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sell this bar, not next bar, is that possible?


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sell this bar, not next bar, is that possible?

  #11 (permalink)
 KhaosTrader 
San Jose
 
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Thanks, that made the entries all occur on 1 bar, but.... lol, its so funny, now ALL entries are on the bar, even if i put my target 3 to a huge amount and my stop to a huge amount, it should have some exits on other bars.....

I am really appreciative of your help...

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  #12 (permalink)
 
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 Nicolas11 
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"now ALL entries are on the bar"

You mean: all exits?
Is it still the same code as above?
Could you post a chart showing the problem?

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  #13 (permalink)
 KhaosTrader 
San Jose
 
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Yes, ok here is the code, and below is the chart...



inputs:
target1 (50),
target2(100),
target3(500),
stopsize(120),
buyCushion (.20),
BE2(0) , // 0=false, 1 = true
BE3(0); // 0=false, 1 = true

vars:
TickSize (MinMove/PriceScale),
smav (0),
emav (0),
hmav(0),
t1 (target1*TickSize),
t2 (target2*TickSize),
t3 (target3*TickSize),
st1 (0),
st2 (0),
st3 (0),
buyTrigger(0);


[IntrabarOrderGeneration = true]


// open new positions


if MarketPosition = 0 and barstatus(1) = 2 and Low > Low[1] and High > High[1] then begin
//and time>1000 and (time <1600)
Print("This is the closing tick of the bar.");
print ("this is buyTrigger = "+ NumToStr(buyTrigger ,0));
print ("timea = " + NumToStr(Time,0));

//Buy ("Enter Long") 300 Shares Next Bar At (High+buypoint) stop;
Buy ("Enter Long") 300 Shares Next Bar At high stop;

//SellShort("Enter Short") 300 Shares Next Bar at (Low-buypoint) stop;




end;





// manage open orders

if MarketPosition = 1 then begin


st1 = EntryPrice - (stopsize * TickSize);
st2 = iff(BE2 = 1, EntryPrice, EntryPrice-(stopsize * TickSize));
st3 = iff(BE3 = 1, EntryPrice, EntryPrice-(stopsize * TickSize));

//print ("this is ticksize = "+ NumToStr(ticksize ,2));
//print ("this is enter = "+ NumToStr(entryprice ,2));
// print ("this is stop = "+ NumToStr(st1 ,2));
// print ("this is stopsize = "+ NumToStr(stopsize ,2));
//
if CurrentShares = 100 then begin
Sell("Exit L300-CS100 Target") 100 Shares next Bar at (EntryPrice + t3) Limit;
Sell("Exit L300-CS100 Stop") 100 Shares next Bar at st3 Stop;
end;


if CurrentShares = 200 then begin
Sell("Exit L200-CS200 Target") 100 Shares Next Bar at (EntryPrice + t2) Limit;
Sell("Exit L200-CS200 Stop") 100 Shares Next Bar at st2 Stop;
Sell("Exit L300-CS200 Target") 100 Shares Next Bar at (EntryPrice + t3) Limit;
Sell("Exit L300-CS200 Stop") 100 Shares Next Bar at st3 Stop;
end;

if CurrentShares = 300 then begin

print ("*********barstatus at exit commands = " + NumToStr(barstatus(1),0));

Sell("Exit L100-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L100-CS300 Stop") 100 Shares Next Bar at st1 Stop;
Sell("Exit L200-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L200-CS300 Stop") 100 Shares Next Bar at st2 Stop;
Sell("Exit L300-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L300-CS300 Stop") 100 Shares Next Bar at st3 Stop;
end;

end;

if MarketPosition = -1 then begin

st1 = EntryPrice + (stopsize * TickSize);
st2 = iff(BE2 = 1, EntryPrice, EntryPrice+(stopsize * TickSize));
st3 = iff(BE3 = 1, EntryPrice, EntryPrice+(stopsize * TickSize));

if CurrentShares = 100 then begin
BuyToCover("Exit S300-CS100 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS100 Stop") 100 Shares Next Bar at st3 Stop;
end;


