1. What is the reason why NT cannot place a stop loss and a trailing stop on the same order? Is this something that may be added in the future? It would be great to be able to set a stop loss, and then set a trail stop under the stoploss.
2. Yes. I know you can code your own fancy stop loss mechanisms. I have tried this by placing a stop loss via SetStopLoss as a function of price, PNL, etc, etc. However, I have found that placing/updating a stop loss every bar (and certainly every tick) is hugely memory intensive. Not only that, but it seems to be very IO intensive ( gauging by the sound of my hard drive during an active order). Why is this? Is it the tick-by-tick test ofthe stop? Any suggestions? Doing a year long backtest or Market Replay of six months brings my system down if I dynamically place the stop loss. It is almost like the prior SetStopLoss still exists and the memory consumption grows without bounds.
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