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this strategy works incorrect on EdsRenko. Help!


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this strategy works incorrect on EdsRenko. Help!

  #1 (permalink)
Accumulator
moscow
 
Posts: 4 since Dec 2009
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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)
 
cunparis's Avatar
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
Posts: 2,565 since Jun 2009
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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)
koganam
Garner, NC/USA
 
Posts: 39 since Dec 2009
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What are you expecting, and how does it not happen?

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Last Updated on February 4, 2010


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