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Strategy seems to behave intermittently
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Created: by angela d Attachments:0

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Strategy seems to behave intermittently

  #1 (permalink)
Elite Member
New York City, NY USA
 
Futures Experience: Advanced
Platform: NinjaTrader
Favorite Futures: ES, ER
 
Posts: 27 since May 2015
Thanks: 10 given, 28 received

Strategy seems to behave intermittently

I built a pretty simple strategy with the Strategy Builder in NT.

It enters a position under a set of circumstances, has profit targets and stop losses, and exits early when the setup becomes invalid. But for some reason, not all of the trades or exits happen when I can see the criteria for them on the chart. I'll see a trade trigger, but when the setup reverses sometimes the trade is exited, sometimes it hits my stop. At other times I see the trade setup, but not execute.

I'm testing on Market Replay at an accelerated speed.

I've pasted the code from the Wizard output below. I hope I did it right.

Thanks in advance for any insight.

 
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>
    /// Fib buy
    /// </summary>
    [Description("Fib buy")]
    public class FibTrendBuy2 : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int profitTarget = 12; // Default setting for ProfitTarget
        private int stopLoss = 20; // Default setting for StopLoss
        private int cCIZero = 0; // Default setting for CCIZero
        private bool isLong = false; // Default setting for IsLong
        private bool isShort = false; // Default setting for IsShort
        // 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, ProfitTarget);
            SetStopLoss("", CalculationMode.Ticks, StopLoss, false);

            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (CrossAbove(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
                && CCI(240)[0] > CCIZero)
            {
                EnterLong(DefaultQuantity, "");
                PrintWithTimeStamp("long");
            }

            // Condition set 2
            if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
                && Position.MarketPosition == MarketPosition.Long)
            {
                ExitLong("", "");
                PrintWithTimeStamp("FlatLong");
            }

            // Condition set 3
            if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
                && CCI(240)[0] < CCIZero)
            {
                EnterShort(DefaultQuantity, "");
                PrintWithTimeStamp("short");
            }

            // Condition set 4
            if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
                && Position.MarketPosition == MarketPosition.Short)
            {
                ExitShort("", "");
                PrintWithTimeStamp("exitShort");
            }
        }

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int ProfitTarget
        {
            get { return profitTarget; }
            set { profitTarget = Math.Max(1, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int StopLoss
        {
            get { return stopLoss; }
            set { stopLoss = Math.Max(1, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int CCIZero
        {
            get { return cCIZero; }
            set { cCIZero = Math.Max(0, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public bool IsLong
        {
            get { return isLong; }
            set { isLong = value; }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public bool IsShort
        {
            get { return isShort; }
            set { isShort = value; }
        }
        #endregion
    }
}

