Strategy Builder Order Issues with Trail Stop Loss in place

[kirankt]

I have a simple below code where I want to place a long order when the price close above 13 EMA and Short order with price close below 13 EMA.

And when the order is placed i want a Trail Stop set with 20 ticks as default.

Now the issue is with TSL in place the Long and Short orders are not places based on 13 EMA until TSL is hit.

For example a long order is placed when the price crossed 13 EMA and then Trail Stop is set. When the price falls below 13 EMA i want the long order to be closed and Short order to be triggered, But the order is not getting triggered until Stop is hit.

Can someone help me in fixing the code

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 VamsiStratTSL3 : Strategy
{
private EMA EMA1;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Simple Price Cross EMa Strat with SL";
Name = "VamsiStratTSL3";
Calculate = Calculate.OnEachTick;
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;
TrailStop = 20;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 5);
AddDataSeries(Data.BarsPeriodType.Minute, 2);
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Close, 13);
SetTrailStop(@"", CalculationMode.Ticks, TrailStop, false);
}
}

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

if (CurrentBars[0] < 1)
return;

// Set 1
if (CrossAbove(Close, EMA1, 1))
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
}

// Set 2
if (CrossBelow(Close, EMA1, 1))
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

}

region Properties
[NinjaScriptProperty]
[Range(0, int.MaxValue)]
[Display(Name="TrailStop", Order=1, GroupName="Parameters")]
public int TrailStop
{ get; set; }
#endregion

}
}

[NinjaTrader_ChelseaB]

Hello kirankt,

Welcome to the NinjaTrader forums!

Please enable TraceOrders on the Defaults page, then remove the instance of the script and add a new instance.
Open the NinjaScript Output window and then enable the strategy.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Save the output to a text file (right-click -> Save as) and attach this to your next post.



As a tip, so you can avoid posting the entire code of a script, to export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript Add-on...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter the script name in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...nt8/export.htm

[kirankt]

New to the CS coding. I have added TraceOrder in OnStateChange()

else if (State == State.Configure)

{

TraceOrders = true;

AddDataSeries(Data.BarsPeriodType.Minute, 5);

AddDataSeries(Data.BarsPeriodType.Minute, 2);

}

And i dont have OnOrderUpdate() in the code. Where should i add the "Print(order.ToString());
"

[NinjaTrader_ChelseaB]

Hello kirankt,

You would need to add the OnOrderUpdate() override to the script (within the scope of the class).

https://ninjatrader.com/support/helpGuides/nt8/onorderupdate.htm

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment)
{
Print(order.ToString());
}

[kirankt]

Getting error after adding this code.

[NinjaTrader_ChelseaB]

Hello kirankt,

Can you comment this out compile, and then export the script so I can take a look on my end?
Attach the exported file to your next post.

[kirankt]

Here it is