Ninja Trader Strategy Wait 10 bars before entering into a trade.

October 22nd, 2011, 07:05 PM

Hi guys is it possible to tell Ninjatrader when a condition is meet that it waits 10 bars before entering into the trade.

For example lets say I have a strategy to go long when the 20 EMA crosses above the 50 EMA line. When this condition is met , it should wait 10 bars THEN enter into the trade.

October 22nd, 2011, 07:17 PM

wallsteetking

Hi guys is it possible to tell Ninjatrader when a condition is meet that it waits 10 bars before entering into the trade.

For example lets say I have a strategy to go long when the 20 EMA crosses above the 50 EMA line. When this condition is met , it should wait 10 bars THEN enter into the trade.

When the 2 EMA's cross, record and save the count value of CurrentBar. When CurrentBar +10 is met, enter trade.

RJay

traderwerks · October 22nd, 2011, 07:42 PM

wallsteetking

Hi guys is it possible to tell Ninjatrader when a condition is meet that it waits 10 bars before entering into the trade.

For example lets say I have a strategy to go long when the 20 EMA crosses above the 50 EMA line. When this condition is met , it should wait 10 bars THEN enter into the trade.

Instead of using EMA(20)[0] , use EMA(20)[10] after making sure you have enough bars of data.

October 22nd, 2011, 08:29 PM

traderwerks

Instead of using EMA(20)[0] , use EMA(20)[10] after making sure you have enough bars of data.

RJay

When the 2 EMA's cross, record and save the count value of CurrentBar. When CurrentBar +10 is met, enter trade.

RJay

RJay is it possible to do this on the strategy wizard??

traderwerks
I tried it but does not work. I included a picture to explain my issue with the strategy.

Thank you guys for your help.

October 23rd, 2011, 10:23 AM

wallsteetking

RJay is it possible to do this on the strategy wizard??

traderwerks
I tried it but does not work. I included a picture to explain my issue with the strategy.

Thank you guys for your help.

I think traderwerks idea is better because it allows more flexibility and is easier to code.

You can use current market position to keep trade from happening if movement is unfavorable.

RJay

October 25th, 2011, 11:53 PM

traderwerks

Instead of using EMA(20)[0] , use EMA(20)[10] after making sure you have enough bars of data.

This gets the EMA(20) 10 bars ago, but how do you know that the crossing occurred there ? Even if you compare EMA(20)[10] to EMA(50)[10], you still may not know that the crossing occurred there.

I agree with rjay, I think saving the CurrentBar at the crossing is the way to go. Compare apples to apples (bar nums to bar nums).

traderwerks · October 26th, 2011, 02:51 AM

Here, it was just easier to write it than explain it.

I put the code int the download section Lagged [AUTOLINK]Moving Average[/AUTOLINK] Crossover.

Ninja Trader Strategy Wait 10 bars before entering into a trade.

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Ninja Trader Strategy Wait 10 bars before entering into a trade.