Basic Order Handling

[Tradey]

Ninjas,

I'm fairly new to NT, so please be gentle I have a question about order handling.

I trade an EOD strategy that enters a market as soon as the price exceeds a certain point. I've modelled this in my NT strategy with this line of code ("LongEntry()" calculates the breakout price) :

EnterLongStopLimit(DefaultQuantity, LongEntry(2.0, 15).Entry[0], LongEntry(2.0, 15).Entry[0], "LongEntry");

A trailing stop is then attached ("LongStop()" is my stop price) :

ExitLongStop(DefaultQuantity, LongStop(2.0, 5).Stop[0], "LongStop", "LongEntry");

Backtesting the strategy with these two lines of code works fine. However, as soon as I try to integrate the same sort of function calls to add short trades to the strategy things start to go downhill. The code looks like this:

// Set entry orders
EnterLongStopLimit(..., "LongEntry");
EnterShortStopLimit(..., "Short Entry");

// Set stop orders
ExitLongStop(..., "LongStop", "LongEntry");
ExitShortStop(..., "ShortStop", "ShortEntry");

The results show that NJ reverses the position when a new entry is generated -- i.e. the stops are no longer taken into account.

What am I not seeing?

Tradey

[NinjaTrader_Tim]

Hi Tradey,

It's likely that you are running in to some of the built-in handing rules described at the bottom of the page here: http://www.ninjatrader-support.com/H...tml?Overview36

Use TraceOrders to see what's happening with your orders: http://www.ninjatrader.com/support/f...ead.php?t=3627