Issues troubleshooting strategy

[Ryan333]

I have been trying to get the following strategy to function properly for a few months, and I'm at a total loss for what is happening currently... The goal is pretty simple, buy when the price breaks out in new high/low, close when breaking range in reverse. I have followed instructions provided in the link below, however when using the Price -> CLOSE condition the strategy errors out when backtesting and I get 0 entries. So I am currently trying to use Price -> High when going long vs Price -> close as I was instructed. This leads to me getting entries and exits that appear to be totally random.

For clarity in the strategy builder a long entry reads: CrossAbove(High, Max(10), 1)

My exit for a long reads as: CrossBelow(Low, Min(3), 1)


I will post screen shots of what the backtest is currently showing me as well.

[Ryan333]

The exit picture should be occurring in the following 2 bars, not the one that is circled correct? And the entry picture appears to be just a random buy.

I am not sure why I am having this issue. Like I said I did try to use the exact paramotors I was told to but it just leads to nothing being executed. I have other strategies up and running so I am at a total loss. This should be very easy to set up, the process given to me should work in theory, but it simply doesn't execute.

Again using Price -> Close vs Price -> High leads to nothing ever being executed. I get this message when running it with Price -> Close, like i was instructed:

8/11/2024 11:14:41 AM Strategy 'breakout2332/-1': Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=15 IsSimulatedStop=False IsMarketIfTouched=False

And no entries/exits take place.

Edit: I just wanted to add that when I remove the stop loss in the strategy builder, I get no messages in the output panel.

[NinjaTrader_Jesse]

Hello Ryan333,

I wouldn't be able to tell from the image what should be happening, you would have to use Prints to check when the condition became true to know why it is working in that way.

If no entries or exits are taking place that would also be a case where you need to use prints to identify why the condition to enter is not becoming true in that use case. The graph will only be useful for general display of the indicators or executions but will not provide any insight on how the strategy is actually working.

This also depends on the order type being used, if you are using limit type orders they may be expiring before being filled which would result in no orders being filled.

We have a video that goes over debugging while using the builder in the following link. You can do a similar task to see when entry conditions are becoming true to know if that is the cause. If you are using limit orders I would suggest trying market orders instead to guarantee fills.

https://drive.google.com/file/d/1CClt0GsUFLIwQVhVyTD4JjJgEIwJKv6L/view

[Ryan333]

Thanks for your response. I will work at getting this set up and see what I can figure out. Thanks again!