Stoploss/Profit Target backtesting possible?

[BerndS]

Is it possible to backtest stop-losses and profit targets on intraday strategies (10mins etc.) in NinjaTrader? It seems whenever i programm a stop/profit target into the strategy it does not get incorporated into the backtesting.

Secondly is it possible to backtest a bracket order. Meaning to define a profit target for a new position after which a trailing stop is then triggered. Lets say new long position has to be up $1000 and then a trailing stop is initiated on that position.

Any help would be great
Thanks

[NinjaTrader_Tim]

Hi BerndS,

It is certainly possible to backtest Stops and Targets on intraday data.

What are you using for your stop loss and profit? Can you provide the code sections or a screenshot if done in the wizard?

You could certainly add a trailing stop. Or, here is a sample on modifying a stop loss within the code - http://www.ninjatrader.com/support/f...ead.php?t=3222

[BerndS]

Below is the stop i want to place. Its a basic 2*ATR of the last 20 bars.

protected override void OnBarUpdate()
{
SetStopLoss("Stop", CalculationMode.Ticks, 2 * ATR(20)[0], true);

if (CrossAbove(SMA(ShortMA), SMA(LongMA), 1))
{
EnterLong(DefaultQuantity, "Long");
}

// Condition set 2
if (CrossBelow(SMA(ShortMA), SMA(LongMA), 1))
{
EnterShort(DefaultQuantity, "Short");
}
}

[NinjaTrader_Tim]

Hi BerndS,

Here is the syntax for SetStopLoss()

SetStopLoss(string fromEntrySignal, CalculationMode mode, double value, bool simulated)

Try changing your fromEntrySignal to

SetStopLoss("", CalculationMode.Ticks, 2 * ATR(20)[0], true);

to set a stop loss for any entry, be sure you are using the correct mode type for what you're trying to achieve as well.
More info at - http://www.ninjatrader-support.com/H...ml?SetStopLoss