Trade: exit time before entry time

[onokles]

Hi,

I'm backtesting my strategy. When I check Trades tab I can see, that some trades were exited before they were entered. How is that? See second trade in the attached screenshot(Entry time and Exit time).

Best,
Ondrej

[NinjaTrader_RyanM1]

Hi Ondrej,

Thanks for the post and welcome to the NinjaTrader forums. You can sometimes see this affect when backtesting against multiple time frames. The stop loss looks at all bar series, so there's a chance this is filled on the other series bars. If this doesn't sound like what's causing it, can you let us know how your strategy is setup - a code sample and interval settings.

[onokles]

Hi,

thanks for reply and sorry for my late response. Yes, it seems that this is a cause of a problem (multiple time frames + stop loss evaluation against each time frame). Is there some 'simple' workaround?

Thanks.

Best,
Ondrej

[NinjaTrader_RyanM1]

Hi Ondrej,

Instead of SetStopLoss(), you could use ExitLongStop(). This allows submission of the order to any series (barsInProgress index parameter) when using the advanced method signature.

http://www.ninjatrader.com/support/helpGuides/nt7/exitlongstop.htm

Although to get the same timing on submission (sent on entry execution) would require working with advanced handlers like OnExecution()

http://www.ninjatrader.com/support/helpGuides/nt7/advanced_event_driven_program2.htm

[zachj]

Although to get the same timing on submission (sent on entry execution) would require working with advanced handlers like OnExecution()
http://www.ninjatrader.com/support/h...n_program2.htm

Is there a sample script for this sort of OnExecution handling for a profit target and controlling the series? Would the SampleOnOrderUpdate be the closest example?

[NinjaTrader_PatrickH]

Hello zachj,

That is correct, the SampleOnOrderUpdate strategy demonstrates this, however it does not demonstrate it for multi series strategies.

For the reference sample of SampleOnOrderUpdate please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=7499

For information on multiple time frames and instruments in your code please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm