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Longs Work, Shorts Don't


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  #1 (permalink)
 
TradingAli's Avatar
 TradingAli 
Louisville, KY
 
Experience: None
Platform: NinjaTrader
Trading: CL
Posts: 15 since Apr 2015
Thanks Given: 6
Thanks Received: 21

Guys I need a little help as I'm stumped on this Ninjatrader7 strategy. I'm using NoRangeGap charts. I coded two strategies to go Long [on left] and to go Short [on right] in seperate strategies. But... when I backtest each strategy, only the Long strategy places trades, the Short strategy doesn't. Why? The code is essentially the same.

Long
If the High of Current Bar crosses the DonchianMidband
Then place Buy Stop Limit @ Low[0]+User Defined Variable

Short
If the Low of Current Bar crosses the DonchianMidband
Then place Sell Stop Limit @ Low[0]+User Defined Variable


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  #3 (permalink)
 bltdavid 
San Jose, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Posts: 114 since Dec 2013
Thanks Given: 36
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Inside EnterShortStopLimit() should those be addition or subtraction?

See attached screenshot.


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  #4 (permalink)
 bltdavid 
San Jose, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Posts: 114 since Dec 2013
Thanks Given: 36
Thanks Received: 105


TradingAli View Post
Guys I need a little help as I'm stumped on this Ninjatrader7 strategy. I'm using NoRangeGap charts. I coded two strategies to go Long [on left] and to go Short [on right] in seperate strategies. But... when I backtest each strategy, only the Long strategy places trades, the Short strategy doesn't. Why? The code is essentially the same.

Long
If the High of Current Bar crosses the DonchianMidband
Then place Buy Stop Limit @ Low[0]+User Defined Variable

Short
If the Low of Current Bar crosses the DonchianMidband
Then place Sell Stop Limit @ Low[0]+User Defined Variable

Your description above says you're using Low[0] for both Long and Short.

Ok, but your code uses High[0] to enter a short trade, which seems to violate your own description.

Which is correct?


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Last Updated on March 18, 2017


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