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code for different entry conditions for optimizer


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code for different entry conditions for optimizer

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  #1 (permalink)
Prague Czech republic
 
Experience: Beginner
Platform: Ninjatrader
Trading: Futures
 
Posts: 4 since Sep 2015
Thanks: 1 given, 0 received

Hello, I am working on a strategy usable for optimizer to work with different entry conditions and can not get over this problem. First of all my code:

#region Variables
private int entryoption= 1; //I can choose between 1 and 2 (or more )which will be choosing between 2 entry conditions (or more)

I also have

private int entrycondition1 = 0;
private int entrycondition2 = 0;
private double entrypoint = 0;

and my condition in protected override void OnBarUpdate():

if (entryoption==1) { entrycondition1 =1; entrycondition2 =0;}
if (entryoption==2) { entrycondition1 =0; entrycondition2 =1;}

(in firts case, strategy will work with entrycondition1, in second case with entryconditon2)

now when I know which entrycondition it will use, I need to define entrypoint:

if (entrycondition1==1) { entrypoint =High[1]}
if (entrycondition2==1) { entrypoint =Low[1]}

(both of them define entrypoint, but it does not matter, because these conditions can not work at the same time, always only one of them).
finaly:
if ((entrycondition1==1)
&& (Close[0]> entrypoint))
{
EnterLong(DefaultQuantity, "long");
}


(or second option)

if ((entrycondition2==1)
&& (Close[0]> entrypoint))
{
EnterLong(DefaultQuantity, "long");
}


However, it gives me not right results....In first case entry should be above High[1], in second case above Low[1].Problem must be somewhere in entrypoint, because if I do not use entrypoint and write :
if ((entrycondition1==1)
&& (Close[0]> High[0]))
{
EnterLong(DefaultQuantity, "long");
}

it works. However I am planning to have about 10 different variable entries(entrycondition1,entrycondition2, entrycondition3 etc.), so I need this entrypoint. Lets say that I want to keep logic for entry order is still the same for every entrycondition.
if ((entryconditionX==1)
&& (Close[0]> entrypoint))
{
EnterLong(DefaultQuantity, "long");
}

but only what will be defined and different for every entrycondition, will be entrypoint...How to achieve that? In my opinion, if I choose, entryoption==1, it will trigger entrycondition1==1, which will leads to entrypoint= High[0]. In otherwords - I want to achieve, that my entry logic is always same (Close[0]> entrypoint)), only entrypoint has many definitions and I will choose one of them from variables (entryoption)...What I am doing wrong?
I will be happy for any idea or help. I searched this forum, tried ninjatrader forum, but still can not move forward with it and of course solution will be so simple that I can not simply see it . Thank you Tomas

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