NexusFi: Find Your Edge


Home Menu

 





Longs Work, Shorts Don't


Discussion in NinjaTrader

Updated
    1. trending_up 1,331 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 3 posts
    2. attach_file 2 attachments




 
Search this Thread

Longs Work, Shorts Don't

  #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


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
Deepmoney LLM
Elite Quantitative GenAI/LLM
Futures True Range Report
The Elite Circle
ZombieSqueeze
Platforms and Indicators
Are there any eval firms that allow you to sink to your …
Traders Hideout
 
  #3 (permalink)
 bltdavid 
San Jose, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Posts: 112 since Dec 2013
Thanks Given: 35
Thanks Received: 103


Inside EnterShortStopLimit() should those be addition or subtraction?

See attached screenshot.

Attached Thumbnails
Click image for larger version

Name:	IMGDT_20170318_094944.jpg
Views:	168
Size:	469.8 KB
ID:	229832  
Reply With Quote
  #4 (permalink)
 bltdavid 
San Jose, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Posts: 112 since Dec 2013
Thanks Given: 35
Thanks Received: 103


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?

Reply With Quote




Last Updated on March 18, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts