Doesn't Place any Trades

[Lones]

Hey there, I try to make a really simple strategy but it's my first time working with time so I think the issue is based off the time calculation.

Thesis is simple, You take High and Low of 4PM Candle and once we get a 2Min candle close above or below the 4PM Candle, it should enter.

Would appreciate any help to fix this issue!

#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 MyStrategy : Strategy
    {
        private bool tradeExecuted = false;

        protected override void OnBarUpdate()
        {
            // Check if it's the last bar and 4 PM EST
            if (Bars.Count > 0 && CurrentBar == Bars.Count - 1 && Time[0].Hour == 16 && Time[0].Minute == 0)
            {
                // Get the high and low of the 2-minute candle at 4 PM EST
                double high = Highs[1][0];
                double low = Lows[1][0];

                // Calculate stop loss and take profit levels
                double stopLoss = low - 10 * TickSize;
                double takeProfit = high + 10 * TickSize;

                // Check if the closing price is below the low of the 4 PM candle
                if (Close[0] < low && !tradeExecuted)
                {
                    // Go short with stop loss and take profit
                    EnterShort();
                    SetStopLoss(CalculationMode.Price, stopLoss);
                    SetProfitTarget(CalculationMode.Price, takeProfit);
                    tradeExecuted = true;
                }
                // Check if the closing price is above the high of the 4 PM candle
                else if (Close[0] > high && !tradeExecuted)
                {
                    // Go long with stop loss and take profit
                    EnterLong();
                    SetStopLoss(CalculationMode.Price, stopLoss);
                    SetProfitTarget(CalculationMode.Price, takeProfit);
                    tradeExecuted = true;
                }
            }
            else
            {
                tradeExecuted = false;
            }
        }
    }
}​​

[NinjaTrader_Jesse]

Hello Lones,

The code you have shown will only work in realtime as it is checking the CurrentBar == Bars.Count - 1, the subtraction of 1 would also mean the script has to be set to Calculate.OnEachTick.

I don't see your OnStateChange override, you will also need that in addition to AddDataSeries to use Highs[1] and Lows[1].

I would suggest using a print here to Print the values of your first condition, for example:

Print(Bars.Count + " " + CurrentBar + " " + Time[0].Hour + ":" +Time[0].Minute);
if (Bars.Count > 0 && CurrentBar == Bars.Count - 1 && Time[0].Hour == 16 && Time[0].Minute == 0)

[Lones]

Hello Jesse,

thank you for the fast response.

I removed the realtime check part and replaced it so it works with historical data but now it won't show in Strategy Analyzer at all.
Any idea how I can fix this?

Thank you!

#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 TestNew : Strategy
    {
        private bool tradeExecuted = false;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                // Set the strategy properties here
                Calculate = Calculate.OnEachTick; // Ensure calculations happen on each tick
            }
        }

        protected override void OnBarUpdate()
        {
            // Check if it's the last bar and 4 PM EST
            if (BarsInProgress == 0 && Bars.Count > 0 && CurrentBar == Bars.Count - 1 && Time[0].Hour == 15 && Time[0].Minute == 0)
            {
                // Get the high and low of the 2-minute candle at 4 PM EST
                double high = Highs[1][0];
                double low = Lows[1][0];

                // Calculate stop loss and take profit levels
                double stopLoss = low - 10 * TickSize;
                double takeProfit = high + 10 * TickSize;

                // Check if the closing price is below the low of the 4 PM candle
                if (Close[0] < low && !tradeExecuted)
                {
                    // Go short with stop loss and take profit
                    EnterShort();
                    SetStopLoss(CalculationMode.Price, stopLoss);
                    SetProfitTarget(CalculationMode.Price, takeProfit);
                    tradeExecuted = true;
                }
                // Check if the closing price is above the high of the 4 PM candle
                else if (Close[0] > high && !tradeExecuted)
                {
                    // Go long with stop loss and take profit
                    EnterLong();
                    SetStopLoss(CalculationMode.Price, stopLoss);
                    SetProfitTarget(CalculationMode.Price, takeProfit);
                    tradeExecuted = true;
                }
            }
            else
            {
                tradeExecuted = false;
            }
        }
    }
}
​

[NinjaTrader_Jesse]

Hello Lones,

The new code appears to have the same condition and you are also missing AddDataSeries which is needed to use Highs[1] and Lows[1].

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

After adding the necessary data you would also need to remove

CurrentBar == Bars.Count - 1

to be able to use that code in a backtest. In a backtest CurrentBar starts at 0 and goes all the way through the Bars.Count so that condition won't become true because it does not enter realtime in a backtest.

I would still suggest using a print here to Print the values of your first condition, for example:

Print(BarsInProgress + " " + Bars.Count + " " + CurrentBar + " " + Time[0].Hour + ":" +Time[0].Minute);
if (BarsInProgress == 0 && Bars.Count > 0 && CurrentBar == Bars.Count - 1 && Time[0].Hour == 16 && Time[0].Minute == 0)​

That will let you output what the script is doing so you can get a better idea of why its not trading.