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Strategy seems to behave intermittently
Updated May 17, 2016
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Strategy seems to behave intermittently
May 16th, 2016, 10:24 PM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
I built a pretty simple strategy with the Strategy Builder in NT.
It enters a position under a set of circumstances, has profit targets and stop losses, and exits early when the setup becomes invalid. But for some reason, not all of the trades or exits happen when I can see the criteria for them on the chart. I'll see a trade trigger, but when the setup reverses sometimes the trade is exited, sometimes it hits my stop. At other times I see the trade setup, but not execute.
I'm testing on Market Replay at an accelerated speed.
I've pasted the code from the Wizard output below. I hope I did it right.
Thanks in advance for any insight.
Code
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Fib buy
/// </summary>
[Description("Fib buy")]
public class FibTrendBuy2 : Strategy
{
#region Variables
// Wizard generated variables
private int profitTarget = 12; // Default setting for ProfitTarget
private int stopLoss = 20; // Default setting for StopLoss
private int cCIZero = 0; // Default setting for CCIZero
private bool isLong = false; // Default setting for IsLong
private bool isShort = false; // Default setting for IsShort
// User defined variables (add any user defined variables below)
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SetProfitTarget("", CalculationMode.Ticks, ProfitTarget);
SetStopLoss("", CalculationMode.Ticks, StopLoss, false);
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& CCI(240)[0] > CCIZero)
{
EnterLong(DefaultQuantity, "");
PrintWithTimeStamp("long");
}
// Condition set 2
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("", "");
PrintWithTimeStamp("FlatLong");
}
// Condition set 3
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& CCI(240)[0] < CCIZero)
{
EnterShort(DefaultQuantity, "");
PrintWithTimeStamp("short");
}
// Condition set 4
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& Position.MarketPosition == MarketPosition.Short)
{
ExitShort("", "");
PrintWithTimeStamp("exitShort");
}
}
#region Properties
[Description("")]
[GridCategory("Parameters")]
public int ProfitTarget
{
get { return profitTarget; }
set { profitTarget = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int StopLoss
{
get { return stopLoss; }
set { stopLoss = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int CCIZero
{
get { return cCIZero; }
set { cCIZero = Math.Max(0, value); }
}
[Description("")]
[GridCategory("Parameters")]
public bool IsLong
{
get { return isLong; }
set { isLong = value; }
}
[Description("")]
[GridCategory("Parameters")]
public bool IsShort
{
get { return isShort; }
set { isShort = value; }
}
#endregion
}
}
#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0" encoding="utf-16"?>
<NinjaTrader>
<Name>FibTrendBuy2</Name>
<CalculateOnBarClose>True</CalculateOnBarClose>
<Description>Fib buy</Description>
<Parameters>
<Parameter>
<Default1>
</Default1>
<Default2>12</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>ProfitTarget</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>20</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>StopLoss</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>0</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>0</Minimum>
<Name>CCIZero</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>false</Default1>
<Default2>1</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>IsLong</Name>
<Type>bool</Type>
</Parameter>
<Parameter>
<Default1>false</Default1>
<Default2>1</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>IsShort</Name>
<Type>bool</Type>
</Parameter>
</Parameters>
<State>
<CurrentState>
<StrategyWizardState xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<Name>Flat</Name>
<Sets>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter long position</DisplayName>
<Help />
<MemberName>EnterLong</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"long"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossAbove</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>CCI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>240</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>240</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>></Operator>
<Right>
<DisplayName>CCIZero</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCIZero</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Exit long position</DisplayName>
<Help />
<MemberName>ExitLong</MemberName>
<Parameters>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
<Values>
<string />
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"FlatLong"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Long</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Long</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter short position</DisplayName>
<Help />
<MemberName>EnterShort</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"short"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>CCI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>240</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>240</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator><</Operator>
