backtesting

[robje737]

Hi,

my strategy has a function for setting a break-even trade. So, if the run-up has reached a certain ticks, the breakeven triggers and the trade exits at plus 1 tick when the price drops.
I also use the trailtrigger.

In my live stratgy ( live trading ) this works perfectly!

However, since this week ( it did work for years! ) it does not show any Be or Trail trades!

What can be the issue?

kind regards,

Rob

[NinjaTrader_Bertrand]

Hi Rob, please it run with TraceOrders enabled to get a more detailed print in the output window. Also please include prints for debugging in your conditions in the script to adjust the stoploss, so you see exactly when it would be triggered. I take there are no errors in the NT log tab? Did you change anything on the setup like data connection, market or timeframe?

[robje737]

Hi Bertrand,

where do i find this Trace orders?
I have never used this, nor changed it.

Also, still same data, markets, timeframe etc. Also on other instruments ( gold etc ) it doesn't work. The strategy live does show the breakeven function correctly! That's the weird aspect here..

Rob

[NinjaTrader_Bertrand]

Hi Rob, this would be enabled as part of your Initialize() method -

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

Would the adjustment be set pretty tight so in backtesting it would mostly happen intrabar for your setups?

[robje737]

Hi Bertrand.

We still have the same problems concerning backtesting in the strategy-analyzer.
We have done the things you've said but no solution.

In brief the problems on the next instruments on backtesting in the strategy analyzer
-6E, 6J, SI,ZB and GC - orderparameter "stoploss" does function
-orderparameter "breakeven"doesn't function
-orderparameter "trail" doesn't function.

All parameters do function in the strategy in live trading.

Hope you'll have a solution on this issue.

Regards,

Rob.

[NinjaTrader_PatrickH]

Hello robje737,

Thank you for your update.

May we review the conditions that trigger the breakeven and trail in your code? Are you using the Set methods or the Exit methods?