I made a copy of the SampleMACrossOver strategy
I added the following lines in OnStateChange():
else if (State == State.Configure) {
SetParabolicStop(CalculationMode.Ticks, 20);
}
In OnBarUpdate() I commented out the short order so that only long orders would be generated:
else if (CrossBelow(smaFast, smaSlow, 1)) {
// EnterShort();
}
I ran the strategy on CL 04-20 around the date 3/1/2020. Almost all of the time the strategy exited based on session close even though the stop losses were huge and the long order should have been stopped out by the Parabolic stop. Running the same strategy with a Trailing Stop of 20 ticks creates a lot of stop orders.
I do not understand why SetParabolicStop() does not create obvious stop orders.
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