unique entries issue

[trader3000a]

Hi,
I have a problem where a strategy i optimize which has unique entries that add to a trade will show a different net profit in the summary than in the upper list, and when i go back to it later, the chart doesn't show the added contracts, just the initial one, and the net profit reflects the single entries only. Is this something someone has heard of?
thanks,
David

[NinjaTrader_ChelseaB]

Hello David,

To confirm each entry has a unique signalName, and each exit is using the fromEntrySignal of those entry signalNames?

You have EntryHandling set to .UniqueEntries?

The exits are exit orders or set methods?

Below is a link to an example script. Are you able to reproduce with this?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1058762-how-do-you-set-strategy-builder-to-scale-out-at-profit-targets?p=1077380#post1077380

[trader3000a]

Hi,


I've created a video of the phenomenon at https://drive.google.com/file/d/1jru...ew?usp=sharing

Cannot reproduce with your samples, but the issue is with strategies where I'm adding to a position.

For example, if Position = Long && (Close[0] - AveragePrice) >= (AveragePrice * 1.0025), EnterLong("firstAddition")

Do you have any samples of this activity?
thanks

[NinjaTrader_ChelseaB]

Hello David,

To understand behavior, enable TraceOrders. Then print the order object in OnOrderUpdate(), and above the condition that places the entry print the time of the bar and all values used in the condition with labels for each value and comparison operator.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Provide the output saved to a text file with your next post.

As a heads up, you are attempting to assign Position a value. This is not a property that is intended to be set by the code and is only intended to be updated by the NinjaTrader core when OnPositionUpdate() updates.

[trader3000a]

I meant Position.MarketPosition == MarketPosition.Long, just writing shorthand. I'll be more accurate in future. Here's a section of code: Can you see anything sketchy?

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < BarsRequiredToTrade)
return;

// Long Start
if (Position.MarketPosition == MarketPosition.Flat
&& ParabolicSAR1[0] < Close[0]
&& (ADX1[0] > AdxLower)
&& (ADX1[0] < AdxUpper))
{
EnterLong("initialEntryLong");
AddCount = 0;

}
// Add 2nd contract to Long at .5 points if working
if (
Position.MarketPosition == MarketPosition.Long
&& Position.Quantity == 1
&& Close[0] - Position.AveragePrice >= .5
&& AddCount == 0
)
{
EnterLong ("Long Add a");
AddCount = 1;
}
// Add 3rd contract to Long at 1 point if working
if (
Position.MarketPosition == MarketPosition.Long
&& Position.Quantity == 2
&& Close[0] - Position.AveragePrice >= 1
&& AddCount == 1
)
{
EnterLong ("Long Add b");
AddCount = 2;
}
// Take profit if we have 2contracts and reach 1% move up from avgPrice
if (
Position.MarketPosition == MarketPosition.Long
&& Position.Quantity >= 2
&& Close[0] - Position.AveragePrice >= Position.AveragePrice * StopPercent
)
{
ExitLong ("Long Add a");
}
// Take profit if we have 3 contracts and reach .5% move up from avgPrice
if (
Position.MarketPosition == MarketPosition.Long
&& Position.Quantity == 3
&& Close[0] - Position.AveragePrice >= Position.AveragePrice * (StopPercent/2)
)
{
ExitLong ("Long Add b");
}​

[NinjaTrader_ChelseaB]

Hello David,

I would need the output from TraceOrders and Print() to understand the behavior.

[trader3000a]

I'm able to reproduce the issue with your sample: https://ninjatrader.com/support/help...ignals_NT8.zip

When I run an optimization using parameter ranges for Period and SMAPeriod and Optimize data series using 10 - 60 minute bars with a 10 minute increment, and using unique entries, initial results are as expected. I close the application and reopen, and now the optimization Net Profit results do not match theiir corresponding Net Profit in the summary section, the number of trades is different, and the RSI entries are no longer present on the chart.

Please advise, thanks,
David

[NinjaTrader_ChelseaB]

Hello David,

I am not able to reproduce. Below is a link to a video.

https://drive.google.com/file/d/1xd12RfLIRXS473hiA7nhbTccO78PRXmZ/view?usp=share_link

On the first optimization the net profit is negative 25. After restarting the net profit is still negative 25.

May I confirm I have performed the steps you are suggesting correctly?

May I confirm you are using 8.1.1.3?