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Partner 728x90
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NinjaTrader
Help plz...Three day low trailing stop
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Hello JT1230,
You can use Lows, which will hold an array of DataSeries objects holding historical bar low prices. A DataSeries object is added to this array when calling the Add() method in a Custom Strategy. Add a Daily Data Series to your chart so you reference daily bars.
Code:[LEFT][FONT=Courier New][SIZE=2]Add(PeriodType.Day,[/SIZE] I have included the Lows Help Guide to assist you further. [FONT=Courier New][SIZE=2][COLOR=#800080]1[/SIZE][/FONT][FONT=Courier New][SIZE=2]);[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]protected[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]override[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]void[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]OnBarUpdate()[/SIZE][/FONT] [FONT=Courier New][SIZE=2] {[/SIZE][/FONT] [FONT=Courier New][SIZE=2] stopPrice = Low[[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]; [/SIZE][/FONT] [FONT=Courier New][SIZE=2] [/SIZE][/FONT] [FONT=Courier New][SIZE=2] [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]if[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2](Low[[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]] <= LowestBar(Lows[[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]],[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]3[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]))[/SIZE][/FONT] [FONT=Courier New][SIZE=2] {[/SIZE][/FONT] [FONT=Courier New][SIZE=2] ExitLongStop(stopPrice);[/SIZE][/FONT] [FONT=Courier New][SIZE=2] }[/SIZE][/FONT] [FONT=Courier New][SIZE=2] [/SIZE][/FONT] [FONT=Courier New][SIZE=2] } [/SIZE][/FONT][/LEFT]
[/FONT][/COLOR]Shawn B.NinjaTrader Customer Service
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Hello JT1230,
Could you please reply with your script attached, so that I may investigate this behavior further?
You can attach your strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your strategy > select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.
You could post the script to your forum reply, or send an email to platformsupport [at] ninjatrader [dot] com with the script as an attachment. In the email please include a link to this forum thread.Shawn B.NinjaTrader Customer Service
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Hello,
Hello,
To do this, set your SetTrailStop() value to the three day low.
Code:[COLOR=#000000][FONT=Tahoma][LEFT][FONT=Courier New][SIZE=2][COLOR=#0000FF]protected[/SIZE][FONT=Courier New][SIZE=2] [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000FF]override[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000FF]void[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]Initialize()[/SIZE][/FONT] [FONT=Courier New][SIZE=2] {[/SIZE][/FONT][FONT=Courier New][SIZE=2] Add(PeriodType.Day, [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]);[/SIZE][/FONT] [FONT=Courier New][SIZE=2] }[/SIZE][/FONT][/LEFT] [/FONT][/COLOR] [COLOR=#000000][FONT=Tahoma] [/FONT][/COLOR] [COLOR=#000000][FONT=Tahoma] [/FONT][/COLOR] [COLOR=#000000][FONT=Tahoma][LEFT][FONT=Courier New][SIZE=2][COLOR=#0000FF]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000FF]override[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]void[/COLOR][/SIZE][/FONT] [FONT=Courier New][SIZE=2]OnBarUpdate()[/SIZE][/FONT] [FONT=Courier New][SIZE=2] {[/SIZE][/FONT][/LEFT] [/FONT][/COLOR] [COLOR=#000000][FONT=Tahoma] [/FONT][/COLOR] [COLOR=#000000][FONT=Tahoma][LEFT][FONT=Courier New][SIZE=2] stopPrice = Low[[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080] 0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]]; [/SIZE][/FONT] [FONT=Courier New][SIZE=2] [/SIZE][/FONT] [FONT=Courier New][SIZE=2] [/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#0000FF]if[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2](Low[[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]] <= LowestBar(Lows[[/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]], [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]3[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]))[/SIZE][/FONT] [FONT=Courier New][SIZE=2] {[/SIZE][/FONT] [FONT=Courier New][SIZE=2] SetTrailStop([/SIZE][/FONT] [FONT=Courier New][SIZE=2][COLOR=#800000]""[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] , CalculationMode.Price, stopPrice, [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000FF]false[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] );[/SIZE][/FONT] [FONT=Courier New][SIZE=2] } [/SIZE][/FONT][/LEFT] [/FONT][/COLOR]
I have included the SetTrailStop() Help Guide to assist you further.Shawn B.NinjaTrader Customer Service
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