Trailing stop not working on backtest

[stephenszpak]

Stephen,
Do you write in NT script or in wizard?
If you write in Wizard, I can't help.
If in script then you need private IOrder, that way this variable will hold your entry it you will be able to query it.
Also you need VS. Thats the olny way I see how to debug!

Baruch

I don't use the Wizard. My programming skills are almost non-existent as you know.
I will look at the 'private IOrder' stuff tonight and post with the something or nothing
I come up with on Saturday. It's hard to tell sometimes, will my abilities, when I need
to use this or that in NinjaScript, so thanks again.

I get the impression from support that I am the first person to ever need such coding
(ie. change stoploss, to breakeven, then to trailing).

[NinjaTrader_JoshP]

stephen,

What we are trying to say is you can do all of that with a single stop loss order. Just modify the price of it when you deem necessary to breakeven and to become a trailing stop when that needs to be done too. You don't need two separate orders to accomplish this.

[stephenszpak]

stephen,

What we are trying to say is you can do all of that with a single stop loss order. Just modify the price of it when you deem necessary to breakeven and to become a trailing stop when that needs to be done too. You don't need two separate orders to accomplish this.

I think you and Baruch understand by now how difficult all this is.

Anyway, you wrote:

http://www.ninjatrader-support2.com/vb/showpost.php?p=133973&postcount=29

http://www.ninjatrader-support2.com/vb/showpost.php?p=133977&postcount=31

As far as one or two orders...well, nothing has come close to working, regardless
of how I've approached this so far.

(trying not to be snotty about it to you)

- Stephen

[stephenszpak]

stephen,

What we are trying to say is you can do all of that with a single stop loss order. Just modify the price of it when you deem necessary to breakeven and to become a trailing stop when that needs to be done too. You don't need two separate orders to accomplish this.

I was trying to do this by modifying the stop loss order. Some code
was posted by me. Either it's not written correctly or NT isn't seeing it
according to Baruch:

comment by Baruch here:
================================================== ===========
The problem is that you are not in a position, so you don't have Position.AvgPrice.
You execute EnterLong(), but it takes time to enter a position and its not on OnBarUpdate() of a current bar.
================================================== ============

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience.

[stephenszpak]

I have contacted someone who plans to assist me
in this coding, for a fee. I hope it works out.

[stephenszpak]

Sorry to say it didn't.

[stephenszpak]

Trying IOrder stuff now. After a couple hours I got this below.
I tried, and am still trying to exit the long position but something
isn't right in that as yet. Need to add a 5 point stop loss before
I do the other two stops (breakeven, then trailing)


================================================== ========

private IOrder bullOrderentry=null;


protected override void OnBarUpdate()
{
{
{
if (Close[0]>Close[1]&& Median [0]>Median[1]&& bullOrderentry==null)
EnterLong("bullOrderentry");

[stephenszpak]

I thought that what I wrote below would begin to approach
being right. I wasn't sure if the stop would be triggered
in real time or at the close of a bar. Unfortunately the stop is never triggered at all.

================================================== =============

#region Variables
private double Stop=0;


#endregion

private IOrder bullOrderentry=null;
private IOrder bullOrderexit=null;

protected override void OnBarUpdate()
{
{
{
if (Close[0]>Close[1]&& Median [0]>Median[1]&& bullOrderentry==null)
EnterLong("bullOrderentry");

Stop=Position.AvgPrice-5*TickSize;
if (("bullOrderentry"!=null)&&(Close[0]<=(Stop))&& (bullOrderexit==null));
ExitLong("bullOrderexit");

[stephenszpak]

Code causes exits if price moves up or down. Hmmm.
==================================================

if (Close[0]>Close[1]&& Median [0]>Median[1]&& (Position.MarketPosition == MarketPosition.Flat))
EnterLong();
if (Position.MarketPosition == MarketPosition.Long)

Stop=Position.AvgPrice-5*TickSize;

if ((Position.MarketPosition == MarketPosition.Long)&&(Close[0]<=(Stop)));
ExitLong();