Attach a StopLoss to a floating order without

[bcomas]

Hello,

I have some issues with an autostrategy when its working with several contracts.

I dont use :

if (Position.MarketPosition == MarketPosition.Flat)

The strategy have 4 signals. Using a managed approach for the orders. I dont use when is flat before entry because its changing a lot the final performance of the strategy.
But sometimes after change one signal to another an in-flight order or orders remains open without Stoploss.

Is there a solution to attach a StopLoss when the strategy is working without automaticaly?
I used MT4 as well and I remember some expert that is attaching the StopLoss and Takeprofit if the orders from the chart works without..
Is there some solution for NinjaTrader? or some change with the code...

Thanks!

Attached a sample of how I use the autostrategy and his issues sometimes..

[NinjaTrader_Jim]

Hello bcomas,

Thanks for your post.

It looks like the stop loss is being reset to an initial level for "LongA" but I do not see any behaviors to associate a stop loss with "LongB" or reset a stop loss for short side orders.

We always suggest ensuring that stop losses are reset before the entry order method is called. When you ensure that the stop is reset to an initial level for "LongB" before that entry is made, do you see your stop loss? We would recommend the same for any short side positions that you want protected.

After minding the above, what orders are specifically do not have the stop loss applied?

Keep in mind that SetStopLoss and SetTrailStop should not be mixed for the same entry signals. If you test with the TrailStop code removed, can you simplify your test?

Exit orders, like ExitLongStopMarket, can be called after a position has been entered, but you may wish to look into why the stops and are not getting assigned when the entry order fills as a better solution.

We look forward to assisting.

[bcomas]

Hello Jim,

Many thanks for your review.
I will add into state.configure the SetTrailingStop (initialstop) for the LongB, ShortA,ShortB.

I think it should be enough to reset the trailing before the position entries. Because when ....Flat the SetTrailingStops LongB, ShortA,ShortB are already on the code.

[NinjaTrader_Jim]

Hello bcomas,

Just to be clear, if you are using Set methods in OnBarUpdate, they should always be reset in OnBarUpdate before the associated entry is submitted. If you call the Set method in State.Configure, and then later call the Set method in OnBarUpdate, it may not be reset to an initial level unless you make sure the Set method is called before the entry method is submitted.

[bcomas]

Hello Jim,

Many thanks for your help!!. I will update the strategy as your instructions.

It should fix the issue..

[bcomas]

Hello,

The missing StopLoss and TakeProfit seems fixed after amend it with your instructions. But now sometimes the quantity of the StopLoss and Takeprofit doesnt macth with the position size sometimes. In market replay seems ok but after testing with Sim the bug appears. What can be the cause to fix it as well??
Attached I replicated my strategy with the same order management.
Apreciate some light in this

 else if (State == State.Configure)
{
/// Initial Stop Loss / Take profit
{
SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}

{//RealtimeErrorHandling - IgnoreAllErrors
RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors;/////////
//RealtimeErrorHandling.StopCancelCloseIgnoreRejects ;
}


}
else if (State == State.DataLoaded)
{

wasLoaded = true;
}

else if (State == State.Terminated) // Managed orders
{
if(wasLoaded){
// Cancel Orders
if (Account != null)
foreach (Order actOrdr in Account.Orders)
{
Account.Cancel(new[] { actOrdr });
}
// Cancel Positions
if (Position.MarketPosition == MarketPosition.Short)
if (State != State.Historical)
{
ExitShort(Convert.ToInt32(Contracts),"",@"");
ExitShort(Convert.ToInt32(Contracts),"",@"ShortA") ;
ExitShort(Convert.ToInt32(Contracts),"",@"ShortB") ;
}
if (Position.MarketPosition == MarketPosition.Long)
if (State != State.Historical)
{
ExitLong(Convert.ToInt32(Contracts),"",@"");
ExitLong(Convert.ToInt32(Contracts),"",@"LongA");
ExitLong(Convert.ToInt32(Contracts),"",@"LongB");
}

