SetTrailStop in Strategy.OnMarketData

[emini.ninja]

Does SetTrailStop work in the OnMarketData method of a Strategy? I'm trying to write a simple strategy with a trailing stop set to a fixed number of ticks but the trailing doesn't seem to work.
Here's what I have:

protected override void Initialize()
{
    SetTrailStop(CalculationMode.Ticks, 2);
    SetProfitTarget(....);
    ...
}

// OnBarUpdate commented out
// protected override void OnBarUpdate() { }

protected override void OnMarketData(MarketDataEventArgs e)
{
    ....
    // Some condition...
    EnterLongLimit(bid);
    ...
}

[NinjaTrader_RyanM1]

SetTrailStop will use the last value submitted and automatically trail the market by the specified value. There is no advantage to placing it OnMarketData unless you were dynamically updating based on changes to level 1 data. It should still work here but is more efficient to place in other areas.

There's also no need to comment out OnBarUpdate(). This event handler is essential to processing strategy logic.

[emini.ninja]

Thanks for your reply. Your answer indirectly directed me to the solution.

As soon as I uncommented the OnBarUpdate() method, the trailing stop started working.

I'm not sure if this is documented elsewhere but it looks like the OnBarUpdate() method needs to be present (event if it is empty - say, if your strategy logic is programmed in the OnMarketData()), for the SetTrailStop() to work.

[NinjaTrader_Bertrand]

Thanks for your reply. Your answer indirectly directed me to the solution.

As soon as I uncommented the OnBarUpdate() method, the trailing stop started working.

I'm not sure if this is documented elsewhere but it looks like the OnBarUpdate() method needs to be present (event if it is empty - say, if your strategy logic is programmed in the OnMarketData()), for the SetTrailStop() to work.

Glad you got it working - correct this would be needed to process the tick by tick updates of the trail stop logic.