#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0" encoding="utf-16"?>
<NinjaTrader>
  <Name>FibTrendBuy2</Name>
  <CalculateOnBarClose>True</CalculateOnBarClose>
  <Description>Fib buy</Description>
  <Parameters>
    <Parameter>
      <Default1>
      </Default1>
      <Default2>12</Default2>
      <Default3>
      </Default3>
      <Description>
      </Description>
      <Minimum>1</Minimum>
      <Name>ProfitTarget</Name>
      <Type>int</Type>
    </Parameter>
    <Parameter>
      <Default1>
      </Default1>
      <Default2>20</Default2>
      <Default3>
      </Default3>
      <Description>
      </Description>
      <Minimum>1</Minimum>
      <Name>StopLoss</Name>
      <Type>int</Type>
    </Parameter>
    <Parameter>
      <Default1>
      </Default1>
      <Default2>0</Default2>
      <Default3>
      </Default3>
      <Description>
      </Description>
      <Minimum>0</Minimum>
      <Name>CCIZero</Name>
      <Type>int</Type>
    </Parameter>
    <Parameter>
      <Default1>false</Default1>
      <Default2>1</Default2>
      <Default3>
      </Default3>
      <Description>
      </Description>
      <Minimum>1</Minimum>
      <Name>IsLong</Name>
      <Type>bool</Type>
    </Parameter>
    <Parameter>
      <Default1>false</Default1>
      <Default2>1</Default2>
      <Default3>
      </Default3>
      <Description>
      </Description>
      <Minimum>1</Minimum>
      <Name>IsShort</Name>
      <Type>bool</Type>
    </Parameter>
  </Parameters>
  <State>
    <CurrentState>
      <StrategyWizardState xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
        <Name>Flat</Name>
        <Sets>
          <StrategyWizardStateSet>
            <Actions>
              <StrategyWizardAction>
                <DisplayName>Enter long position</DisplayName>
                <Help />
                <MemberName>EnterLong</MemberName>
                <Parameters>
                  <string>quantity</string>
                  <string>signalName</string>
                </Parameters>
                <Values>
                  <string>DefaultQuantity</string>
                  <string />
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName>DefaultQuantity</DisplayName>
                    <IsIndicator>false</IsIndicator>
                    <IsInt>true</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName>DefaultQuantity</MemberName>
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
              <StrategyWizardAction>
                <DisplayName>Print to output window</DisplayName>
                <Help />
                <MemberName>PrintWithTimeStamp</MemberName>
                <Parameters>
                  <string>message</string>
                </Parameters>
                <Values>
                  <string>"long"</string>
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
            </Actions>
            <Conditions>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Close</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Close</MemberName>
                  <Parameters>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                  </Parameters>
                  <Values>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>CrossAbove</Operator>
                <Right>
                  <DisplayName>FibonacciSuperTrend</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>FibonacciSuperTrend</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>AlertFile</string>
                    <string>AudioAlerts</string>
                    <string>ColorBars</string>
                    <string>Length</string>
                    <string>Retrace</string>
                    <string>ShowArrows</string>
                    <string>UseHighLow</string>
                    <string>	plot</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>"Alert1.wav"</string>
                    <string>False</string>
                    <string>True</string>
                    <string>14</string>
                    <string>38.2</string>
                    <string>True</string>
                    <string>True</string>
                    <string>"UpTrend"</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>"Alert1.wav"</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>"Alert1.wav"</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>False</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>False</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>14</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>14</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>38.2</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>38.2</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Right>
              </StrategyWizardCondition>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>CCI</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>CCI</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>Period</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>240</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>Numeric value</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>240</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>&gt;</Operator>
                <Right>
                  <DisplayName>CCIZero</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>true</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>CCIZero</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Right>
              </StrategyWizardCondition>
            </Conditions>
          </StrategyWizardStateSet>
          <StrategyWizardStateSet>
            <Actions>
              <StrategyWizardAction>
                <DisplayName>Exit long position</DisplayName>
                <Help />
                <MemberName>ExitLong</MemberName>
                <Parameters>
                  <string>signalName</string>
                  <string>fromEntrySignal</string>
                </Parameters>
                <Values>
                  <string />
                  <string />
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
              <StrategyWizardAction>
                <DisplayName>Print to output window</DisplayName>
                <Help />
                <MemberName>PrintWithTimeStamp</MemberName>
                <Parameters>
                  <string>message</string>
                </Parameters>
                <Values>
                  <string>"FlatLong"</string>
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
            </Actions>
            <Conditions>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Close</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Close</MemberName>
                  <Parameters>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                  </Parameters>
                  <Values>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>CrossBelow</Operator>
                <Right>
                  <DisplayName>FibonacciSuperTrend</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>FibonacciSuperTrend</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>AlertFile</string>
                    <string>AudioAlerts</string>
                    <string>ColorBars</string>
                    <string>Length</string>
                    <string>Retrace</string>
                    <string>ShowArrows</string>
                    <string>UseHighLow</string>
                    <string>	plot</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>"Alert1.wav"</string>
