StopLoss ignored - bug?

[andrius]

How come Stop Loss is ignored while entry was EnterShort() and exit
ExitShortStop(0, true, contracts, price, "StopLoss", name):

2010.10.06 22:11:03 Entered internal PlaceOrder() method at 2010.10.06 22:11:03: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Short2616' FromEntrySignal=''
-> order info: Order='NT-00109/Backtest' Name='Short2616' State=PendingSubmit Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Strategy='ATS_Day' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='c7fd04a31a1648498e2bc5b6957868c1' Gtd='2099.12.01 00:00:00'
-> order info: Order='NT-00109/Backtest' Name='Short2616' State=Accepted Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Strategy='ATS_Day' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='c7fd04a31a1648498e2bc5b6957868c1' Gtd='2099.12.01 00:00:00'
-> order info: Order='NT-00109/Backtest' Name='Short2616' State=Working Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Strategy='ATS_Day' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='c7fd04a31a1648498e2bc5b6957868c1' Gtd='2099.12.01 00:00:00'
-> order info: Order='NT-00109/Backtest' Name='Short2616' State=Filled Instrument='ES 12-10' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Strategy='ATS_Day' Type=Market Tif=Gtc Oco='' Filled=1 Fill price=1152,75 Token='c7fd04a31a1648498e2bc5b6957868c1' Gtd='2099.12.01 00:00:00'
-> Execution='NT-00082' Instrument='ES 12-10' Account='Backtest' Name='Short2616' Exchange=Default Price=1152,75 Quantity=1 Market position=Short Commission=2,15 Order='NT-00109' Time='2010.10.06 22:11:10'
2010.10.06 22:11:03 Entered internal PlaceOrder() method at 2010.10.06 22:11:03: BarsInProgress=0 Action=BuyToCover OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1154,75 SignalName='StopLoss' FromEntrySignal='Short2616'
-> sl order info: Order='NT-00110/Backtest' Name='StopLoss' State=PendingSubmit Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1154,75 Quantity=1 Strategy='ATS_Day' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='bca7f8507ce443f0803beb4423b88550' Gtd='2099.12.01 00:00:00'
-> sl order info: Order='NT-00110/Backtest' Name='StopLoss' State=Accepted Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1154,75 Quantity=1 Strategy='ATS_Day' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='bca7f8507ce443f0803beb4423b88550' Gtd='2099.12.01 00:00:00'
-> sl order info: Order='NT-00110/Backtest' Name='StopLoss' State=Working Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1154,75 Quantity=1 Strategy='ATS_Day' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='bca7f8507ce443f0803beb4423b88550' Gtd='2099.12.01 00:00:00'
-> sl order info: Order='NT-00110/Backtest' Name='StopLoss' State=Filled Instrument='ES 12-10' Action=BuyToCover Limit price=0 Stop price=1154,75 Quantity=1 Strategy='ATS_Day' Type=Stop Tif=Gtc Oco='' Filled=1 Fill price=1160,25 Token='bca7f8507ce443f0803beb4423b88550' Gtd='2099.12.01 00:00:00'
-> Execution='NT-00083' Instrument='ES 12-10' Account='Backtest' Name='StopLoss' Exchange=Default Price=1160,25 Quantity=1 Market position=Long Commission=2,15 Order='NT-00110' Time='2010.10.07 16:30:01'

Note difference between StopLoss 1154,75 and filled at 1160,25 which just went through StopLoss and was not stopped.

-A.

[NinjaTrader_RyanM1]

Hello andrius,

What does the data look like for this trade? Since you're working with a backtest, click trades tab, identify the trade then Right Click > Chart. Adjust the chart so that entry and exit points can both be seen and then attach image to this thread.