if CurrentShares = 200 then begin
BuyToCover("Exit S200-CS200 Target") 100 Shares Next Bar at (EntryPrice - t2) Limit;
BuyToCover("Exit S200-CS200 Stop") 100 Shares Next Bar at st2 Stop;
BuyToCover("Exit S300-CS200 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS200 Stop") 100 Shares Next Bar at st3 Stop;
end;

if CurrentShares = 300 then begin
BuyToCover("Exit S100-CS300 Target") 100 Shares Next Bar at (EntryPrice - t1) Limit;
BuyToCover("Exit S100-CS300 Stop") 100 Shares Next Bar at st1 Stop;
BuyToCover("Exit S200-CS300 Target") 100 Shares Next Bar at (EntryPrice - t2) Limit;
BuyToCover("Exit S200-CS300 Stop") 100 Shares Next Bar at st2 Stop;
BuyToCover("Exit S300-CS300 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS300 Stop") 100 Shares Next Bar at st3 Stop;
end;


end;

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  #14 (permalink)
 
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 Nicolas11 
near Paris, France
 
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I have the feeling that the code does exactly what you ask it to do.

 
Code
if CurrentShares = 300 then begin

print ("*********barstatus at exit commands = " + NumToStr(barstatus(1),0));

Sell("Exit L100-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L100-CS300 Stop") 100 Shares Next Bar at st1 Stop;
Sell("Exit L200-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L200-CS300 Stop") 100 Shares Next Bar at st2 Stop;
Sell("Exit L300-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L300-CS300 Stop") 100 Shares Next Bar at st3 Stop;
end;
Nicolas

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  #15 (permalink)
 KhaosTrader 
San Jose
 
Experience: Intermediate
Platform: NinjaTrader, Esignal
Trading: Stocks
Posts: 107 since Jan 2012
Thanks Given: 40
Thanks Received: 21

LOL, ooops... Sorry .. Yep that was the problem.

How do I make allow unlimited entries and exits per bar as default? is there a script command for that?

Thanks so much Nicholas!

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  #16 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,769

Without having checked, I would say that it is not possible to change the default setting, and that you have to check each time you add a strategy. But I may be wrong.

Nicolas

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  #17 (permalink)
 KhaosTrader 
San Jose
 
Experience: Intermediate
Platform: NinjaTrader, Esignal
Trading: Stocks
Posts: 107 since Jan 2012
Thanks Given: 40
Thanks Received: 21

Ok. I will set it manually...

I am backtesting and am seeing sometimes it doesnt enter when it should here is the chart and the (sorta fixed) code




inputs:
target1 (50),
target2(100),
target3(300),
stopsize(75),
buyCushion (.20),
BE2(0) , // 0=false, 1 = true
BE3(0); // 0=false, 1 = true

vars:
TickSize (MinMove/PriceScale),
smav (0),
emav (0),
hmav(0),
t1 (target1*TickSize),
t2 (target2*TickSize),
t3 (target3*TickSize),
st1 (0),
st2 (0),
st3 (0),
buyTrigger(0);


[IntrabarOrderGeneration = true]


// open new positions


if MarketPosition = 0 and barstatus(1) = 2 and Low > Low[1] and High > High[1] then begin
//and time>1000 and (time <1600)
Print("This is the closing tick of the bar.");
print ("this is buyTrigger = "+ NumToStr(buyTrigger ,0));
print ("timea = " + NumToStr(Time,0));

//Buy ("Enter Long") 300 Shares Next Bar At (High+buypoint) stop;
Buy ("Enter Long") 300 Shares Next Bar At high stop;

//SellShort("Enter Short") 300 Shares Next Bar at (Low-buypoint) stop;




end;





// manage open orders

if MarketPosition = 1 then begin


st1 = EntryPrice - (stopsize * TickSize);
st2 = iff(BE2 = 1, EntryPrice, EntryPrice-(stopsize * TickSize));
st3 = iff(BE3 = 1, EntryPrice, EntryPrice-(stopsize * TickSize));

