NinjaTrader strategy with wrong ADXVMA values

August 16th, 2009, 07:00 PM

Hi.

I'm getting wrong ADXVMA values in my strategies. For debugging, I plotted the current values using Print and saw that it was far from the correct values. I've put this in my strategy:

protected override void OnBarUpdate()
{

Print("ADXVMA: " + ADXVMA(21).ADXVMAPlot[0] + " Close: " + Close[0]);
Print("ADXVMA[1]: " + ADXVMA(21).ADXVMAPlot[1] + " Close[1]: " + Close[1]);
Print("===============");
}

The values printed are wrong when I see the correct values of it plotted in the chart.

August 16th, 2009, 08:37 PM

I just solved the problem. There is an issue in ADXVMA code that is discussed in ADXVMA strategy problem? - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum .

Cut these lines from the Initalize() method:
Code:
WeightDX = ADXPeriod;
WeightDM = ADXPeriod;
WeightDI = ADXPeriod;
ChandeEMA = ADXPeriod;
Move them to the OnBarUpdate() method:
Code:
if (CurrentBar == 0)
{
WeightDX = ADXPeriod;
WeightDM = ADXPeriod;
WeightDI = ADXPeriod;
ChandeEMA = ADXPeriod;
}

NinjaTrader strategy with wrong ADXVMA values

Discussion in NinjaTrader

NinjaTrader strategy with wrong ADXVMA values