StopLoss bug

[magnatauren]

Hi everyone,

I consistently have this problem on 90% of my backtests in the Strategy analyzer.

Instead of obeying the rules of the strategy and exiting at the stop-loss or the profit target it holds onto the trade until the end of the back test no matter what. I've been searching to find no answers. This doesn't happen when I do a market replay or when I run them live but I use the backtester a lot to confirm things and my data is always skewed.

http://imgur.com/rbGWeoN

Any help on fixing this problem would be greatly appreciated!

[NinjaTrader_ChelseaB]

Hi magnatauren,

Do you experience this with any of the sample strategies supplied with NinjaTrader?

May I test your script on my end?

To export your script do the following:

1. Click File -> Utilities -> Export NinjaScript
2. Enter a unique name for the file in the value for 'File name:'
3. Select the strategy from the objects list on the left -> click the right facing arrow ">" to add the strategy to the export
4. Click the 'Export' button -> click 'yes' to add any referenced indicators to the export -> click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 7/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://www.ninjatrader.com/support/h...nt7/export.htm

[magnatauren]

Hello Chelsea,

No I don't experience this with the provided strategies.
I've attached two of the strategies I've been working on but have stopped since this problem has been occurring. The TrendPullback always has the problem along with any strategy I make similar to it.

If you could help me find this problem that would be amazing thank you!

[NinjaTrader_ChelseaB]

Hello,

Thank you for posting the strategy.

I am seeing that the strategy by default sets the profit target at 60 ticks and the stop loss at 40 ticks.

The entry was at 92.89.

So the profit target would be placed at 93.49.

The stop loss is placed at 92.49.

I am seeing that the price drops lower than this in the screenshot.

However, from my testing, I am finding that the stop loss is closing orders when the price drops 40 ticks. This screenshot is taken with Exit on close set to True.

I have modified your script so that you get output in the Output window, so that we can see where the stop and target are being placed once the entry order is in.

Please run this modified script and post the output.

[magnatauren]

Thanks for your help, I found that the bug was the fact that the orders were not individually named. I just added a +current bar to name the buy and sell orders and it fixed the problem.