}
}
}

protected override void OnBarUpdate()
{

{/// Reset Take Profit , Volatile market Times
if (Bars.IsFirstBarOfSession)
SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
}

if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

if (CurrentBar < BarsRequiredToTrade)
return;

{
///Reset Stops when Flat
if (Position.MarketPosition == MarketPosition.Flat)
{
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}

}

/// BreakEven LONGA
{
// Resets the stop loss to the original value when all positions are closed
if (Position.MarketPosition == MarketPosition.Flat)
{
if (!canTradeTimeH()) /// Times
SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
}

// If a long position is open, allow for stop loss modification to breakeven
else if (Position.MarketPosition == MarketPosition.Long)
{
// Once the price is greater than entry price+BreakEvenLong ticks, set stop loss to breakeven
if (Close[0] > Position.AveragePrice + BreakEvenLong * TickSize)
{
if (!canTradeTimeH()) /// Times
//Print("Move LongA to BE");
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice, SS1);
}
}

}

/// Trailing / SHORTA / SHORTB & LONGB
{

if (Position.MarketPosition == MarketPosition.Short)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"ShortA",CalculationMode.Percent, 00.1,SS1);
}
else if (Position.MarketPosition == MarketPosition.Long)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"LongB",CalculationMode.Percent, 00.1,SS1);
}
else if (Position.MarketPosition == MarketPosition.Short)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"ShortB",CalculationMode.Percent, 00.1,SS1);
}
}

///////////////////////////////////////////////////////// SIGNALS

/// Trailing LONGA , Volatile market Times

//Reset Stops
if (Position.MarketPosition == MarketPosition.Flat)
{
if (canTradeTimeH()) /// Volatile market Times

SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
/*SetStopLoss(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);*/

doOneTime = true;
longOne = true;
/*shortOne = true;*/
longTwo = true;
/*shortTwo = true;*/
longThree = true;
/*shortThree = true;*/
longFour = true;
/*shortFour = true;*/
longStopOne = true;
/*shortStopOne = true;*/

}

if (Position.MarketPosition == MarketPosition.Long)

{ //15
if (Close[0] >= (Position.AveragePrice + 50 * TickSize) && longStopOne)
{
if (canTradeTimeH()) /// Volatile market Times
//15
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice - 50 * TickSize, SS1);
longStopOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop -50" );
doOneTime = true;
}*/

}
//25
if (Close[0] >= (Position.AveragePrice + 100 * TickSize) && longOne)
{
if (canTradeTimeH()) /// Volatile market Times
//15
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 50 * TickSize, SS1);
longOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +50" );
doOneTime = true;
}*/

}
//45
if (Close[0] >= (Position.AveragePrice + 150 * TickSize) && longThree)
{
if (canTradeTimeH()) /// Volatile market Times
//30
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 75 * TickSize, SS1);
longThree = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +75" );
doOneTime = true;
}*/

}
//80
if (Close[0] >= (Position.AveragePrice + 200 * TickSize) && longTwo)

{
if (canTradeTimeH()) /// Volatile market Times
//60
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 100 * TickSize, SS1);
longTwo = false;
/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +100" );
doOneTime = false;
}*/
}
//105
if (Close[0] >= (Position.AveragePrice + 250 * TickSize) && longFour)

{
if (canTradeTimeH()) /// Volatile market Times
//95
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 125 * TickSize, SS1);
longFour = false;
/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +125" );
doOneTime = false;
}*/
}
}

// Reset Targets
if (Position.MarketPosition == MarketPosition.Flat)
{
if (canTradeTimeH()) /// Volatile market Times

SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);//150
//SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);//100

doOneTime = true;
TargetLongOne = true;
TargetLongTwo = true;
TargetLongThree = true;
/*TargetShortOne = true;
TargetShortTwo = true;
TargetShortThree = true;*/

}

// Long Target Moved Up
else if (Position.MarketPosition == MarketPosition.Long)

