Strategy Builder - Do not enter long if previous bar is greater than current

[twistedheart]

Hi,

I'm trying to build a strategy based on SMA cross over. For calculations I'm using OnBarClose. I read from a previous post that you would use (Close[0] > Close[1])).
I tried using the condition but still, an order still gets placed and filled.

This is my condition for entry:
---------------------
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

// Set 1
if ((CrossAbove(SMA1, SMA2, 1))
&& (Close[0] > Bollinger1.Middle[0])
&& (CurrentBars[0] != SavedBar)
&& (Position.MarketPosition == MarketPosition.Flat)
&& (Close[0] > Close[1]))
{
EnterLong(Convert.ToInt32(DefaultQuantity), goldenentry);
SavedBar = Convert.ToInt32(CurrentBars[0]);
}
--------------------------------------

Attached is the snapshot of the entry...

Possible to add some guidance where to look?

[NinjaTrader_ChrisL]

Hello, thanks for writing in. This is happening because the strategy runs OnBarClose, so its submitting the entry order on the first tick of the next bar where the conditions were true, in the image, the Close of the green bar is above the previous bar. To adjust this you would need to run the strategy OnEachTick to enter the market on the first tick of the entry bar. This will bring a new level of complexity to the script because now OnBarUpdate will be running much more frequently. I have an example of an OnEach Tick strategy here that controls trades to one trade per bar:

https://forum.ninjatrader.com/forum/ninjatrader-7/strategy-development-aa/1227909-once-conditions-are-met-enter-once-until-they-are-met-again#post1227913

[twistedheart]

Thanks Chris,

I will take a look