                    <string>False</string>
                    <string>True</string>
                    <string>14</string>
                    <string>38.2</string>
                    <string>True</string>
                    <string>True</string>
                    <string>"UpTrend"</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>"Alert1.wav"</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>"Alert1.wav"</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>False</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>False</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>14</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>14</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>38.2</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>38.2</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Right>
              </StrategyWizardCondition>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Current market position</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Position.MarketPosition</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>==</Operator>
                <Right>
                  <DisplayName>Long</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>MarketPosition.Long</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Right>
              </StrategyWizardCondition>
            </Conditions>
          </StrategyWizardStateSet>
          <StrategyWizardStateSet>
            <Actions>
              <StrategyWizardAction>
                <DisplayName>Enter short position</DisplayName>
                <Help />
                <MemberName>EnterShort</MemberName>
                <Parameters>
                  <string>quantity</string>
                  <string>signalName</string>
                </Parameters>
                <Values>
                  <string>DefaultQuantity</string>
                  <string />
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName>DefaultQuantity</DisplayName>
                    <IsIndicator>false</IsIndicator>
                    <IsInt>true</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName>DefaultQuantity</MemberName>
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
              <StrategyWizardAction>
                <DisplayName>Print to output window</DisplayName>
                <Help />
                <MemberName>PrintWithTimeStamp</MemberName>
                <Parameters>
                  <string>message</string>
                </Parameters>
                <Values>
                  <string>"short"</string>
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
            </Actions>
            <Conditions>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Close</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Close</MemberName>
                  <Parameters>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                  </Parameters>
                  <Values>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>CrossBelow</Operator>
                <Right>
                  <DisplayName>FibonacciSuperTrend</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>FibonacciSuperTrend</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>AlertFile</string>
                    <string>AudioAlerts</string>
                    <string>ColorBars</string>
                    <string>Length</string>
                    <string>Retrace</string>
                    <string>ShowArrows</string>
                    <string>UseHighLow</string>
                    <string>	plot</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>"Alert1.wav"</string>
                    <string>False</string>
                    <string>True</string>
                    <string>14</string>
                    <string>38.2</string>
                    <string>True</string>
                    <string>True</string>
                    <string>"UpTrend"</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>"Alert1.wav"</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>"Alert1.wav"</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>False</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>False</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>14</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>14</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>38.2</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>38.2</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Right>
              </StrategyWizardCondition>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>CCI</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>CCI</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>Period</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>240</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>Numeric value</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>240</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>&lt;</Operator>
                <Right>
                  <DisplayName>CCIZero</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>true</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>CCIZero</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Right>
              </StrategyWizardCondition>
            </Conditions>
          </StrategyWizardStateSet>
          <StrategyWizardStateSet>
            <Actions>
              <StrategyWizardAction>
                <DisplayName>Exit short position</DisplayName>
                <Help />
                <MemberName>ExitShort</MemberName>
                <Parameters>
                  <string>signalName</string>
                  <string>fromEntrySignal</string>
                </Parameters>
                <Values>
                  <string />
                  <string />
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
              <StrategyWizardAction>
                <DisplayName>Print to output window</DisplayName>
                <Help />
                <MemberName>PrintWithTimeStamp</MemberName>
                <Parameters>
                  <string>message</string>
                </Parameters>
                <Values>
                  <string>"exitShort"</string>
                </Values>
                <WizardItems>
                  <StrategyWizardItem>
                    <DisplayName />
                    <IsIndicator>false</IsIndicator>
                    <IsInt>false</IsInt>
                    <IsMethod>false</IsMethod>
                    <IsSet>true</IsSet>
                    <MemberName />
                    <Parameters />
                    <Values />
                    <WizardItems />
                  </StrategyWizardItem>
                </WizardItems>
              </StrategyWizardAction>
            </Actions>
            <Conditions>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Close</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Close</MemberName>
                  <Parameters>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                  </Parameters>
                  <Values>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>CrossBelow</Operator>
                <Right>
                  <DisplayName>FibonacciSuperTrend</DisplayName>
                  <IsIndicator>true</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>true</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>FibonacciSuperTrend</MemberName>
