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this strategy works incorrect on EdsRenko. Help!
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this strategy works incorrect on EdsRenko. Help!

  #1 (permalink)
Just starting out...
moscow
 
Futures Experience: Master
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: futures
 
Posts: 4 since Dec 2009
Thanks: 2 given, 0 received

this strategy works incorrect on EdsRenko. Help!

this strategy works incorrect on EdsRenko.... Help !

#region Variables
// Wizard generated variables
private int profit = 4; // Default setting for Profit
private int stop = 4; // Default setting for Stop
private double Variable0 = 15.0;
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SetProfitTarget("", CalculationMode.Ticks, Profit);
SetStopLoss("", CalculationMode.Ticks, Stop, false);

CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
if (CrossAbove(Stochastics(7, 14, 3).K, Stochastics(7, 14, 3).D, 1)
&& Stochastics(7, 14, 3).D[0] <= Variable0
&& Stochastics(7, 14, 3).K[0] <= Variable0
&& Historical == false)
{
EnterLongLimit(DefaultQuantity, GetCurrentBid(), "");
}

if (CrossBelow(Stochastics(7, 14, 3).K, Stochastics(7, 14, 3).D, 1)
&& Stochastics(7, 14, 3).D[0] >= 85.0
&& Stochastics(7, 14, 3).K[0] >= 85.0
&& Historical == false)
{
EnterShortLimit(DefaultQuantity, GetCurrentAsk(), "");
}
}

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  #2 (permalink)
Trade with the flow
Paris, France
 
Futures Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
 
cunparis's Avatar
 
Posts: 2,563 since Jun 2009
Thanks: 1,157 given, 2,032 received

What do you mean "works incorrectly"?

Also note that in renko bars (sbs renko at least) the open is the same as the previous close but in reality this is not the case, it's 1 tick higher or lower.

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  #3 (permalink)
Trading Apprentice
Garner, NC/USA
 
Futures Experience: Advanced
Platform: Ninja Trader, thinkorswim
Broker/Data: thinkorswim, MBTrading
Favorite Futures: TF
 
Posts: 29 since Dec 2009
Thanks: 16 given, 33 received


What are you expecting, and how does it not happen?

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