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Strategy Entry/Exit Visualization


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Strategy Entry/Exit Visualization

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  #1 (permalink)
Florida
 
Experience: Intermediate
Platform: NT7
Trading: CL, NQ, NG
 
Posts: 469 since Jun 2009
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Hey Strat Programmers!
Please view the attached screenshot for a couple trade markers and let me know if this is expected behavior or not.

The entry/exit marker plotted on a candle is shown above the high or below the low of that candle. The actual high / low of the following candle would have allowed the order to fill.

I'm using the following order types:
 
Code

EnterLong(DefaultQuantity, "target1");
SetStopLoss("target1", CalculationMode.Price, Position.AvgPrice-autoBreakEvenPlusTicks*TickSize, false);
 
EnterLong(DefaultQuantity, "target2");
 

SetStopLoss("target2", CalculationMode.Price, Position.AvgPrice-autoBreakEvenPlusTicks*TickSize, false);
 

If I understand right, this is part of the NT internal order handling. If there's something I need to do differently in my code (ie, by verifying High[0] above or Low[0] below) or an option that needs set differently, please let me know.

Thanks for your help.
Kirk

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  #3 (permalink)
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is this simulation or real trades?

if it is real trades and you are using market orders then it is quite common for the entry signal to be generated on one bar but the price has moved outside the bar by the time you are filled, however since the signal was generated on that bar ninja still draws the entry there.

 
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  #4 (permalink)
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it's simulation on a strategy and I'm trying to modify the lines of code if that will help...

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  #5 (permalink)
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Do you get the same behavior using a normal Range chart?

Mike

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  #6 (permalink)
Florida
 
Experience: Intermediate
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yes, the same thing happens with Range charts in realtime on sim.

I'll try tick charts next

kz

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  #7 (permalink)
Destin, FL / EU (Brno, Czech Rep.)
 
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Hey guys, did you already find out what's wrong with those trade marks in chart?
It borders me too. I have written to NT support with no results.





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Last Updated on November 8, 2012


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