                  <Parameters>
                    <string>	inputSeries</string>
                    <string>AlertFile</string>
                    <string>AudioAlerts</string>
                    <string>ColorBars</string>
                    <string>Length</string>
                    <string>Retrace</string>
                    <string>ShowArrows</string>
                    <string>UseHighLow</string>
                    <string>	plot</string>
                    <string>	barsAgo</string>
                    <string>	offsetType</string>
                    <string>	offset</string>
                    <string>	plotOnChart</string>
                  </Parameters>
                  <Values>
                    <string>DefaultInput</string>
                    <string>"Alert1.wav"</string>
                    <string>False</string>
                    <string>True</string>
                    <string>14</string>
                    <string>38.2</string>
                    <string>True</string>
                    <string>True</string>
                    <string>"UpTrend"</string>
                    <string>0</string>
                    <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
                    <string>0</string>
                    <string>False</string>
                  </Values>
                  <WizardItems>
                    <StrategyWizardItem>
                      <DisplayName>DefaultInput</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>DefaultInput</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>"Alert1.wav"</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>"Alert1.wav"</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>False</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>False</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>14</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>14</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>38.2</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>38.2</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>True</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName>True</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	barsAgo</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName>	offset</DisplayName>
                      <IsIndicator>false</IsIndicator>
                      <IsInt>true</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>false</IsSet>
                      <MemberName>0</MemberName>
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                    <StrategyWizardItem>
                      <DisplayName />
                      <IsIndicator>false</IsIndicator>
                      <IsInt>false</IsInt>
                      <IsMethod>false</IsMethod>
                      <IsSet>true</IsSet>
                      <MemberName />
                      <Parameters />
                      <Values />
                      <WizardItems />
                    </StrategyWizardItem>
                  </WizardItems>
                </Right>
              </StrategyWizardCondition>
              <StrategyWizardCondition>
                <AndOr>And</AndOr>
                <Left>
                  <DisplayName>Current market position</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>Position.MarketPosition</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Left>
                <LookBackPeriod>1</LookBackPeriod>
                <Operator>==</Operator>
                <Right>
                  <DisplayName>Short</DisplayName>
                  <IsIndicator>false</IsIndicator>
                  <IsInt>false</IsInt>
                  <IsMethod>false</IsMethod>
                  <IsSet>true</IsSet>
                  <MemberName>MarketPosition.Short</MemberName>
                  <Parameters />
                  <Values />
                  <WizardItems />
                </Right>
              </StrategyWizardCondition>
            </Conditions>
          </StrategyWizardStateSet>
        </Sets>
        <StopTargets>
          <StrategyWizardAction>
            <DisplayName>Profit target</DisplayName>
            <Help />
            <MemberName>SetProfitTarget</MemberName>
            <Parameters>
              <string>fromEntrySignal</string>
              <string>mode</string>
              <string>value</string>
            </Parameters>
            <Values>
              <string />
              <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
              <string>ProfitTarget</string>
            </Values>
            <WizardItems>
              <StrategyWizardItem>
                <DisplayName />
                <IsIndicator>false</IsIndicator>
                <IsInt>false</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName />
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
              <StrategyWizardItem>
                <DisplayName />
                <IsIndicator>false</IsIndicator>
                <IsInt>false</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName />
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
              <StrategyWizardItem>
                <DisplayName>ProfitTarget</DisplayName>
                <IsIndicator>false</IsIndicator>
                <IsInt>true</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName>ProfitTarget</MemberName>
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
            </WizardItems>
          </StrategyWizardAction>
          <StrategyWizardAction>
            <DisplayName>Stop loss</DisplayName>
            <Help />
            <MemberName>SetStopLoss</MemberName>
            <Parameters>
              <string>fromEntrySignal</string>
              <string>mode</string>
              <string>value</string>
              <string>simulated</string>
            </Parameters>
            <Values>
              <string />
              <string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
              <string>StopLoss</string>
              <string>False</string>
            </Values>
            <WizardItems>
              <StrategyWizardItem>
                <DisplayName />
                <IsIndicator>false</IsIndicator>
                <IsInt>false</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName />
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
              <StrategyWizardItem>
                <DisplayName />
                <IsIndicator>false</IsIndicator>
                <IsInt>false</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName />
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
              <StrategyWizardItem>
                <DisplayName>StopLoss</DisplayName>
                <IsIndicator>false</IsIndicator>
                <IsInt>true</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName>StopLoss</MemberName>
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
              <StrategyWizardItem>
                <DisplayName />
                <IsIndicator>false</IsIndicator>
                <IsInt>false</IsInt>
                <IsMethod>false</IsMethod>
                <IsSet>true</IsSet>
                <MemberName />
                <Parameters />
                <Values />
                <WizardItems />
              </StrategyWizardItem>
            </WizardItems>
          </StrategyWizardAction>
        </StopTargets>
      </StrategyWizardState>
    </CurrentState>
  </State>
</NinjaTrader>
@*/
#endregion

