Stop Loss/Trailing Stops aren't working in BackTesting

[milemke08]

SetStopLoss("", CalculationMode.Percent, 1, false);
SetTrailStop("", CalculationMode.Price, 0.01, false);

I have both of these in my Initalize() function, but when I run a backrest using this strategy neither of them kicks in. Any suggestions?

[NinjaTrader_AdamP]

milemike,

Could you show me more of your code perhaps? It may be something elsewhere.

[milemke08]

protected override void Initialize()
        {
            SetStopLoss("", CalculationMode.Percent, 1, false);
            SetTrailStop("", CalculationMode.Price, 0.01, false);

            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            
            if (Close[0] > Close[1]
                && Close[1] > Close[2]
                && GrowthRatio().GRPlot[0] < 0.2
                && GrowthRatio().GRPlot[0] > 0.0) 
            {
                EnterShort(1000, "EnterShort");
            }
            
            // Condition set 1
            if (Close[0] < Close[1]
                && Close[1] < Close[2]
                && GrowthRatio().GRPlot[0] < 0.2
                && GrowthRatio().GRPlot[0] > 0.0) 
            {
                EnterLong(1000, "EnterLong");
            }
            
            
            
     } 

Here's the code for my Initialize() and OnBarUPdate

[NinjaTrader_AdamP]

Milemike,

I believe the issue here might be that you have set up an entrance signal for your two orders, but have not tied it to the stop loss / profit target.

EnterShort(1000, "EnterShort"); // EnterShort is the signal name

SetStopLoss("", CalculationMode.Percent, 1, false); /There is no signal name.

Please let me know if I may assist further.

[milemke08]

Okay, so I put

SetStopLoss("EnterLong", CalculationMode.Percent, 1, false);
SetTrailStop("EnterLong", CalculationMode.Price, 0.01, false); 

in my Initialize(), and

if (Close[0] < Close[1]
                && Close[1] < Close[2]
                && GrowthRatio().GRPlot[0] < 0.2
                && GrowthRatio().GRPlot[0] > 0.0) 
            {
                EnterLong(1000, "EnterLong");
            } 

in the OnBarUpdate(), but when I run this strategy in the Strategy Analyzer it still doesn't exit my positions when the stop loss/trailing stop should kick in.

[NinjaTrader_AdamP]

milemike,

SetTrailStop cannot use CalculationMode.Price is one thing I missed before, apologies about that.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?settrailstop.htm

[milemke08]

As you can see, from the time it entered the long position, there was several occasions when the trailing stop or stop loss should have been triggered.

[NinjaTrader_AdamP]

milemike,

SetTrailStop cannot use CalculationMode.Price is one thing I missed before, apologies about that.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?settrailstop.htm

[milemke08]

http://www.ninjatrader.com/support/h...ttrailstop.htm

This link doesn't go anywhere for me

[NinjaTrader_AdamP]

MileMike,

I have modified the post, but here it is again : http://www.ninjatrader.com/support/h...ttrailstop.htm

[MindfulTrader]

Strategy Wizard trailing stops don't work

My Stragegy Wizard generated stops don't work. Here's my Ninjascript:

{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Add(SampleGetHighLowByTimeRange(7, 35, 7, 30));
Add(SampleGetHighLowByTimeRange(7, 35, 7, 30));
SetTrailStop("EnterLong", CalculationMode.Ticks, 4, false);

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(Low, SampleGetHighLowByTimeRange(7, 35, 7, 30).HighestHigh, 1)
&& Low[3] > SampleGetHighLowByTimeRange(7, 35, 7, 30).HighestHigh[0])
{
EnterLong(DefaultQuantity, "ACDlong");
}
}

What am I doing wrong?

[NinjaTrader_ChelseaB]

Hello MindfulTrader,

The From entry signal of the Stop Loss does not match the Signal name of the entry order.

The entry order signal name is ACDlong.

The From entry signal of the Stop Loss needs to be the same.

[MindfulTrader]

Hello MindfulTrader,

The From entry signal of the Stop Loss does not match the Signal name of the entry order.

The entry order signal name is ACDlong.

The From entry signal of the Stop Loss needs to be the same.

That did it! Thank you!