Strategy on playback vs Continuum vs simulated

[cosmin1ke]

My code works on playback but when i try to run it on simulated or continuum it does not.

protected override void OnBarUpdate()
{

if(State == State.Historical)
{
return;
}
if (CurrentBar < BarsRequiredToTrade)
return;
//Add your custom strategy logic here.
if(setPrice == false)
{
LimitPrice = Close[0] + (8 * TickSize);
AddLimitPrice = Close[0] - (8 * TickSize);
setPrice = true;
}


if(Position.MarketPosition == MarketPosition.Flat && firstEntry == false)
{


if(Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(1,"long entry");
}

if(Position.MarketPosition == MarketPosition.Long)
{
EnterShortStopMarket(0,true,2,AddLimitPrice," First short limit entry");
}

firstEntry = true;
}

The EnterLong(1,"long entry"); gets executed but that is it. On my orders tab i cannot see EnterShortStopMarket(0,true,2,AddLimitPrice," First short limit entry"); and nothing happens if the price gets to the point when entershortstopmarket should trigger.
Everything works fine in playback.

[NinjaTrader_Jesse]

Hello cosmin1ke,

The code you have posted shouldn't work in general, you have your EnterShortStopMarket inside a condition checking for flat in addition to checking for long. Its not going to be both long and flat so the condition shouldn't be executed. I removed the entry condition so you can see the structure more easily here:

if(Position.MarketPosition == MarketPosition.Flat && firstEntry == false)
{
   if(Position.MarketPosition == MarketPosition.Long)
   {
      EnterShortStopMarket(0,true,2,AddLimitPrice," First short limit entry");
   }

   firstEntry = true;
}​

The first parent condition is checking if the bool variable is false in addition to checking for Flat. Inside that condition you check if the position is Long which it won't be while the position is flat.

Once the entrry condition happens once and you set your bool to false the parent condition no longer works so the condition checking for long is never checked again.

You need to remove the long condition from inside the flat conditions:

if(Position.MarketPosition == MarketPosition.Flat && firstEntry == false)
{



    firstEntry = true;
}​

if(Position.MarketPosition == MarketPosition.Long)
{
    EnterShortStopMarket(0,true,2,AddLimitPrice," First short limit entry");
}

[cosmin1ke]

Let's assume that the code that i posted , the one that "shouldn't work in general" does work in playback.
I will also add that i am on eachtick calculation mode.

Is there any other problem that you can think of that cause it not to work in continuum?

[NinjaTrader_Jesse]

Hello cosmin1ke,

The Position.MarketPosition can't be both long and flat at the same time, its a single value so I am not sure what's happening in your test that would be correct. The code you posted is not valid so you would need to fix it and re test in playback and the other modes.

To do logic based on the position you always want to use multiple conditions like the following:

if(Position.MarketPosition == MarketPosition.Flat)
{
    // Position.MarketPosition is now flat
}​
if(Position.MarketPosition == MarketPosition.Short)
{
   // Position.MarketPosition is now Short
}​​
if(Position.MarketPosition == MarketPosition.Long)
{
   // Position.MarketPosition is now Long
}​

The conditions are all at the same scope so only 1 of the 3 conditions will be true during a call to OnBarUpdate. This helps to seperate logic based on the position. What you provided should not work because you have a sub condition within the parent conditions scope:

if(Position.MarketPosition == MarketPosition.Flat )
{
    // the position is flat 
    if(Position.MarketPosition == MarketPosition.Long)
   {
        // this cannot be true because the parent condition is true, if the parent condition was true that means Position.MarketPosition is flat and not long or short
   }
}​