysProfit));
}
region Properties
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="StartofTrading", Description="Time the trading starts", Order=1, GroupName="Parameters")]
public DateTime StartofTrading
{ get; set; }
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="EndofTrading", Description="End of Trading for Strategy", Order=2, GroupName="Parameters")]
public DateTime EndofTrading
{ get; set; }
[NinjaScriptProperty]
[Range(0, int.MaxValue)]
[Display(Name="MaxDailyProfit", Order=3, GroupName="Parameters")]
public int MaxDailyProfit
{ get; set; }
[NinjaScriptProperty]
[Range(0, int.MaxValue)]
[Display(Name="MaxDailyLoss", Order=4, GroupName="Parameters")]
public int MaxDailyLoss
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="NumberOfContracts", Description="Number Of Contracts", Order=5, GroupName="Parameters")]
public int NumberOfContracts
{ get; set; }
#endregion
}
}
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