Programming my first strategy - need a little review

July 23rd, 2014, 12:34 PM

I am coding my first strategy from scratch, using a boolseries.

Entry is very simple: on the change in trend from the HeikinAshiPaintBars indicator.

Exit is 5 ticks beyond the extreme of the bar in which the indicator reverses itself again.

I still need to add a stoploss when a new position is opened; I will use onorderupdate() for that.

But I need help with the #region Properties

I have getting the error namespace member declaration expected on the last line, and so it won't compile. I can't figure out what I am supposed to add here. Any help would be appreciated.

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// This is the starter for my trading system.  Ides is to try to stay in trends longer.
    /// </summary>
    [Description("This is the starter for my trading system.  Ides is to try to stay in trends longer.")]
    public class HeikinAshiTFsystem : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int initialStopLoss = 30; // Default setting for InitialStopLoss
        private int cushionOnStop = 6; // Default setting for CushionOnStop
        private int targetGain = 100; // Default setting for TargetGain
        // 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()
        {
            Add(anaHeikinAshiPaintBars());

            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (ToTime(Time[0]) >= ToTime(8, 59, 0)
                && ToTime(Time[0]) <= ToTime(10, 0, 0)
				&& (Position.MarketPosition == MarketPosition.Flat)
				&& (anaHeikinAshiPaintBars.UpTrend(false)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(true)[0]))
            {
                EnterLong(DefaultQuantity, "");
            }

            // Condition set 2
            if (ToTime(Time[0]) >= ToTime(8, 59, 0)
                && ToTime(Time[0]) <= ToTime(10, 0, 0)
				&& (Position.MarketPosition == MarketPosition.Flat)
				&& (anaHeikinAshiPaintBars.UpTrend(true)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(false)[0]))
            {
                EnterShort(DefaultQuantity, "");
            }
        
		// Condition set 3
			if ((Position.MarketPosition == MarketPosition.Long)
				&& (anaHeikinAshiPaintBars.UpTrend(true)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(false)[0]))
			(
				ExitLongStop(Low[1]-5*TickSize)
			);
				
		// Condition set 4
			if ((Position.MarketPosition == MarketPosition.Short)
				&& (anaHeikinAshiPaintBars.UpTrend(false)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(true)[0]))
			(
				ExitShortStop(High[1]-5*TickSize)

			);
			else 
			
        #region Properties

				
        #endregion Properties
    )}}}}

July 23rd, 2014, 04:27 PM

You are mixing parentheses ( ) with curly brackets { } so the compiler is confused when certain code blocks begin and end. Code blocks begin and end with brackets, not parentheses. The Condition Set 3 and Condition Set 4 blocks are using parentheses when they should use brackets. Also I noticed there is a closing parentheses at the bottom where you have all of those brackets stacked up.

You should vertically align your begin and ending brackets to make sure they are matching up properly, not pile them all together like you did at the end of the file.

Programming requires exact attention to details like these.

July 24th, 2014, 02:38 AM

@roreilly

As well as the parentheses mix ups mentioned by @shodson you are missing the definitions for the anaHeikenAshipaintBarSeries (ref'd in

Calling a boolseries from an indicator

The anaHeikinAshi indicator comes with an internal BoolSeries "upTrend". The indicator further comes with a public property "UpTrend" that can be used to access the BoolSeries via a strategy.

To access the indicator

(1) add an instance …

)

You also appear to have deleted the NinjaScript generated code for handling the input parameters, I have tidied the code and commented out the missing requirements until you download and install them in your system. I don't have them in my system so check with @Fat Tails if you don't already have them. (I tried a couple of forum searches but nothing showed up, but then it often does that to me.)

Clicking on brackets or parentheses will highlight the matching one in the editor, and clicking on the left hand side [+]/[-] boxes to see sections in/out also helps. When it doubt, comment it out and add bits back in slowly, and sometimes do it into a complete newly generated file in case of really hard to spot junk characters or oddball stuff that's crept in.