{
// Once the price is greater than entry price+1 tick, SetProfitTarget to 300
if (Close[0] > (Position.AveragePrice + 1 * TickSize) && TargetLongOne)
{
if (canTradeTimeH()) /// Volatile market Times

SetProfitTarget(@"LongA", CalculationMode.Ticks, 300);
TargetLongOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long Target moved up +300" );
doOneTime = true;
}*/

}

}

// Check for buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
//SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
//SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
}
if (State != State.Historical)
EnterLongLimit(Convert.ToInt32(Contracts), Close[0], @"LongA");/////////////BUY


//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert4.wav");
BackBrush = Brushes.Green;

}

// Check for sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
}
if (State != State.Historical)
EnterShortLimit(Convert.ToInt32(Contracts), Close[0], @"ShortA");/////////////SELL


//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Maroon;
}

// Check for buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
}
if (State != State.Historical)
EnterLong(Convert.ToInt32(Contracts),@"LongB");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");

BackBrush = Brushes.Lime;
//Print (Time[0]+ " Large Trade - Long");

}

// Check for sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}
if (State != State.Historical)
EnterShort(Convert.ToInt32(Contracts),@"ShortB");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");

BackBrush = Brushes.Red;
//Print (Time[0]+ " Large Trade - Short");

}

// Exit if reverse
///>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> exit BUY
// sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

if (Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(Contracts),"",@"");
ExitLong(Convert.ToInt32(Contracts),"",@"LongA");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Gray;
}

///>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> exit SELL
// buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

if (Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(Contracts),"",@"");
ExitShort(Convert.ToInt32(Contracts),"",@"ShortA") ;

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Gray;
}

}

[bcomas]

Hello bcomas,

Just to be clear, if you are using Set methods in OnBarUpdate, they should always be reset in OnBarUpdate before the associated entry is submitted. If you call the Set method in State.Configure, and then later call the Set method in OnBarUpdate, it may not be reset to an initial level unless you make sure the Set method is called before the entry method is submitted.

Hello,

The missing StopLoss and TakeProfit seems fixed after amend it with your instructions. But now sometimes the quantity of the StopLoss and Takeprofit doesnt macth with the position size sometimes. In market replay seems ok but after testing with Sim the bug appears. What can be the cause to fix it as well??
Attached I replicated my strategy with the same order management.
Apreciate some light in this

 else if (State == State.Configure)
{
/// Initial Stop Loss / Take profit
{
SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}

{//RealtimeErrorHandling - IgnoreAllErrors
RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors;/////////
//RealtimeErrorHandling.StopCancelCloseIgnoreRejects ;
}


}
else if (State == State.DataLoaded)
{

wasLoaded = true;
}

else if (State == State.Terminated) // Managed orders
{
if(wasLoaded){
// Cancel Orders
if (Account != null)
foreach (Order actOrdr in Account.Orders)
{
Account.Cancel(new[] { actOrdr });
}
// Cancel Positions
if (Position.MarketPosition == MarketPosition.Short)
if (State != State.Historical)
{
ExitShort(Convert.ToInt32(Contracts),"",@"");
ExitShort(Convert.ToInt32(Contracts),"",@"ShortA") ;
ExitShort(Convert.ToInt32(Contracts),"",@"ShortB") ;
}
if (Position.MarketPosition == MarketPosition.Long)
if (State != State.Historical)
{
ExitLong(Convert.ToInt32(Contracts),"",@"");
ExitLong(Convert.ToInt32(Contracts),"",@"LongA");
ExitLong(Convert.ToInt32(Contracts),"",@"LongB");
}

}
}
}

protected override void OnBarUpdate()
{

{/// Reset Take Profit , Volatile market Times
if (Bars.IsFirstBarOfSession)
SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
}

if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

if (CurrentBar < BarsRequiredToTrade)
return;

{
///Reset Stops when Flat
if (Position.MarketPosition == MarketPosition.Flat)
{
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}

