Everything will work fine for so many trades. Then it will ignore the StopLoss/ProfitTarget and keep a trade open for the rest of the backtest.
I've checked over the order log, everything looks ok. The Stops and Limits are being issued. Then I see "Profit Target, Stop Loss, Buy, Exit on Close." The exit on close price is far above the stop/profit level, like they were not there.
I wrote many simple strategies and all had this problem. I downloaded the sample code from http://www.ninjatrader-support.com/v...ead.php?t=3222
and it also failed in the exact same way.
Has anyone encountered this problem?
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