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  #3 (permalink)
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Omer עומר / Israel י
 
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1) You are running the strategy with 'OnBarClose' = true,
This means that the checks only happen on the close of the bar, if in the bar the price goes to your stop
your stop will be hit, even if a condition to exit happened before (for example very long candle).

2) On what chart are you running this strategy ?
If you do this for example on a 30 min chart, the result could be something very different from expected

Maybe post a screen shot of the trades on the chart ?

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Thanks rleplae for your response.

I'm running this strategy on a Unirenko chart, so the bars aren't very long.

Here's a screenshot of a chart. The arrows show roughly where the strategy should be triggering:
http://imgur.com/IimEA7K
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Last edited by angela d; May 17th, 2016 at 09:35 AM.
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angela d View Post
Thanks rleplae for your response.

I'm running this strategy on a Unirenko chart, so the bars aren't very long.

Choosing this bar type and then wondering about the (back)testing results is a typical rookie fault.

The deficient testability of bar types like Unirenko has been discussed many times.
So please refer to the according discussions via the search function to get an impression
which parts of the backtesting and order management you will have to program yourself
in order to get any valid results.

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angela d View Post
Thanks rleplae for your response.

I'm running this strategy on a Unirenko chart, so the bars aren't very long.

Unirenko's are tricky.
They may show you a bar HL while the price didn't go there...

For example :
Price is at 1.1 and drops suddenly to 0.9, you may see a whole range of bars all the way
from 1.1 down to 0.9, at some point, your strategy will get an OnBarUpdate, for those
artificial intermediate bars.

There is a lot of material on unirenko bar's, but this guy explains some things you must be
very aware of.



So if you are using exotic bars, like the unirenko, with an OnBarUpdate... be carefull...
You migth subscribe the price itself as an event and test it there, at least then you are
sure the price is where you think it is...

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I"m testing only on market replay

Choke35,

Yes, I'm a rookie.

I'm testing only on market replay, not using the backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.

Thanks for your response.

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Market Wizard
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angela d View Post
Choke35,

Yes, I'm a rookie.

I'm testing only on market replay, not using the backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.

Thanks for your response.

It doesn't matter whether you are using market replay or the NT backtesting functions.
The effects / problems will be the same and depend on that bar type.

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choke35 View Post
It doesn't matter whether you are using market replay or the NT backtesting functions.
The effects / problems will be the same and depend on that bar type.

You may find it usefull to study the code of the ATM bot
it also uses also renkobars
and it has correct order handling

https://futures.io/elite-automated-trading/32559-ron-s-alpha-trade-method-ninjatrader-advanced-trade-management-bot-22.html

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Thanks so much rleplae and Choke35 for your help.

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