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TrailStopLoss question

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    TrailStopLoss question

    Hi, I would like to ask you why do I encounter drastically lower number of trades when I instead of
    SetStopLoss("value") set this: SetTrailStop("value")
    I changed only this and from 908 trades it got to 2.
    the value was unchanged at 99999 ticks. I also use exit on close.
    I think it should make at least the same number of trades, maybe more, but I see this affects entries and I have totally no idea why.
    Any help appreciated.
    Thank you
    N.
    Last edited by nicknamed; 11-16-2011, 04:59 AM.

    #2
    nicknamed, so you would actually not see any trades hitting the stops - just being exited then by ExitOnClose, correct?

    The methods used are not comparable - the SetStopLoss in your case is currency based, which would not make sense for a trailstop, same would go here for the Price mode.
    BertrandNinjaTrader Customer Service

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      #3
      This is not an advice or help, I think this is more like a statemement of reality.

      I do not see almost any trades, not only those hitting stops but none, not even profitable ones. ad this system is profitable with regular SL, I only wanted to improve ETD by introducing TSL.
      I have:
      private int tsl = 999999;

      active_Trade.setSL(TSL);

      SetTrailStop(CalculationMode.Ticks, active_Trade.SLPips);

      with this I expect to get at least the same number of trades as with standard stoploss.

      Comment


        #4
        Correct, I tried to clarify what you can expect from your approach - what you would need to do is letting the script run with TraceOrders enabled and then check the output window which exact order sequence you see in those cases - http://www.ninjatrader.com/support/f...ead.php?t=3627

        With Set() methods working you could also run into ignored entry orders as per our Internal order handling rules, the TraceOrders would notify you of such an event as well.

        I still don't see the practicality of the high stoploss tick value you attempt to use.
        BertrandNinjaTrader Customer Service

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          #5
          We will research that,

          The practicality lies only in comparison with results of SL test with TSL test. Obviously we are not that crazy to use that in reality

          Comment


            #6
            My programmer, who writes codes in NT7 since beta 3, so he has got a lot of experience, said that this advice again did not help.

            Comment


              #7
              He says, that he cannot see into NT7, just switched SL for TSL using tick system for both but suddenly almost no trades....why could be that? the methods must work in a different way somehow even in the code...I guess...

              Comment


                #8
                Sorry, but there's no practical aspect here, since those levels are virtually never hit.

                If you like I can give the strategy a run here and let you know my thoughts.

                You can contact me at support at ninjatrader dot com.
                BertrandNinjaTrader Customer Service

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                  #9
                  One further thing you could do, is using the examples provided in this reference sample to visualize the stop loss levels produced for comparison - http://www.ninjatrader.com/support/f...ead.php?t=5790

                  Since the Set()'s would not provide IOrder returns you would need to capture them first - but this would give you the highest detail possible in the order events seen in the scripts compared.
                  BertrandNinjaTrader Customer Service

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