<Right>
<DisplayName>CCIZero</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCIZero</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Exit short position</DisplayName>
<Help />
<MemberName>ExitShort</MemberName>
<Parameters>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
<Values>
<string />
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"exitShort"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Short</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Short</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
</Sets>
<StopTargets>
<StrategyWizardAction>
<DisplayName>Profit target</DisplayName>
<Help />
<MemberName>SetProfitTarget</MemberName>
<Parameters>
<string>fromEntrySignal</string>
<string>mode</string>
<string>value</string>
</Parameters>
<Values>
<string />
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>ProfitTarget</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>ProfitTarget</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>ProfitTarget</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Stop loss</DisplayName>
<Help />
<MemberName>SetStopLoss</MemberName>
<Parameters>
<string>fromEntrySignal</string>
<string>mode</string>
<string>value</string>
<string>simulated</string>
</Parameters>
<Values>
<string />
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>StopLoss</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>StopLoss</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>StopLoss</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</StopTargets>
</StrategyWizardState>
</CurrentState>
</State>
</NinjaTrader>
@*/
#endregion
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
May 17th, 2016, 02:08 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
1) You are running the strategy with 'OnBarClose' = true,
This means that the checks only happen on the close of the bar, if in the bar the price goes to your stop
your stop will be hit, even if a condition to exit happened before (for example very long candle).
2) On what chart are you running this strategy ?
If you do this for example on a 30 min chart, the result could be something very different from expected
Maybe post a screen shot of the trades on the chart ?
May 17th, 2016, 08:24 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Thanks rleplae for your response.
I'm running this strategy on a Unirenko chart, so the bars aren't very long.
Here's a screenshot of a chart. The arrows show roughly where the strategy should be triggering:
https://imgur.com/IimEA7K
May 17th, 2016, 08:35 AM
Germany
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
Posts: 2,668 since Feb 2013
Thanks Given: 5,101
Thanks Received: 6,558
angela d
Thanks rleplae for your response.
I'm running this strategy on a Unirenko chart, so the bars aren't very long.
Choosing this bar type and then wondering about the (back)testing results is a typical rookie fault.
The deficient testability of bar types like Unirenko has been discussed many times.
So please refer to the according discussions via the search function to get an impression
which parts of the backtesting and order management you will have to program yourself
in order to get any valid results.
May 17th, 2016, 08:37 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
angela d
Thanks rleplae for your response.
I'm running this strategy on a Unirenko chart, so the bars aren't very long.
Unirenko's are tricky.
They may show you a bar HL while the price didn't go there...
For example :
Price is at 1.1 and drops suddenly to 0.9, you may see a whole range of bars all the way
from 1.1 down to 0.9, at some point, your strategy will get an OnBarUpdate, for those
artificial intermediate bars.
There is a lot of material on unirenko bar's, but this guy explains some things you must be
very aware of.
So if you are using exotic bars, like the unirenko, with an OnBarUpdate... be carefull...
You migth subscribe the price itself as an event and test it there, at least then you are
sure the price is where you think it is...
May 17th, 2016, 08:39 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Choke35,
Yes, I'm a rookie.
I'm testing only on market replay, not using the backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.
Thanks for your response.
May 17th, 2016, 08:41 AM
Germany
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
Posts: 2,668 since Feb 2013
Thanks Given: 5,101
Thanks Received: 6,558
angela d
Choke35,
Yes, I'm a rookie.
I'm testing only on market replay, not using the
backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.
Thanks for your response.
It doesn't matter whether you are using market replay or the NT backtesting functions.
The effects / problems will be the same and depend on that bar type.
May 17th, 2016, 09:02 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
choke35
It doesn't matter whether you are using market replay or the NT
backtesting functions.
The effects / problems will be the same and depend on that bar type.
You may find it usefull to study the code of the ATM bot
it also uses also renkobars
and it has correct order handling
May 17th, 2016, 09:04 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Thanks so much rleplae and Choke35 for your help.
Last Updated on May 17, 2016