Breakeven coding for strategy

[Apm123]

Hi and help!

When I run the below code in Strategy Analyzer (as a strategy) the breakeven doesn't appear to work correctly. (full code file attached for reference)

I have downloaded and looked at other breakeven code examples and they do not appear to work correctly either. I have played with the run settings (order fill resolution etc.), perhaps I am missing something here?

The issue is that the breakeven occurs too early. Refer attached image - the first green trade moves to breakeven when its only 2.6 pips in positive direction (it should have been about 6 pips). I have tried playing wiht the *TickSize*10 code.

If this code has TickSize*10 it seems to be too large.... is there a scaling issue here? <BreakevenPrice = (Position.AveragePrice - (BreakevenPIPS * TickSize * 1));>

Also - can anyone help me print bar timestamps for output and debugging purposes?!?!

I am using NT8 (8.0.28.0 64-bit) multi-broker. The instrument being used is forex pair.

[HASHTAG="t3322"]region[/HASHTAG] 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 RSIcrossTESTshortsX2 : Strategy
{
private RSI RSI1;
private ParabolicSAR ParabolicSAR1;
private int TriggerSTATE;
private double CurrentAskPrice;
private double BreakevenPrice;
private double EntryPrice;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "RSIcrossTESTshortsX2";
Calculate = Calculate.OnBarClose;
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 = 0;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
RSIperiod = 13;
RSIsmooth = 4;
RSIextremeHIGH = 70;
RSIextremeLOW = 64;
StopPIPS = 4;
BreakevenPIPS = 6;
ProfitPIPS = 6;
SUPERTRENDperiod = 14;
SUPERTRENDsmooth = 14;
TradeSize = 2000;
SMAperiod = 14;
BreakEvenBool = false;
TriggerSTATE = 0;
TrailingStopValue = 5;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
RSI1 = RSI(Close, Convert.ToInt32(RSIperiod), Convert.ToInt32(RSIsmooth));
RSI1.Plots[0].Brush = Brushes.DodgerBlue;
RSI1.Plots[1].Brush = Brushes.Goldenrod;
AddChartIndicator(RSI1);
ParabolicSAR1 = ParabolicSAR(Close, 0.02, 0.2, 0.02);
ParabolicSAR1.Plots[0].Brush = Brushes.Goldenrod;
//AddChartIndicator(ParabolicSAR1);
}
}
protected override void OnBarUpdate()
{
CurrentAskPrice = GetCurrentBid(0);
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 2)
return;
// Set 1 - ENTRY
if ((Position.MarketPosition == MarketPosition.Flat)
&& ())//ENTRY CRITERIA HERE );
{
EnterShort(Convert.ToInt32(TradeSize), @"EntryShort");
//SetStopLoss(CalculationMode.Price, Position.AveragePrice+(StopPIPS*TickSize*10));
ExitShortStopMarket(Convert.ToInt32(Position.Quant ity), (Position.AveragePrice + (StopPIPS * TickSize * 10)) , @"EntryShortStop", @"EntryShort");
TriggerSTATE = 1;
}

// Set 2 - DEFINE VARIABLES
if ((TriggerSTATE == 1)
&& (Position.MarketPosition == MarketPosition.Short))
{
BreakevenPrice = (Position.AveragePrice - (BreakevenPIPS * TickSize * 1));
EntryPrice = Position.AveragePrice;
}
// Set 3 - TRAILING STOP
if ((TriggerSTATE == 1)
&& (Position.MarketPosition == MarketPosition.Short)
&& (CurrentAskPrice < BreakevenPrice))
{
//SetStopLoss(CalculationMode.Price, EntryPrice);
ExitShortStopMarket(Convert.ToInt32(Position.Quant ity), EntryPrice, @"EntryShortStop", @"EntryShort");
//Print(Cbi.Connection.PlaybackConnection.Now.ToStri ng("hh:mm:ss"));
Print(EntryPrice + " Entry Price");
Print(BreakevenPrice + " BreakevenPrice");
Print(Position.AveragePrice + " Position.AveragePrice");
Print(string.Format("High: {0} | Low: {1}", High[0], Low[0]));
//Print(Low[0], " Low");
//Print(string.Format("{0}"), EntryShortStop);
}
​

[Apm123]

I really cannot figure it out. Below is another breakeven example (by others) that does not work in Strategy Analyzer. The images show one example where the SL BE trigger point of 5 pips (+-5) is not triggered.

