Ignoring stops and profit targets?

[alabell]

As I attempt to backtest my strats, I notice that stops and profit targets are being ignored.

Obviously I need to resolve this before I go into production.

I have added a simple piece of code below that, surprisingly, will not adhere to my predefined limits.

Regards.

Also: DayRelChangeFromOpen = % change between Close[0] and opening print, so 2 = 2%
__________________________________________________ _____________


#namespace NinjaTrader.Strategy
{

Description("Enter the description of your strategy here")]
publicclass tester : Strategy
{
#region Variables
#endregion
protectedoverridevoid Initialize()
{
SetStopLoss("", CalculationMode.Percent, 1, false);
SetProfitTarget("", CalculationMode.Percent, 1);
CalculateOnBarClose = true;
}

protectedoverridevoid OnBarUpdate()
{
if (DayRelChangeFromOpen()[0] >= 2)
{
EnterLong(100, "");
}

if (DayRelChangeFromOpen()[0] <= -2)
{
EnterShort(100, "");
}
}
#region Properties
#endregion
}
}

[NinjaTrader_Matthew]

Hello,

If you are wanting to use CalculationMode.Percent, you should use the decimal equivalent to the value you are using. Your current setup is indicating to set the stop/target at 100%. If you are looking for 1% of the value, you would use 0.01:

SetStopLoss("", CalculationMode.Percent, .01, false);
SetProfitTarget("", CalculationMode.Percent, .01);

If you see further issues, I'd suggest running TraceOrders = true to obtain more information as to why these are being ignored:

http://www.ninjatrader.com/support/forum/showthread.php?t=3627