Short Strategy Not Working

[CamilaCalestini]

Hi, guys. I wonder you coud help me figure out what I did wrong in this MA crossover strategy. It works fine for longs, but there is always a bug in the shorts.
Also, I think my sets 3 and 4, that should exit the positions if there is anopposite crossover, are not working. Could anyone please help?

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 V12 : Strategy
{
private EMA EMA1;
private EMA EMA2;
private string atmStrategyId = string.Empty;
private string orderId = string.Empty;
private bool isAtmStrategyCreated = false;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Digite a descrição para seu novo Estratégia personalizado aqui.";
Name = "V12";
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 = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
Rapida = 9;
Lenta = 39;
ATMStrategy = @"ATM1";
StopLoss = -40;
Alvo = 120;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
EMA1 = EMA(Close, Convert.ToInt32(Rapida));
EMA2 = EMA(Close, Convert.ToInt32(Lenta));
EMA1.Plots[0].Brush = Brushes.Goldenrod;
EMA2.Plots[0].Brush = Brushes.Blue;
AddChartIndicator(EMA1);
AddChartIndicator(EMA2);
SetProfitTarget(@"Compra", CalculationMode.Ticks, Alvo);
SetStopLoss(@"Compra", CalculationMode.Ticks, StopLoss, false);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

if(State == State.Historical)
return;

// Definir 1
if (orderId.Length == 0 && atmStrategyId.Length == 0 && CrossAbove(EMA1, EMA2, 1))
{
isAtmStrategyCreated = false; // reset atm strategy created check to false
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, Close[0], 0, TimeInForce.Gtc, orderId, ATMStrategy, atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
});
}

// Check that atm strategy was created before checking other properties
if (!isAtmStrategyCreated)
return;

// Check for a pending entry order
if (orderId.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderId);

// If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
if (status.GetLength(0) > 0)
{
// Print out some information about the order to the output window
Print("The entry order average fill price is: " + status[0]);
Print("The entry order filled amount is: " + status[1]);
Print("The entry order order state is: " + status[2]);

// If the order state is terminal, reset the order id value
if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
orderId = string.Empty;
}
} // If the strategy has terminated reset the strategy id
else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
atmStrategyId = string.Empty;

if (atmStrategyId.Length > 0)
{
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);

// Print some information about the strategy to the output window, please note you access the ATM strategy specific position object here
// the ATM would run self contained and would not have an impact on your NinjaScript strategy position and PnL
Print("The current ATM Strategy market position is: " + GetAtmStrategyMarketPosition(atmStrategyId));
Print("The current ATM Strategy position quantity is: " + GetAtmStrategyPositionQuantity(atmStrategyId));
Print("The current ATM Strategy average price is: " + GetAtmStrategyPositionAveragePrice(atmStrategyId)) ;
Print("The current ATM Strategy Unrealized PnL is: " + GetAtmStrategyUnrealizedProfitLoss(atmStrategyId)) ;
}

// Definir 2
if (orderId.Length == 0 && atmStrategyId.Length == 0 && CrossBelow(EMA1, EMA2, 1))
{
isAtmStrategyCreated = false; // reset atm strategy created check to false
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(OrderAction.Sell, OrderType.Limit, Close[0], 0, TimeInForce.Gtc, orderId, ATMStrategy, atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
});
}

// Check that atm strategy was created before checking other properties
if (!isAtmStrategyCreated)
return;

// Check for a pending entry order
if (orderId.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderId);

// If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
if (status.GetLength(0) > 0)
{
// Print out some information about the order to the output window
Print("The entry order average fill price is: " + status[0]);
Print("The entry order filled amount is: " + status[1]);
Print("The entry order order state is: " + status[2]);

// If the order state is terminal, reset the order id value
if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
orderId = string.Empty;
}
} // If the strategy has terminated reset the strategy id
else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
atmStrategyId = string.Empty;

if (atmStrategyId.Length > 0)
{
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] + 3 * TickSize, "STOP1", atmStrategyId);

// Print some information about the strategy to the output window, please note you access the ATM strategy specific position object here
// the ATM would run self contained and would not have an impact on your NinjaScript strategy position and PnL
Print("The current ATM Strategy market position is: " + GetAtmStrategyMarketPosition(atmStrategyId));
Print("The current ATM Strategy position quantity is: " + GetAtmStrategyPositionQuantity(atmStrategyId));
Print("The current ATM Strategy average price is: " + GetAtmStrategyPositionAveragePrice(atmStrategyId)) ;
Print("The current ATM Strategy Unrealized PnL is: " + GetAtmStrategyUnrealizedProfitLoss(atmStrategyId)) ;
}

// Definir 3
if ((Position.MarketPosition == MarketPosition.Long)
&& (CrossBelow(EMA1, EMA2, 1)))
{
ExitLong(1, "", "");
}

// Definir 4
if ((Position.MarketPosition == MarketPosition.Short)
&& (CrossAbove(EMA1, EMA2, 1)))
{
ExitShort(1, "", "");
}

}

region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Rapida", Order=1, GroupName="Parameters")]
public int Rapida
{ get; set; }

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Lenta", Order=2, GroupName="Parameters")]
public int Lenta
{ get; set; }

[NinjaScriptProperty]
[Display(Name="ATMStrategy", Order=3, GroupName="Parameters")]
public string ATMStrategy
{ get; set; }

[NinjaScriptProperty]
[Range(-9999, int.MaxValue)]
[Display(Name="StopLoss", Order=4, GroupName="Parameters")]
public int StopLoss
{ get; set; }

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Alvo", Order=5, GroupName="Parameters")]
public int Alvo
{ get; set; }
#endregion

}
}

[NinjaTrader_Jesse]

Hello CamilaCalestini,

The code you attached is mixing the managed approach and ATM approach which are not able to be used together. The code you have to exit will not work because the entry was submitted as an ATM, you would have to use AtmStrategyClose() to terminate the ATM. The other items like SetStoploss and SetProfitTarget also will not work with ATM entries.

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

For your short side code you would need to use prints to see how your conditions are evaluating, based on that observation you could make changes as needed.