trailing stop question...

[Fritztx]

I am using the following strategy in live trading and replay:

Step1 : 1 stop loss / 1 frequency / 3 profit trigger

This is to lock in 2 ticks profit when I am scalping on ES Market as long as it goes to 3 ticks.

In so far working fine in live trading. Today while in replay the following occurred. The price moved to 2 ticks profit and for some reason Ninja Trader issued my Stop at 1 tick profit. The price had not gone to 3 ticks profit yet. As you can see by the image below it went to 3 ticks the next bar.

Is this just a weird replay issue, or is this a posibility on LIVE trading. If so, why?

[NinjaTrader_Jason]

Hello Fritztx,

NinjaTrader must have received a price that would trigger the AutoTrail stop strategy. Could it be you had 3 ticks in profit as per the real-time data you received, however price moved back down quickly, so you did not notice it?

[NinjaTrader_VinceB]

Hi Fritztx,

Unfortunately our forum experienced technical difficulties early this morning. As a result, we were forced to restore our forum to its last back up point approximately seven (7) hours ago. Any posts created since that time have been lost. We are sorry for the inconvenience.

I have your original question here below and one of my coworkers will respond to it again shortly.

'NinjaTrader must have received a price that would trigger the AutoTrail stop strategy. Could it be you had 3 ticks in profit as per the real-time data you received, however price moved back down quickly, so you did not notice it?'
Jason - Thanks for your reply. However, if you re-read my post I was in REPLAY mode. So I was able to see price movement and the image I included shows the price graphed on the chart. Unless you are telling me that Ninja Trader program does not chart all price data that it receives.
I am posting today my concerns via a LIVE TRADE error when using the trailing stop part of my ATM strategy. I am getting concerned about errors and the way Ninja Trader is operating.

[NinjaTrader_Jason]

Hello Fritztx,

I see, do you have the time stamp of execution for these three executions? Please tell the time stamp of the price bar that holds the three executions as well.

In addition, am I correct the same occurred when trading live? If so, please send me your log and trace files for today to support[at]ninjatrader[dot]com. Please reference this thread and put 'Attn Jason' in the subject header. Please include the time stamp of the price bar that holds the executions as well.

You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20091202 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20091202 for today. (trace.yyyymmdd for any other date)"

[KBJ]

One of my traders had a similar experience.

She was running NinjaTrader (6.5) on a somewhat under-powered system which also had some other applications running.

She got an indication that the CPU was running at 100% (i.e., she saw the little round blue "donut" that rotates on Vista), and she missed a trade.

On the screen it appeared that the market had not touched the price of her order.

However, when I did a Reload Historical Data for the day on her computer, the missing bars (which contained the price her order had been placed at) then showed up on her screen.

The "solution" to make sure it didn't re-occur was to make sure that she was not running other programs at the time she was trading.

In this particular case, she was doing simulated trading, so there was no damage done (other than to her confidence - which has hopefully been restored now that she's not seeing "donuts" anymore).