Moving Average Strategy Assistance:

[Wsummers]

Hello,

Can I get some assistance on this strat I'm trying to build? Basic MA crossover strategy: For Long, enter when 9ma crosses above the 20ma but I also want to enter when price crosses back over the 9ma but only while the 9ma is above the 20ma, and vice versa for shorts. And for exits on both long and short, when price closes below and above the 9ma respectively.

Thank you,




//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class MyMA : Strategy
{
private SMA SMA1;
private SMA SMA2;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MyMA";
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 = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
Long = 1;
Short = 1;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
SMA1 = SMA(Close, 9);
SMA2 = SMA(Close, 20);
}
}

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

if (CurrentBars[0] < 1)
return;

// Set 1
if ((CrossAbove(SMA1, SMA2, 1))
&& (Close[0] > SMA1[0]))
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"");
}

// Set 2
if ((CrossBelow(SMA1, SMA2, 1))
&& (Close[0] < SMA1[0]))
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

// Set 3
if (CrossBelow(Close, SMA1, 1))
{
ExitLong(Convert.ToInt32(DefaultQuantity), "", @"");
}

// Set 4
if (CrossAbove(Close, SMA1, 1))
{
ExitShort(Convert.ToInt32(DefaultQuantity), "", "");
}

}

region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Long", Order=1, GroupName="Parameters")]
public int Long
{ get; set; }

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Short", Order=2, GroupName="Parameters")]
public int Short
{ get; set; }
#endregion

}
}

region Wizard settings, neither change nor remove
/*@

[NinjaTrader_Gaby]

Hello Wsummers,

Thank you for your post.


Please note that your strategy should not submit an entry and an exit at the same time. This can cause the position to double in the opposite direction or cause an overfill. I recommend using a check in your exit condition that requires the cross to be false.

The forum post below goes over this in detail:
https://forum.ninjatrader.com/forum/...16#post1036616


In order to better understand how the code is working, it will be necessary to use Print to see how the conditions are evaluating and enable TraceOrders to see if orders are being submitted, ignored, rejected, or cancelled.

Below is a link to a forum post that demonstrates using prints to understand behavior and includes a link to a video recorded using the Strategy Builder to add prints.
https://ninjatrader.com/support/foru...121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators.

Let me know if you need any assistance creating a print or enabling TraceOrders.

Save the output from the output window to a text file and provide this with your reply.

I'll be happy to assist with analyzing the output.