Trailing Stop Not Working

[zuhayr123]

Hi,

Something weird is happening. Regular stop losses work fine, but with absolutely zero changes in my code other than changing 'SetStopLoss' to 'SetTrailStop', the backtesting just stops working.

Attached are screenshots of me using a 20% stop loss and a 20% trailing stop.

As you can see, the regular stop loss works fine, triggering at 20%, but the trailing stop for some weird reason triggers on the same bar every single time.

No idea why this is happening.

Thanks for any help.

[NinjaTrader_PaulH]

Hello zuhayr123,

Thanks for your post.

Please post your strategy or a sample that demonstrates the issue so we can test. If you do not wish to post publicly, please feel free to send to PlatformSupport[at]NinjaTrader[dot]Com In the subject line add Atten: Paul and a link to this thread.

[zuhayr123]

Hello zuhayr123,

Thanks for your post.

Please post your strategy or a sample that demonstrates the issue so we can test. If you do not wish to post publicly, please feel free to send to PlatformSupport[at]NinjaTrader[dot]Com In the subject line add Atten: Paul and a link to this thread.

Hi, thanks for the reply. Here is an example of my code (Bars Array 0 is a 15 minute data-set):

#region Variables
private double startingCash = 20000;
private bool crossDown = true;
#endregion

protected override void Initialize()
{
CalculateOnBarClose = true;
Add("ABCD", PeriodType.Day, 1);
Add("EFGH", PeriodType.Day, 1);
SetTrailStop(CalculationMode.Percent, 0.2);
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
if (CrossBelow(EMA(BarsArray[1], 9), EMA(BarsArray[1], 20), 1))
{
crossDown = true;
}

bool entryCondition =
(CrossAbove(EMA(BarsArray[1], 20), EMA(BarsArray[1], 40), 10)) &&
(EMA(BarsArray[1], 20)[0] > EMA(BarsArray[1], 40)[0]) &&
(Closes[2][0] > EMA(BarsArray[2], 50)[0]) &&
(crossDown);
double ql = ((startingCash)*0.95)/Close[0];
int quantL = (int)ql;

if ((entryCondition) && (Position.MarketPosition == MarketPosition.Flat))
{
crossDown = false;
EnterLong(quantL, "Open Long");
}
}
}

[NinjaTrader_PaulH]

Hello zuhayr123,

Thanks for your reply.

What instrument are you using when looking at a 20% trailing stop or 20% stop loss?

What is your setting for exit On Close, true or false?

Can you post a chart that shows the trailing stop exiting on the same bar?

[zuhayr123]

Hello zuhayr123,

Thanks for your reply.

What instrument are you using when looking at a 20% trailing stop or 20% stop loss?

What is your setting for exit On Close, true or false?

Can you post a chart that shows the trailing stop exiting on the same bar?

Hi,

Instrument is UVXY.

exit on close is False.

Attached is the chart with one of the trades.

Thanks,

Zuhayr

[NinjaTrader_PatrickH]

Hello zuhayr123,

Thank you for your response.

In testing I cannot reproduce the behavior and only errors when the bar's update.
May we schedule a support with you? Please send a note to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H - 1548531' in the subject line, include a time that works best for you and a phone number we may reach you at.

[zuhayr123]

Hello zuhayr123,

Thanks for your post.

Please post your strategy or a sample that demonstrates the issue so we can test. If you do not wish to post publicly, please feel free to send to PlatformSupport[at]NinjaTrader[dot]Com In the subject line add Atten: Paul and a link to this thread.

Hi, I tried the strategy with different instruments. The trailing stop works for all instruments except UVXY. I think it may have something to do with the reverse split that occurred today messing up Kinetick data. This exact script was working fine before today in the early morning. I have tried resetting data and instruments but that didn't seem to work.

Is there any other way to reset instruments? I think it would work if I did that.

Thank you.

[zuhayr123]

Hi, I was looking around the forums and it seems that this is not the first time this has happened.

Please see this post. This person was experiencing exactly what I was:

http://ninjatrader.com/support/forum/showpost.php?p=370156&postcount=4

I have done everything to update the chart for the split and it is now current, but the trailing stop is still broken.

Is there a simple way to fix it or would we need to schedule a call?

Thank you,

Zuhayr

[NinjaTrader_PatrickH]

Hello zuhayr123,

Thank you for your response.

I do not believe this is related to the split. Please send a note to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H - 1548531' in the subject line, include a time that works best for you and a phone number we may reach you at.