Trying to Switch Qty based on Previous Direction of Previous Most Recent Closed Trade

[agclub]

To clarify, I want the strategy to:

1. Increase the position size to 2 when switching from short to long.

Long Entry Conditions:

• If the previous position was short, the position size is increased to 2.
• Otherwise, it enters a long position with the default size.

             // Longs
            if ((Close[0] > SMA1[0])
                 && (Close[0] <= Bollinger1.Lower[0]))
            {
                if (lastPosition == MarketPosition.Short)
                {
                    EnterLong(2, "GoLong2");
                }
        //        lastPosition = MarketPosition.Long;
                else
                {
                    EnterLong(Convert.ToInt32(DefaultQuantity), "GoLong");
                }
            }
            else if ((Close[0] > SMA1[0]) && (Close[0] <= Bollinger2.Lower[0]))
            {
                if (lastPosition == MarketPosition.Short)
                {
                    EnterLong(2, "AgroLong2");
                }
                else
                {
                    EnterLong(Convert.ToInt32(DefaultQuantity), "AgroLong");
                }
            }
            
            // Shorts Exit.........​
                   ..........................

When I backtest and view the trades, it is switching the QTY upon a switch from shorts to longs, however, it gets stuck on the QTY increase and now any long after that as well is continuing to enter with a QTY of 2. What am I doing wrong in my logic?

[NinjaTrader_ChelseaB]

Hello agclub,

I think you are wanting something like:

private MarketPosition lastPosition;
private int quantity;

In State.DataLoaded:

lastPosition = MarketPosition.Flat;
quantity = 1;

InOnBarUpdate():

if (/* conditions to enter long here */)
{
    if (lastPosition == MarketPosition.Short)
    {
       quantity += 1;
    }​
    EnterLong(quantity, "myLongEntrySignalName");
    lastPosition = MarketPosition.Long;
}

else if (/* conditions to enter short here */)
{
   EnterShort(quantity, "myShortEntrySignalName");
   lastPosition = MarketPosition.Short;
}