//print ("this is ticksize = "+ NumToStr(ticksize ,2));
//print ("this is enter = "+ NumToStr(entryprice ,2));
// print ("this is stop = "+ NumToStr(st1 ,2));
// print ("this is stopsize = "+ NumToStr(stopsize ,2));
//
if CurrentShares = 100 then begin
Sell("Exit L300-CS100 Target") 100 Shares next Bar at (EntryPrice + t3) Limit;
Sell("Exit L300-CS100 Stop") 100 Shares next Bar at st3 Stop;
end;


if CurrentShares = 200 then begin
Sell("Exit L200-CS200 Target") 100 Shares Next Bar at (EntryPrice + t2) Limit;
Sell("Exit L200-CS200 Stop") 100 Shares Next Bar at st2 Stop;
Sell("Exit L300-CS200 Target") 100 Shares Next Bar at (EntryPrice + t3) Limit;
Sell("Exit L300-CS200 Stop") 100 Shares Next Bar at st3 Stop;
end;

if CurrentShares = 300 then begin

print ("*********barstatus at exit commands = " + NumToStr(barstatus(1),0));

Sell("Exit L100-CS300 Target") 100 Shares Next Bar at (EntryPrice + t1) Limit;
Sell("Exit L100-CS300 Stop") 100 Shares Next Bar at st1 Stop;
Sell("Exit L200-CS300 Target") 100 Shares Next Bar at (EntryPrice + t2) Limit;
Sell("Exit L200-CS300 Stop") 100 Shares Next Bar at st2 Stop;
Sell("Exit L300-CS300 Target") 100 Shares Next Bar at (EntryPrice + t3) Limit;
Sell("Exit L300-CS300 Stop") 100 Shares Next Bar at st3 Stop;
end;

end;

if MarketPosition = -1 then begin

st1 = EntryPrice + (stopsize * TickSize);
st2 = iff(BE2 = 1, EntryPrice, EntryPrice+(stopsize * TickSize));
st3 = iff(BE3 = 1, EntryPrice, EntryPrice+(stopsize * TickSize));

if CurrentShares = 100 then begin
BuyToCover("Exit S300-CS100 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS100 Stop") 100 Shares Next Bar at st3 Stop;
end;


if CurrentShares = 200 then begin
BuyToCover("Exit S200-CS200 Target") 100 Shares Next Bar at (EntryPrice - t2) Limit;
BuyToCover("Exit S200-CS200 Stop") 100 Shares Next Bar at st2 Stop;
BuyToCover("Exit S300-CS200 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS200 Stop") 100 Shares Next Bar at st3 Stop;
end;

if CurrentShares = 300 then begin
BuyToCover("Exit S100-CS300 Target") 100 Shares Next Bar at (EntryPrice - t1) Limit;
BuyToCover("Exit S100-CS300 Stop") 100 Shares Next Bar at st1 Stop;
BuyToCover("Exit S200-CS300 Target") 100 Shares Next Bar at (EntryPrice - t2) Limit;
BuyToCover("Exit S200-CS300 Stop") 100 Shares Next Bar at st2 Stop;
BuyToCover("Exit S300-CS300 Target") 100 Shares Next Bar at (EntryPrice - t3) Limit;
BuyToCover("Exit S300-CS300 Stop") 100 Shares Next Bar at st3 Stop;
end;


end;

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  #18 (permalink)
 
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 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,769

I think that the previous trade is not closed.
You are still long 100 contracts.

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  #19 (permalink)
 KhaosTrader 
San Jose
 
Experience: Intermediate
Platform: NinjaTrader, Esignal
Trading: Stocks
Posts: 107 since Jan 2012
Thanks Given: 40
Thanks Received: 21

your right, but i dont get it , i should have been stopped out... stop is 75 cents below entry or b/e

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  #20 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,769


When you ask the code to print TickSize, which value of TickSize does it print?

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Last Updated on August 22, 2012


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