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NinjaTrader strategy with wrong ADXVMA values


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  #1 (permalink)
 
GentleTrader's Avatar
 GentleTrader 
Rio de Janeiro - Brazil
 
Experience: Advanced
Platform: Sierra Chart
Broker: Stage5/IQFeed
Trading: ES
Posts: 85 since Jun 2009
Thanks Given: 7
Thanks Received: 47

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.


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  #2 (permalink)
 
GentleTrader's Avatar
 GentleTrader 
Rio de Janeiro - Brazil
 
Experience: Advanced
Platform: Sierra Chart
Broker: Stage5/IQFeed
Trading: ES
Posts: 85 since Jun 2009
Thanks Given: 7
Thanks Received: 47

I just solved the problem. There is an issue in ADXVMA code that is discussed in ADXVMA strategy problem? - NinjaTrader 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;
}


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Last Updated on August 16, 2009


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