Unmanaged Approach does not interact with SMA

[wyifei6688]

Hello,

I am doing an unmanaged approach. My goal is to place a Long or Short order if SMA Fast and SMA Slow cross over each other.

I used the following code but the orders are not placed:

protected override void OnBarUpdate()
{
if (longEntry == null && shortEntry == null && !entrySubmitted && CurrentBar > BarsRequiredToTrade
&& Position.MarketPosition == MarketPosition.Flat)
{

if (State == State.Historical)
oco = DateTime.Now.ToString() + CurrentBar + "entry";
else
oco = GetAtmStrategyUniqueId() + "entry";
entrySubmitted = true;

if (shortEntry == null && CrossBelow(smaFast, smaSlow, 1))
SubmitOrderUnmanaged(0, OrderAction.SellShort, OrderType.Limit, 100, High[0] + EntryDistance * TickSize, 0, oco, "Short limit entry");


if (longEntry == null && CrossAbove(smaFast, smaSlow, 1))
SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Limit, 100, Low[0] - EntryDistance * TickSize, 0, oco, "Long limit entry");
}

Please see the full cs file attached. Can you please help me understand why orders are not placed when SMA Fast and SMA Slow cross over each other when I run this strategy?

[NinjaTrader_Jesse]

Hello wyifei6688,

I would suggest using a Print to see whats happening, you could do something like the following:

Print("shortEntry null=" + (shortEntry == null) + " CrossBelow= " + CrossBelow(smaFast, smaSlow, 1));
if (shortEntry == null && CrossBelow(smaFast, smaSlow, 1))