else if (State == State.Configure) { AddDataSeries("MES SEP23", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last); //AddDataSeries(Data.BarsPeriodType.Tick, 1); }
#region Using declarations using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Windows; using System.Windows.Input; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Gui.SuperDom; using NinjaTrader.Gui.Tools; using NinjaTrader.Data; using NinjaTrader.NinjaScript; using NinjaTrader.Core.FloatingPoint; using NinjaTrader.NinjaScript.Indicators; using NinjaTrader.NinjaScript.DrawingTools; #endregion //This namespace holds Strategies in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Strategies { public class volmatesting : Strategy { private OrderFlowCumulativeDelta cumulativeDelta; private EMA ema2; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Enter the description for your new custom Strategy here."; Name = "volmatesting"; Calculate = Calculate.OnBarClose; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = true; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; OrderFillResolution = OrderFillResolution.Standard; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 2; // Disable this property for performance gains in Strategy Analyzer optimizations // See the Help Guide for additional information IsInstantiatedOnEachOptimizationIteration = true; VolMAPeriod = 60; VolMultiplierHigh = 2.0; VolMultiplierLow = 0.5; } else if (State == State.Configure) { AddDataSeries("MES SEP23", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last); //AddDataSeries(Data.BarsPeriodType.Tick, 1); } else if (State == State.DataLoaded) { ema2 = EMA(Volume, VolMAPeriod); } } protected override void OnBarUpdate() { double VolumeUpperBound = (ema2[0] * VolMultiplierHigh); double VolumeLowerBound = (ema2[0] * VolMultiplierLow); if (Volume[0] > VolumeUpperBound) { EnterLong(1, @"voltest"); } if ( (Volume[0] <= VolumeUpperBound) && (Volume[0] >= VolumeLowerBound)) { ExitLong(1, @"voltest", @"voltest"); } if ((Volume[0] <= VolumeLowerBound)) { EnterShort(1, @"voltest"); } if ( (Volume[0] <= VolumeUpperBound) && (Volume[0] >= VolumeLowerBound)) { ExitShort(1, @"voltest", @"voltest"); } } #region Properties [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name="VolMAPeriod", Order=3, GroupName="Parameters")] public int VolMAPeriod { get; set; } [NinjaScriptProperty] [Range(1, double.MaxValue)] [Display(Name="VolMultiplierHigh", Order=4, GroupName="Parameters")] public double VolMultiplierHigh { get; set; } [NinjaScriptProperty] [Range(0.1, double.MaxValue)] [Display(Name="VolMultiplierLow", Order=5, GroupName="Parameters")] public double VolMultiplierLow { get; set; } #endregion } }
Thank you!
Edit:
With more testing, starting from a different point, I've gathered that the specific conflict is between these lines:
double VolumeUpperBound = (ema2[0] * VolMultiplierHigh); double VolumeLowerBound = (ema2[0] * VolMultiplierLow);
AddDataSeries("MES SEP23", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last);
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