Formatting better will help a lot, but cut/paste from Ninja into these CODE blocks in posts can give messy results due to lack of TAB handling on editing and different mixes of tabs/spaces, etc so just edit as per your prefs, where possible use tabs consistently before adding spaces to align, i.e. whatyouseemightnotbewhatyouget (as you can see here.) Using a ZIP file is preferable for large projects, but this way can be ok for fast glances.

It compiles fine now but I doubt that it is either correct or will make you a fortune if it is, have fun.

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// Enter the description of your strategy here
    /// </summary>
    [Description("Enter the description of your strategy here")]
    public class Tstrat : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int initialStopLoss = 30; // Default setting for InitialStopLoss
        private int cushionOnStop = 6; // Default setting for CushionOnStop
        private int targetGain = 100; // Default setting for TargetGain
        // User defined variables (add any user defined variables below)
		
		//private anaHeikinAshiType  candleType  =  anaHeikinAshiType.Dan_Valcu_Smoothed;   
		//private int period  =   10;
		//private anaHAMAType  smoothingType  =  anaHAMAType.Ehlers;
		//private Indicator.anaHeikinAshi  AHA  =   null;        
		#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()
        {
			//AHA = anaHeikinAshi(candleType, period, smoothingType);
			//Add(AHA);
			
           CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
			
            if (ToTime(Time[0]) >= ToTime(8, 59, 0)
                && ToTime(Time[0]) <= ToTime(10, 0, 0)
				&& (Position.MarketPosition == MarketPosition.Flat)
				/*&& (anaHeikinAshiPaintBars.UpTrend(false)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(true)[0])*/ )
            {
                EnterLong(DefaultQuantity, "");
            }


            // Condition set 2
			
            if (ToTime(Time[0]) >= ToTime(8, 59, 0)
                && ToTime(Time[0]) <= ToTime(10, 0, 0)
				&& (Position.MarketPosition == MarketPosition.Flat)
				/*&& (anaHeikinAshiPaintBars.UpTrend(true)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(false)[0])*/ )
            {
                EnterShort(DefaultQuantity, "");
            }
        
			// Condition set 3
			
			if ((Position.MarketPosition == MarketPosition.Long)
				/*&& (anaHeikinAshiPaintBars.UpTrend(true)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(false)[0]) */)
			{
				ExitLongStop(Low[1]-5*TickSize);
			}
			else
			{
				// if you want different code
			}
				
			// Condition set 4
			if ((Position.MarketPosition == MarketPosition.Short)
				/* && (anaHeikinAshiPaintBars.UpTrend(false)[1])
				&& (anaHeikinAshiPaintBars.UpTrend(true)[0]) */)
			{
				ExitShortStop(High[1]-5*TickSize);

			}
			else
			{
				// if you want different code
			}
		}
  

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int InitialStopLoss
        {
            get { return initialStopLoss; }
            set { initialStopLoss = Math.Max(1, value); }
        }
		
        [Description("")]
        [GridCategory("Parameters")]
        public int CushionOnStop
        {
            get { return cushionOnStop; }
            set { cushionOnStop = Math.Max(1, value); }
        }
		
        [Description("")]
        [GridCategory("Parameters")]
        public int TargetGain
        {
            get { return targetGain; }
            set { targetGain = Math.Max(1, value); }
        }
        #endregion
    }
}

August 5th, 2014, 12:42 PM

shodson

You are mixing parentheses ( ) with curly brackets { } so the compiler is confused when certain code blocks begin and end. Code blocks begin and end with brackets, not parentheses. The Condition Set 3 and Condition Set 4 blocks are using parentheses when they should use brackets. Also I noticed there is a closing parentheses at the bottom where you have all of those brackets stacked up.

You should vertically align your begin and ending brackets to make sure they are matching up properly, not pile them all together like you did at the end of the file.

Programming requires exact attention to details like these.

Your comment was spot on. The text was so small on my screen, the parentheses and curly brackets looked the same. I bumped up the font size, and problem solved! Thank you so much, I had been spinning my wheels for hours.

Programming my first strategy - need a little review

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Programming my first strategy - need a little review