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

  #1 (permalink)
Trading 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)

/// <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)
Paris, France
Trading Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
cunparis's Avatar
Posts: 2,565 since Jun 2009
Thanks: 1,157 given, 2,065 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)
Garner, NC/USA
Trading 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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