What am i doing wrong here? I have played around with the Strategy Analyzer settings quite a bit and done quite a few different coding methods.

#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 ShortBreakEvenBuilderExample : Strategy
  {
    private double StopPrice;
    private int TriggerPrice;
    private int TriggerState;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Strategy here.";
        Name                    = "ShortBreakEvenBuilderExample";
        Calculate                 = Calculate.OnPriceChange;
        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;
        ShortBreakEvenTrigger         = -5;
        ShortInitialStopDistance          = 10;
        ShortTargetTicks          = -20;
        StopPrice         = 0;
        TriggerPrice          = 0;
        TriggerState          = 0;
      }
      else if (State == State.Configure)
      {
      }
    }
    protected override void OnBarUpdate()
    {
      if (BarsInProgress != 0)
        return;
       // Set 1
      if ((TriggerState >= 2)
         && (Position.MarketPosition == MarketPosition.Flat))
      {
        TriggerState = 0;
      }
    
      if (CurrentBars[0] < 1)
        return;
       // Set 3
      if ((Close[0] < Close[1])
         && (Position.MarketPosition == MarketPosition.Flat))
      {
        TriggerState = 1;
        EnterShort(10000, @"ShortEntry");
      }
    
       // Set 5
      if ((TriggerState == 1)
         && (Position.MarketPosition == MarketPosition.Short))
      {
        TriggerState = 2;
        StopPrice = (Position.AveragePrice + (ShortInitialStopDistance * TickSize*10)) ;
        TriggerPrice = Convert.ToInt32((Position.AveragePrice + (ShortBreakEvenTrigger * TickSize*10)) );
      }
    
       // Set 7
      if ((TriggerState == 2)
         && (Position.MarketPosition == MarketPosition.Short)
         && (Close[0] <= TriggerPrice))
      {
        TriggerState = 3;
        StopPrice = Position.AveragePrice;
      }
    
       // Set 9
      if ((TriggerState >= 2)
         && (Position.MarketPosition == MarketPosition.Short))
      {
        ExitShortStopMarket(10000, StopPrice, @"ShortExit", @"ShortEntry");
      }
    
       // Set 11
      if ((Position.MarketPosition == MarketPosition.Short)
         && (Close[0] <= (Position.AveragePrice + (ShortTargetTicks * TickSize*10)) ))
      {
        ExitShort(10000, @"ShortProfitTarget", @"ShortEntry");
      }
    
    }
    #region Properties
    [NinjaScriptProperty]
    [Range(-999, int.MaxValue)]
    [Display(Name="ShortBreakEvenTrigger", Order=2, GroupName="Parameters")]
    public int ShortBreakEvenTrigger
    { get; set; }
    [NinjaScriptProperty]
    [Range(1, int.MaxValue)]
    [Display(Name="ShortInitialStopDistance", Order=4, GroupName="Parameters")]
    public int ShortInitialStopDistance
    { get; set; }
    [NinjaScriptProperty]
    [Range(-999, int.MaxValue)]
    [Display(Name="ShortTargetTicks", Order=6, GroupName="Parameters")]
    public int ShortTargetTicks
    { get; set; }
    #endregion
  }
}
​

[NinjaTrader_Jesse]

Hello Apm123,

That may be that the condition is not becoming true. The best way to check would be to use a Print and see if anything is output. I have linked a video that goes over using prints in the builder below. You can just print anything like a word inside that condition and then check the output window after doing the test. If the print is not present that means the condition was not true so you would have to check why the condition was not true as the next step.

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