Need Help Identifying Issue in Strategy Code

[sukhob]

What's the issue with the code in this strategy? I've compiled it without encountering any errors, but when I run the backtest, it doesn't produce any results. Can you help me figure out what's going wrong? Here's the strategy code...



region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.IO;
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

namespace NinjaTrader.NinjaScript.Strategies
{
public class NSBreakoutLogicVer2 : Strategy
{
private double highestHighValue;
private double lowestLowValue;

private int highestHighPeriod = 2;
private int lowestLowPeriod = 2;
private int yTicks = 1; // Default value for Y ticks

public int HighestHighPeriod
{
get { return highestHighPeriod; }
set { highestHighPeriod = value; }
}

public int LowestLowPeriod
{
get { return lowestLowPeriod; }
set { lowestLowPeriod = value; }
}

public int YTicks
{
get { return yTicks; }
set { yTicks = value; }
}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Custom breakout strategy based on price action.";
Name = "NSBreakoutLogicVer2";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = Cbi.TimeInForce.Gtc;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
}
}

protected override void OnBarUpdate()
{
if (CurrentBar < HighestHighPeriod || CurrentBar < LowestLowPeriod)
return;

CalculateHighestHigh();
CalculateLowestLow();

if (Position.MarketPosition == MarketPosition.Flat)
{
// Entry conditions for long positions
if (Close[0] > highestHighValue + TickSize * YTicks)
EnterLong();

// Entry conditions for short positions
if (Close[0] < lowestLowValue - TickSize * YTicks)
EnterShort();
}
else if (Position.MarketPosition == MarketPosition.Long)
{
// Exit conditions for long positions
if (Close[0] < lowestLowValue - TickSize * YTicks)
ExitLong();
}
else if (Position.MarketPosition == MarketPosition.Short)
{
// Exit conditions for short positions
if (Close[0] > highestHighValue + TickSize * YTicks)
ExitShort();
}
}

private void CalculateHighestHigh()
{
highestHighValue = High[HighestBar(High, HighestHighPeriod)];
}

private void CalculateLowestLow()
{
lowestLowValue = Low[LowestBar(Low, LowestLowPeriod)];
}
}
}

[bltdavid]

What kinds of debugging have you tried?

Have you ...
added some Print statements, opened the
output window, then rerun the backtest?

The best way to learn where you went
wrong is to figure it out yourself using
some judiciously placed Print statements.

[NinjaTrader_BrandonH]

Hello sukhob,

Thanks for your post.

Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

Have you added debugging prints to understand how the logic in your script is behaving?

Here is a NinjaTrader Support article detailing Debugging using Print() and TraceOrders: https://support.ninjatrader.com/s/ar...nd-TraceOrders

See this NinjaTrader Support article also which details diagnosing a strategy with no results: https://support.ninjatrader.com/s/ar...ults-checklist

Please let us know if we may assist further.