I was working for a while on a strategy that would include a lot of entry/exit optimization features, to ease testing new strategies :) So the main idea behind the code was to provide as much tuning parameters as possible and entry/exit logic to run through NinjaTrader optimization. So it would life much easier in testing new strategies, all coding would be is to code the entry conditions and add the proper indicators to the strategy and based on conditions call short or long. I think I managed to get to the functional state but can't fight with small bugs one of them is when you place the strategy on the chart and it gives "An Enter() method to submit an entry order at '02/08/2012 2:02:00 AM' has been ignored" type of errors if on the same bar the order is being closed and new one being opened in opposite direction. I was attempting to create code for Ninja Optimizer, so it would behave same if you use with "calculate on bar close = true" feature.
So now my troubleshooting skills are not enough to combat all the bugs in the code, so I was wondering if anyone could help with this stuff. NinjaSupport gave up on me :)
As a baseline I used Fat Tails' indicator called SuperTrendU11, probably most of you saw it, great indicator.
I tried to summarize on the functionality in the excel attached herewith. Please let me know your opinion on this and if anyone could give me a hand with this strategy.