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Very simple code


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Very simple code

  #1 (permalink)
 Impeesa 
Salamanca/Spain
 
Experience: Intermediate
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Hello

I am just a beginner programming codes and I need some help.

As you can see in jpeg attached, I have created a very simple strategy.

DeltaHigh of a bar > 75, then EntryShortLimit + 4 ticks in next bar
DeltaLow of a bar < -75, then EntryLongLimit - 4 ticks in next bar

But orders are launched one bar later instead just the bar after the conditions are met.
Can somebody please have a look at the strategy file zip and tell me what line of code is wrong and what is the right way?

Thanks a lot

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  #2 (permalink)
 
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 AllSeeker 
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From what I understood from that is to meet the condition bar needs to close, then only the system registers it as a "bar" and tallies the condition.

Basically your conditions won't be complete till bar is closed and naturally your response (order) for condition meeting will be on the next bar from the one where your condition has met.

/Just explaining the general programing logic, I don't code on NT, so maybe they have some way to lookahead this little technicality.

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  #3 (permalink)
userque
Chicago IL
 
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Hi, check out this link to the NinjaTrader forum:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/96317-enterlong-is-delayed-by-1-bar

You can use these Google search terms to find more, if you need them:

ninjatrader one bar late

Short answer: It won't wait 'till the next bar during live trading, and;

There are also ways to make it not wait while backtesting.

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  #4 (permalink)
 Impeesa 
Salamanca/Spain
 
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This issue happens with CumulativeDelta Ninjatrader indicator, but not with others like Volume, as you can see in screenshots attached.

CumulativeDelta indicator in strategy is delayed one bar from "Real" CumulativeDelta Indicator...

It does not happen when strategy is calculated OnEachTick, but in that situation, orders are launched during the trigger bar and not at close...

Any idea?

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  #5 (permalink)
userque
Chicago IL
 
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Impeesa View Post
...Any idea?

Ninjatrader Customer support explains it nicely here:

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/100663-calculate-both-on-bar-close-and-each-tick

The short:

Keep using calculate on each tick; but also use IsFirstTickOfBar.

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  #6 (permalink)
 Impeesa 
Salamanca/Spain
 
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Thanks. I had read that but it when I used IsFirstTickOfBar it didn't work as expected, neither OnBarClose (entries one bar later) nor OnEachTick (entries during trigger bar)

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  #7 (permalink)
userque
Chicago IL
 
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Impeesa View Post
Thanks. I had read that but it when I used IsFirstTickOfBar it didn't work as expected, neither OnBarClose (entries one bar later) nor OnEachTick (entries during trigger bar)

It can be very tricky to wrap your brain around the different numbering schemes, and closed bars vs. open; and off-by-one bugs. I've spent many hours debugging those sorts of things in just one complicated strategy.

I deal more with strategies than indicators; but maybe try asking in the NT forum. You may even need to send them your logs and/or code.

Sounds like it can be done with the items already mentioned, but for some pesky bug in your code.

Keep us posted if you get it squared away.

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Last Updated on September 18, 2020


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