Stop Losses Not Working?

[joeydisco]

When I set stop losses for a strategy I am backtesting, for some reason Ninjatrader is not reading them.

I set 'simulated' to true, set calculation mode as percent and place the percentage I wish to use as a stop loss.

Is there any sort of default I have to change before Ninjatrader will accept my stop loss inputs?

Thanks in advance.

[NinjaTrader_Matthew]

Hello,

What is the exact Percent value you are using for your stop? For example, if you are using 5%, you would want to make sure you're using a double value of 0.05 - as opposed to 5.00 which would be 500%.

If you're sure that is correct, do the stops work if you switch to CalculationMode.Ticks?

[joeydisco]

Thanks Matthew.

I am making sure my percentages are correct.

I want a 10% stop loss, i.e. 0.1, and my largest loss is coming out as 98%.

How can I set a 10% stop loss using ticks?

Thanks.

[NinjaTrader_Matthew]

You would need to calculate it yourself if you used ticks, however the CalculationMode.Percent should do that for you.

I was not asking you to use ticks for your strategy per se, just curious if the stop is submitted and executed if you do use ticks.

I would also suggest enabling the TraceOrders property in your strategy to see if the stops are actually being submitted when you expect:

http://www.ninjatrader.com/support/forum/showthread.php?t=3627