Why doesnt my strategy using ^TICK work?

[ExtremelyRough]

#region Using declarations
using System;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Strategies;

#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class TickTrader : Strategy
    {
        private int tickThreshold = 700; // Define the threshold for TICK

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Enter the description for your new custom Strategy here.";
                Name = "TickTrader";
                Calculate = Calculate.OnEachTick; // More responsive with OnEachTick
                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 = true;
                RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade = 20;
                IsInstantiatedOnEachOptimizationIteration = true;
            }
            else if (State == State.Configure)
            {
                // Add an TICK 1 minute Bars object to the strategy
                AddDataSeries("^TICK", Data.BarsPeriodType.Minute, 1);
                
                // Set stop loss and profit target
                SetStopLoss("", CalculationMode.Ticks, 8, false);
                SetProfitTarget("", CalculationMode.Ticks, 4);
            }
        }

        protected override void OnBarUpdate()
        {
            // Ensure enough bars are loaded
            if (CurrentBar < BarsRequiredToTrade || CurrentBars[1] < 1)
                return;

            // Only trade during market hours (9:00 AM - 2:15 PM)
            bool market_open = ToTime(Time[0]) >= 90000 && ToTime(Time[0]) <= 141500;

            // TICK value comes from the secondary data series (index 1)
            double tickValue = Closes[1][0]; // Secondary series

            // Trade only when market is open
            if (market_open)
            {
                // Go long when TICK crosses below the threshold
                if (tickValue < -tickThreshold && Position.MarketPosition == MarketPosition.Flat)
                {
                    EnterLong();
                }
    
                // Go short when TICK crosses above the threshold
                if (tickValue > tickThreshold && Position.MarketPosition == MarketPosition.Flat)
                {
                    EnterShort();
                }
            }
        }
    }
}

​

I dont get why this isnt working but basically I want to go long when tick crosses below 700 and vice versa. I also want to skip the first 30 minutes.

[NinjaTrader_Jesse]

Hello ExtremelyRough,

Do you currently have a subscription for the TICK instrument and can you open a normal chart to view bars?

[ExtremelyRough]

Hello ExtremelyRough,

Do you currently have a subscription for the TICK instrument and can you open a normal chart to view bars?

Yes I can see the tick chart just fine.

[NinjaTrader_Jesse]

Hello ExtremelyRough,

I would suggest trying a Print to see if the strategy is processing bars for that series, please try adding the following to the beginning of OnBarUpdate:

if(BarsInProgress == 1)
Print(CurrentBar);

If the secondary series is added and processing you should see incrementing prints in the output window. If that is the case that means you would need to use a print to check the conditions you made.

Print(market_open);
if (market_open)
{

[ExtremelyRough]

Hello ExtremelyRough,

I would suggest trying a Print to see if the strategy is processing bars for that series, please try adding the following to the beginning of OnBarUpdate:

if(BarsInProgress == 1)
Print(CurrentBar);

If the secondary series is added and processing you should see incrementing prints in the output window. If that is the case that means you would need to use a print to check the conditions you made.

Print(market_open);
if (market_open)
{

I think ive found the issue. It only enters if TICK closes above or below +-700. Is there a way to make this more responsive and enter at the cross above or below?

[NinjaTrader_Jesse]

Hello ExtremelyRough,

You could change the 700 value to something more appropriate or also change the conditions. If you wanted to use crossing conditions you can see an example of how to do that here:

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

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