}

/// BreakEven LONGA
{
// Resets the stop loss to the original value when all positions are closed
if (Position.MarketPosition == MarketPosition.Flat)
{
if (!canTradeTimeH()) /// Times
SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
}

// If a long position is open, allow for stop loss modification to breakeven
else if (Position.MarketPosition == MarketPosition.Long)
{
// Once the price is greater than entry price+BreakEvenLong ticks, set stop loss to breakeven
if (Close[0] > Position.AveragePrice + BreakEvenLong * TickSize)
{
if (!canTradeTimeH()) /// Times
//Print("Move LongA to BE");
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice, SS1);
}
}

}

/// Trailing / SHORTA / SHORTB & LONGB
{

if (Position.MarketPosition == MarketPosition.Short)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"ShortA",CalculationMode.Percent, 00.1,SS1);
}
else if (Position.MarketPosition == MarketPosition.Long)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"LongB",CalculationMode.Percent, 00.1,SS1);
}
else if (Position.MarketPosition == MarketPosition.Short)
{
// Update within the context of the 1 tick Bars
SetTrailStop(@"ShortB",CalculationMode.Percent, 00.1,SS1);
}
}

///////////////////////////////////////////////////////// SIGNALS

/// Trailing LONGA , Volatile market Times

//Reset Stops
if (Position.MarketPosition == MarketPosition.Flat)
{
if (canTradeTimeH()) /// Volatile market Times

SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
/*SetStopLoss(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);*/

doOneTime = true;
longOne = true;
/*shortOne = true;*/
longTwo = true;
/*shortTwo = true;*/
longThree = true;
/*shortThree = true;*/
longFour = true;
/*shortFour = true;*/
longStopOne = true;
/*shortStopOne = true;*/

}

if (Position.MarketPosition == MarketPosition.Long)

{ //15
if (Close[0] >= (Position.AveragePrice + 50 * TickSize) && longStopOne)
{
if (canTradeTimeH()) /// Volatile market Times
//15
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice - 50 * TickSize, SS1);
longStopOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop -50" );
doOneTime = true;
}*/

}
//25
if (Close[0] >= (Position.AveragePrice + 100 * TickSize) && longOne)
{
if (canTradeTimeH()) /// Volatile market Times
//15
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 50 * TickSize, SS1);
longOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +50" );
doOneTime = true;
}*/

}
//45
if (Close[0] >= (Position.AveragePrice + 150 * TickSize) && longThree)
{
if (canTradeTimeH()) /// Volatile market Times
//30
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 75 * TickSize, SS1);
longThree = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +75" );
doOneTime = true;
}*/

}
//80
if (Close[0] >= (Position.AveragePrice + 200 * TickSize) && longTwo)

{
if (canTradeTimeH()) /// Volatile market Times
//60
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 100 * TickSize, SS1);
longTwo = false;
/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +100" );
doOneTime = false;
}*/
}
//105
if (Close[0] >= (Position.AveragePrice + 250 * TickSize) && longFour)

{
if (canTradeTimeH()) /// Volatile market Times
//95
SetStopLoss(@"LongA",CalculationMode.Price, Position.AveragePrice + 125 * TickSize, SS1);
longFour = false;
/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long stop +125" );
doOneTime = false;
}*/
}
}

// Reset Targets
if (Position.MarketPosition == MarketPosition.Flat)
{
if (canTradeTimeH()) /// Volatile market Times

SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);//150
//SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);//100

doOneTime = true;
TargetLongOne = true;
TargetLongTwo = true;
TargetLongThree = true;
/*TargetShortOne = true;
TargetShortTwo = true;
TargetShortThree = true;*/

}

// Long Target Moved Up
else if (Position.MarketPosition == MarketPosition.Long)

{
// Once the price is greater than entry price+1 tick, SetProfitTarget to 300
if (Close[0] > (Position.AveragePrice + 1 * TickSize) && TargetLongOne)
{
if (canTradeTimeH()) /// Volatile market Times

