NT Autotrade is canceling stop loss orders leaving positions active

[NinjaTrader_Austin]

RDPoS, I will have Bertrand respond to you on Monday.

[RDPoS]

Please use then EnterLongStopLimit(0, true, DefaultQuantity, limitValue, stopValue, "") -

http://www.ninjatrader-support.com/H...gStopLimt.html

I see there is no analog for using a stop limit to exit a trade. It looks like if a new bar is triggered and skips the tick your stop loss was at by a single tick NT will cancel your stop loss without ZERO protection when the new bar begins. there is nothing that can be done to exit the trade, thus a stop loss would be rendered absolutely useless if the situation in post #30 happened instead at the stop loss exit correct?

That seems like a SHOW STOPPER.

[NinjaTrader_Bertrand]

I guess I'm not following you - to clarify : the expiration of non live until cancelled orders in NT is expected, default behavior - for your exits there's for sure an overload available, too that would offer this property - http://www.ninjatrader-support.com/H...StopLimit.html

[RDPoS]

Thank you for the link on the overload exit.

But what about the behavior in post #30 that makes still makes the overload useless? The overload was in use for the data of post #30 yet the price movement still skipped over the exit that wasn't canceled. It wasn't until the price recovered back to hit the stop moving up that it actually triggered.

THAT is the SHOWSTOPPER and a fault in NT SIM orderhandling that I was referring to.

[NinjaTrader_Bertrand]

I would suggest you switch your stops to use StopMarket orders then and not StopLimit, for those you would also have an overload available offering liveUntilCancelled.

[NinjaTrader_Bertrand]

A simulator will unfortunately not mirror the exact real time trading dynamics, if you would like to force a limit fill you could work with 'enforcing fills' for the simualtor engine (Tools > Options > Simulator).

To clarify : are you saying you get the fill for the StopLimit order if you place the exact same order at the same time manually?

[RDPoS]

I would suggest you switch your stops to use StopMarket orders then and not StopLimit, for those you would also have an overload available offering liveUntilCancelled.

I thought there were no overloads for StopMarket orders? I tried adding them and kept getting compiler errors.

[NinjaTrader_Bertrand]

Please see the advanced overload offering liveUntilCancelled on this page - http://www.ninjatrader.com/support/h...itlongstop.htm