Help with Strategy order script

[Graci117]

I have the following code, BarsToWait is set to 10 on a 3 minute ES chart.


if (ToTime(Time[0])> 095100)
&& ((BarsSinceExitExecution() > BarsToWait) || (BarsSinceExitExecution() ==-1))
&& Position.MarketPosition == MarketPosition.Flat
&& CurrentBar > BarTraded
&& Close[0] < EMA(length)[0]

However when I run the code in stategy analyzer I see 2 problems

1. BarsSinceExitExecution does not work. It takes the trades anyways

However when I run the code in stategy analyzer I see 2 problems


2. I have specified to not take trades before 9:51 am

I see some trades taken at 9:36 am.

I am not sure what I am doing wrong here. Can you please help?

[QuantKey_Bruce]

I would suspect that possible you are running Calculate == Calculate.OnPriceChange or Calculate == Calculate.OnEachTick rather than Calculate.OnBarClose, or that you are placing orders that are LiveUntilCanceled = true and thus they are saving up and executing together later. We would probably need more information to assist with this such as what comes after this "if" statement to place the orders and the Calculate state at the least. Additionally, if you are not trying to scale in, I would recommend that you set EntriesPerDirection to 1.

[NinjaTrader_Emily]

Hello Graci117,

Thank you for your post.

I suggest adding print statements to your strategy both outside of your condition as well as when the orders are submitted to understand the values being used for your condition when trades are taken. To address both of your questions, you can print the value of BarsSinceExitExecution() and compare it to the value of BarsToWait, and you can also print Time[0] to see what time value is being used when the condition should be checking if it is past 9:51 or not. For more details on using prints to debug your script:

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

After adding prints, review the output in the NinjaScript Output window. If you are unsure of the meaning of the output, you could share your print statements here along with the output. To save the output, right-click the NinjaScript Output window and select Save As. You can save the .txt file and then attach it here.

Please let us know if we may be of further assistance.

[Graci117]

Hello Graci117,

Thank you for your post.

I suggest adding print statements to your strategy both outside of your condition as well as when the orders are submitted to understand the values being used for your condition when trades are taken. To address both of your questions, you can print the value of BarsSinceExitExecution() and compare it to the value of BarsToWait, and you can also print Time[0] to see what time value is being used when the condition should be checking if it is past 9:51 or not. For more details on using prints to debug your script:

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

After adding prints, review the output in the NinjaScript Output window. If you are unsure of the meaning of the output, you could share your print statements here along with the output. To save the output, right-click the NinjaScript Output window and select Save As. You can save the .txt file and then attach it here.

Please let us know if we may be of further assistance.

Thanks so much!! The Print statements helped tremendously. The reason it was not working was because I had an 'Or' condition and may parenthesis were not correctly placed. I have yet another question, and would appreciate if you could help. I'd like to know the profit or loss on the previous trade. If the previous trade was completely stopped out before the breakeven hit then I'd like to stop trading for that day. How do I get the p/l for the previous trade?

[QuantKey_Bruce]

It would end up looking something like:

double LastTradeProfitCurrency = (SystemPerformance.AllTrades.Count > 0) ? SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1].ProfitCurrency : double.NaN;