Wrong Execution Price

[alexstox]

wrong execution of trail stop, stop loss

That's what I've told earlier -->

if (BarsSinceEntry("Long Entry")>1 && Close[0] >= Position.AvgPrice + 0.0050)
				SetTrailStop("Long Entry", CalculationMode.Ticks, 50, true);

But Strategy Analyzer doesn't see my conditions. As you can see from print.


I can't understand, why stop executes at the same bar with enter?!

[alexstox]

Offtop

Guys, is it only on my 2 different PCs that located in different places with different Internet connection?

I can't EDIT my messages. Just empty page after click "EDIT"

I tried on PC and laptop with Vista and Windows 7, from IE10 and Opera browsers!!!

[NinjaTrader_CalH]

Alexstox,

Thank you for the information. We are aware of the situation regarding "Edit" and creating new threads and currently looking into it.

The Strategy Analyzer will use the worst case scenario for the StopLoss orders that are being set.

Are you Setting the trail stop in the Initialize() method?

This would account for the same bar trail stop.

[alexstox]

Alexstox,
The Strategy Analyzer will use the worst case scenario for the StopLoss orders that are being set.

Are you Setting the trail stop in the Initialize() method?
This would account for the same bar trail stop.

No, I set it in <protected override void OnBarUpdate()>

[NinjaTrader_CalH]

Alexstox,

When SetTrailStop is set, it is set for the entire strategy, specifically for the signal entry name.

You'll notice that the screenshot in post #16, that the orders in the beginning have their trail stop met later on in the chart. However, the trail stop is now set for all the orders being submitted, since the condition to have the SetTrailStop was met, it set the trail stop as a standard for all the orders.

This is why you are getting filled on intrabar.

You can modify the set strategy to change the price push back further

Let me know if I can be of further assistance.

[alexstox]

1. As you can see I set SetTrailStop only for "Long Entry"
2. SetTrailStop MUST work only after
BarsSinceEntry("Long Entry")>1 && Close[0] >= Position.AvgPrice + 0.0050

as I set it in

if (BarsSinceEntry("Long Entry")>1 && Close[0] >= Position.AvgPrice + 0.0050)

BUT it does not happen!

[NinjaTrader_CalH]

Alexstox,

Once you set TrailStop once, it will always be there and for every order placed after.

If you want to have it exit out one bar later at least you will need to calculate this manually and using an Exit Order top exit out.

[alexstox]

Alexstox,

Once you set TrailStop once, it will always be there and for every order placed after.

If you want to have it exit out one bar later at least you will need to calculate this manually and using an Exit Order top exit out.

Dear Cal, thank you for your support. My fault was that I didn't show start of the script. So, this SetTrailStop was after IF condition for entry.