Strategy with MagicTrend indicator

[gayathri]

I created a simple buy/sell strategy with 2 TrendMagic indicator with different multpliers. It works in the realTime trades but my historical trades are not working. I find really hard to see backtest results. Can anyone help me to understand if i'm missing anything?

Attahing both codes.

[NinjaTrader_ChelseaB]

Hello gayathri,

As a heads up, we recommend you remove the try and catch as this can prevent error messages from being logged on the Log tab of the Control Center, which may be indicating the issue causing the behavior.

To understand why the script is behaving as it is, such as placing orders or not placing orders (or drawing objects or other actions) when expected, it is necessary to add prints to the script that print the values used for the logic of the script to understand how the script is evaluating.

In the strategy add prints (outside of any conditions) that print the values of every variable used in every condition that places an order along with the time of that bar.

This will print to the output window. Backtest the script and when the output from the output window appears save this by right-clicking the output window and selecting Save As... -> give the output file a name and save -> then attach the output text file to your reply.

Output from prints will appear in the NinjaScript Output window.
NT7: Tools -> Output window
NT8: New -> NinjaScript Output

The prints should include the time of the bar and should print all values from all variables and all hard coded values in all conditions that must evaluate as true for this action to be triggered. It is very helpful to include labels and operators in the print to understand what is being compared in the condition sets.

Below I am providing a link to videos that demonstrate adding prints to a script to get further information about the behavior of the script.
NT8 — https://youtu.be/H7aDpWoWUQs?t=2577&...We0Nf&index=14
NT7 — https://www.youtube.com/watch?v=K8v_...tu.be&t=48m35s

If you are using the Strategy Builder in NinjaTrader 8, you can also build prints in the Actions window under Misc -> Print.
NT8 Strategy Builder — https://drive.google.com/open?id=1CC...D4JjJgEIwJKv6L

To copy a script and modify the copy (allowing the original to remain in the Strategy Wizard):
NT8 — https://www.youtube.com/watch?v=BA0W...utu.be&t=8m15s
NT7 — https://www.youtube.com/watch?v=K8v_...utu.be&t=5m33s

It is also helpful to set TraceOrders to true in State.Configure as well as print the order object in OnOrderUpdate().
TraceOrders will output to the NinjaScript Output window a message when orders are being submitted, ignored, cancelled, or rejected.
Printing the order object in OnOrderUpdate() will allow you to track the progression of the order from submitted, to working, to filled, cancelled, or rejected.
These tools will let you know what happens to the order.
TraceOrders - https://ninjatrader.com/support/help...raceorders.htm
OnOrderUpdate() - https://ninjatrader.com/support/help...rderupdate.htm

I'm also including a link to a forum post with further suggestions on debugging a script.
https://ninjatrader.com/support/foru...956#post671956

Save the output from the output window to a text file. Let me know if you need assistance creating a print or enabling TraceOrders.

I am happy to assist with analyzing the output from prints and TraceOrders.

[gayathri]

Thanks for your immediate reply. Appreciate your help.

Attached updated script and log output.

[NinjaTrader_ChelseaB]

Hello gayathri,

The output needs to match the condition and needs to have the comparison operators, so that we can see how the values are being compared.

For example a proper informative print for the condition

if (trendMagic1.IsUpTrend && trendMagic2.IsUpTrend)
{
if (Position.MarketPosition != MarketPosition.Long && lastTrade != TrendDirection.Up)
{

Would be:

Print(string.Format("{0} | trendMagic1.IsUpTrend: {1} && trendMagic2.IsUpTrend: {3} && Position.MarketPosition: {4} != MarketPosition.Long && lastTrade: {5} != TrendDirection.Up", Time[0], trendMagic1.IsUpTrend, trendMagic2.IsUpTrend, Position.MarketPosition, lastTrade));

That said, I am seeing there are orders being submitted in the TraceOrders output.

Time: 3/26/2023 4:30:00 PM, trendMagic1: 0, trendMagic2: 0, Position.MarketPosition: Flat, lastTrade: Unknown
3/26/2023 4:30:00 PM Strategy 'bkScalper/288672468': Entered internal SubmitOrderManaged() method at 3/26/2023 4:30:00 PM: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Short' FromEntrySignal=''
Time: 3/26/2023 4:30:00 PM, value - SHORT

3/27/2023 3:30:00 AM Strategy 'bkScalper/288672468': Entered internal SubmitOrderManaged() method at 3/27/2023 3:30:00 AM: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Long' FromEntrySignal=''
Time: 3/27/2023 3:30:00 AM, value - LONG

3/27/2023 8:30:00 AM Strategy 'bkScalper/288672468': Entered internal SubmitOrderManaged() method at 3/27/2023 8:30:00 AM: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Short' FromEntrySignal=''
Time: 3/27/2023 8:30:00 AM, value - SHORT

3/28/2023 1:30:00 PM Strategy 'bkScalper/288672468': Entered internal SubmitOrderManaged() method at 3/28/2023 1:30:00 PM: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Long' FromEntrySignal=''
Time: 3/28/2023 1:30:00 PM, value - LONG

Are you unable to see these orders in the Strategy Performance window on the Orders display?

Is there a specific time you are expecting an order where there is not one?