SetProfitTarget(@"LongA", CalculationMode.Ticks, 300);
TargetLongOne = false;

/*if (doOneTime)
{
if (canTradeTimeH())
Print ("Trailing Long Target moved up +300" );
doOneTime = true;
}*/

}

}

// Check for buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
//SetStopLoss(@"LongA", CalculationMode.Ticks, StopLoss, SS1);
//SetProfitTarget(@"LongA", CalculationMode.Ticks, ProfitTarget);
}
if (State != State.Historical)
EnterLongLimit(Convert.ToInt32(Contracts), Close[0], @"LongA");/////////////BUY


//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert4.wav");
BackBrush = Brushes.Green;

}

// Check for sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"ShortA", CalculationMode.Ticks, StopLoss, SS1);
SetProfitTarget(@"ShortA", CalculationMode.Ticks, ProfitTarget2);
}
if (State != State.Historical)
EnterShortLimit(Convert.ToInt32(Contracts), Close[0], @"ShortA");/////////////SELL


//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Maroon;
}

// Check for buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"LongB", CalculationMode.Ticks, StopLoss, SS1);
}
if (State != State.Historical)
EnterLong(Convert.ToInt32(Contracts),@"LongB");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");

BackBrush = Brushes.Lime;
//Print (Time[0]+ " Large Trade - Long");

}

// Check for sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

{

{
///Reset Stops before entry
SetTrailStop(@"ShortB", CalculationMode.Ticks, StopLoss, SS1);
}
if (State != State.Historical)
EnterShort(Convert.ToInt32(Contracts),@"ShortB");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");

BackBrush = Brushes.Red;
//Print (Time[0]+ " Large Trade - Short");

}

// Exit if reverse
///>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> exit BUY
// sell condition
if (RVI(14)[0] > 50 && CrossBelow(SMA(9), SMA(14), 1))

if (Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(Contracts),"",@"");
ExitLong(Convert.ToInt32(Contracts),"",@"LongA");

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Gray;
}

///>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> exit SELL
// buy condition
if (RVI(14)[0] > 50 && CrossAbove(SMA(9), SMA(14), 1))

if (Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(Contracts),"",@"");
ExitShort(Convert.ToInt32(Contracts),"",@"ShortA") ;

//PlaySound(@"C:\Program Files (x86)\NinjaTrader 8\sounds\Alert3.wav");
BackBrush = Brushes.Gray;
}

}

[NinjaTrader_Jim]

Hello bcomas,

The Set methods are being called in several spots in the script's life. You are calling the Set methods when the strategy is flat, and also in several other parts of the script. To move forward, I suggest reducing the code and functionality, and to add pieces back in sequentially until the issue comes up.

For example, you can eliminate all stop/target modification, and just ensure you are resetting the stop loss and profit target before the associated entry is submitted.

Once that is confirmed working, you can add code back to modify just the stop loss or profit target for one entry, and confirm that works.

From there you can add the code to move stop loss or profit target for another entry.

If you are using Set methods in OnBarUpdate, you just have to ensure they are reset before the associated entry is made. (It would not be necessary to include them in OnStateChange if they care properly reset in OnBarUpdate.) I suggest a Keep It Simple approach and to remove all Set methods except for those that are submitted before the associated entry, and those needed to modify your stop. That way you only have what is needed and there will be less ambiguity when troubleshooting.

These steps will at least lead you to the problematic part. If you have gotten to this point and the matter is not clear, please implement just enough code to demonstrate the issue and attach it here for our comment.

We look forward to assisting.

[bcomas]

Hello Jim,

Finally everything is fixed just updating my NT to 8.0.23.2 version. (The last)

Now the quantity is correct and all SL and TP in place.

Also I ammended as per your instructions.

Tested in Live Trading

For some reason working with the previous NT version I had several issues using SetTrailingStop() and SetStopLoss() .

Many thanks for your help

Bernard