Strategy is exiting my long at the wrong time

July 13th, 2014, 04:39 PM

I am having some very frustrating trouble with a strategy that I am programming right now. Basically, I want to exit my long position when the price crosses below a certain point (cutLevel). Instead what is happening is that my position is exiting when it crosses above it. I have absolutely no idea why its doing this and I have been staring at the code for hours. Can anyone help? Here is the code:

Code

if (Position.MarketPosition == MarketPosition.Long)
			{
				
				if (Close [0] < MyIndicator.cutLevelLong && Close [1] > MyIndicator.cutLevelLong)
				{
				ExitLong(1); 
				}

                        }

instead of Close [0] and Close [1] I have also tried Close [0] and Open [0] as well as GetCurrentAsk() and Open [0]. None of these have worked either...

July 26th, 2014, 12:48 PM

Are you sure this is the piece of code that is triggering the exit?

The code seems all right.
< has priority over &&, so no () needed

and Close [0] is the last bar

July 27th, 2014, 09:20 AM

rleplae

Are you sure this is the piece of code that is triggering the exit?

The code seems all right.
< has priority over &&, so no () needed

and Close [0] is the last bar

You are probably right but it should be tested with the additional brackets to be sure that's not the issue.

Strategies can be finicky some times.

if ((Close [0] < MyIndicator.cutLevelLong) && (Close [1] > MyIndicator.cutLevelLong))
{
ExitLong(1);
}

July 27th, 2014, 09:28 AM

RJay

You are probably right but it should be tested with the additional brackets to be sure that's not the issue.

Strategies can be finicky some times.

if ((Close [0] < MyIndicator.cutLevelLong) && (Close [1] > MyIndicator.cutLevelLong))
{
ExitLong(1);
}

to be sure you can write to the log:

if ((Close [0] < MyIndicator.cutLevelLong) && (Close [1] > MyIndicator.cutLevelLong))
{
Log("Triggered my ExitLong ", NinjaTrader.Cbi.LogLevel.Information);
ExitLong(1);
}

Strategy is exiting my long at the wrong time

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Strategy is exiting my long at the wrong time