Strategy only printing signals historically; no signals on live market.

November 24th, 2023, 12:49 PM

Can I post about a strategy I am trying to create? I am stuck, and not sure what to add to the code to resolve this issue. The signals for the strategy print out correctly on historical chart information, but never going forward on a live market. I know I am missing something, but not sure how to resolve it. Thanks in advance if anyone can point me in the right direction.

November 24th, 2023, 01:25 PM

Bullywig

Can I post about a strategy I am trying to create? I am stuck, and not sure what to add to the code to resolve this issue. The signals for the strategy print out correctly on historical chart information, but never going forward on a live market. I know I am missing something, but not sure how to resolve it. Thanks in advance if anyone can point me in the right direction.

Where is the strategy?
Nothing attached

November 25th, 2023, 09:11 AM

Here is the CS file. Thanks for any help in advance.

November 25th, 2023, 09:23 AM

Bullywig

Here is the CS file. Thanks for any help in advance.

Please add CumDelta.
Or tell me where to download it.

I do not have this on my system to test it
Thanks

November 25th, 2023, 09:40 AM

Here is the cum delta cs

November 25th, 2023, 10:23 AM

what time frame is your chart?
Minute, day, renko, range, etc

November 25th, 2023, 12:11 PM

I am short on time during the holiday but maybe this will get you started or perhaps someone else will post a solution.
Here are two issues:

There is no code to enter a trade:
i.e. EnterLong(); / EnterShort();

Also there is a logic error in the signal.

The strategy is trying to enter a trade on the current candle but using Close[1]/Open[1] as the trigger.

This means the signal has past in real time and will not trigger.
This can be done but the logic is not correct in the indicator.

You should use Print statements to be sure your parameters are correct on the currentbar.
Here are the parameters shown for the signal on the charts below:
VFST = -400
CumDelta1 = -17
EMA1 = -11.9509422153801
EMA2 = 16032.039996093
EMA3 = 16035.8225645426

I added the chart indicators so I could see the logic.
I could not add the EMA1 because it makes the chart unviewable (11.9)
I also added the backcolor on the signal candle

Here are two examples of the chart

Live

After live with manual refresh
Historical

November 26th, 2023, 08:46 AM

By the way, I run this on mean Renko or Uni renko bar charts.

Thanks for the response, but I am not following where the error is or how to use print statements? I will look to see if I can find something on print statements, but perhaps you can indulge me for a few more questions/observations? I appreciate your responses thus far. Very Helpful.

As far as I can tell, the trigger relies on 4 parameters. Are you saying that the if ((Close[1] < Open[1]) is the issue and that by being the first statement based on the previous bars data, causes the issue? It's followed by 3 && statements all based on the current bar.

Below, there are 4 parameter that cause the bar color change and the arrow. That's all I am seeking at this moment. No entry, target, or stop logic. I created most of this in the strategy builder, and added in the

( AddDataSeries(Data.BarsPeriodType.Tick, 1); )

based on something I found on the NT forum using the Ninjascript Editor, but still no signals in real time; just historic signals which all look correct on the chart when I apply the strategy, but only historically.

I'm still learning, so I appreciate any explanation to help me understand where I went astray.

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

// Set 1
if ((Close[1] < Open[1])
&& (CumDelta1[0] > VFLT)
&& (EMA1[0] > TFLT)
&& (EMA2[0] > EMA3[0]))
{
Draw.ArrowUp(this, @"MyCustomStrategy Arrow up_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Close[0] + 20) , Brushes.DodgerBlue);
BarBrush = Brushes.DeepPink;
}

// Set 2
if ((Close[1] > Open[1])
&& (CumDelta1[0] < VFST)
&& (EMA1[0] < TFST)
&& (EMA2[0] < EMA3[0]))
{
Draw.ArrowDown(this, @"VTES001 Arrow down_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Close[0] - 20) , Brushes.Red);
BarBrush = Brushes.DeepPink;
}

}

November 26th, 2023, 10:12 AM

Because this was created in Strategy Builder it may have put a lot of code that was not necessary.
I suggest you post your request here:

Want your NinjaTrader STRATEGY created for free?

I get a lot of requests for help building strategies. Many of which are repeats of other requests. I am starting this thread to handle many of these requests as the public building and revising of strategies would certainly help the community. Please …

As far as using print statements you add this to your code in places you want to see the values of the indicators used:
For example: post the prints you want to see after the Draw.Arrow command or any place you want to see the values.

Code

Print("UP");
Print("VFLT = "+VFLT);
Print("CumDelta1 = "+CumDelta1[0]);
Print("EMA1 = "+EMA1[0]);	
Print("EMA2 = "+EMA2[0]);	
Print("EMA3 = "+EMA3[0]);

Bullywig

By the way, I run this on mean Renko or Uni renko bar charts.

Thanks for the response, but I am not following where the error is or how to use print statements? I will look to see if I can find something on print statements, but perhaps you can indulge me for a few more questions/observations? I appreciate your responses thus far. Very Helpful.

As far as I can tell, the trigger relies on 4 parameters. Are you saying that the if ((Close[1] < Open[1]) is the issue and that by being the first statement based on the previous bars data, causes the issue? It's followed by 3 && statements all based on the current bar.

Below, there are 4 parameter that cause the bar color change and the arrow. That's all I am seeking at this moment. No entry, target, or stop logic. I created most of this in the strategy builder, and added in the

( AddDataSeries(Data.BarsPeriodType.Tick, 1); )

based on something I found on the NT forum using the Ninjascript Editor, but still no signals in real time; just historic signals which all look correct on the chart when I apply the strategy, but only historically.

I'm still learning, so I appreciate any explanation to help me understand where I went astray.

November 27th, 2023, 02:36 PM

Hi @Bullywig,

I see that you have reposted in the free strategy thread, as advised by @DavidHP, as well as in another thread you have created.

Since you are receiving help in the strategy thread, I am closing the other two threads to prevent duplication of the topic.

Bob.

Strategy only printing signals historically; no signals on live market.

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Strategy only printing signals historically; no signals on live market.