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Stop not working in Real Time

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    Stop not working in Real Time

    I have a Strategy that submits an order followed by an unmanaged stop. The strategy works as designed in backtest but when I try running it in realtime with IB Simulated envirment the stop does not get submitted. Here is the effected statements statements.
    protected override void Initialize()
    {
    CalculateOnBarClose = true;
    BarsRequired = 25;
    TraceOrders = false;
    ExitOnClose = true;
    Unmanaged = true;

    // for speed set to true
    ExcludeTradeHistoryInBacktest = false;

    Add(PeriodType.Minute,SecBarLen);


    }

    /// <summary>
    /// Called on each bar update event (incoming tick)
    /// </summary>
    protected override void OnBarUpdate()
    {

    if(BarsInProgress == 0)
    {
    MinBars();
    }
    else
    {
    HourBars();
    }


    } // End On Bar Update

    private void HourBars()
    {
    // Market is Long -- Test for exit
    if (Position.MarketPosition == MarketPosition.Long)
    {
    entryOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Market, Quanity, 0, 0, "L", "ExitLong");
    }

    // Market is Short -- Test for exit
    if (Position.MarketPosition == MarketPosition.Short)
    {
    entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, Quanity, 0, 0, "S", "ExitShort");
    }


    } // End HourBars
    private void MinBars()
    {

    if (Position.MarketPosition == MarketPosition.Long)
    {

    entryOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Stop, Quanity, 0, NewStop, "L", "BreakLong");



    } // End Long
    if (Position.MarketPosition == MarketPosition.Short)
    {

    entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, Quanity, 0, NewStop, "S", "BreakShort");
    //

    } // End Short


    } // End of MinBars

    #2
    Reposted in Strategy where it should have been. GB

    Comment


      #3
      Thanks, just replied on your repost there.
      BertrandNinjaTrader Customer Service

      Comment

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