Two Stop Questions

[Serac]

I have two questions about placement of stops:

1. What is the reason why NT cannot place a stop loss and a trailing stop on the same order? Is this something that may be added in the future? It would be great to be able to set a stop loss, and then set a trail stop under the stoploss.

2. Yes. I know you can code your own fancy stop loss mechanisms. I have tried this by placing a stop loss via SetStopLoss as a function of price, PNL, etc, etc. However, I have found that placing/updating a stop loss every bar (and certainly every tick) is hugely memory intensive. Not only that, but it seems to be very IO intensive ( gauging by the sound of my hard drive during an active order). Why is this? Is it the tick-by-tick test ofthe stop? Any suggestions? Doing a year long backtest or Market Replay of six months brings my system down if I dynamically place the stop loss. It is almost like the prior SetStopLoss still exists and the memory consumption grows without bounds.

[NinjaTrader_Bertrand]

Hi Serac, for your first question, this is unfortunately a current limitation in the managed mode, the Set() stops would be assigned per signal name / order and thus only one method could be working on it at any time - I will forward your feedback to product management though, so it could be considered for future version of the platform.

For the second issue, I would need to give your code a run here to see how it behaves - have you considered recoding the logic so the Set method to change / update the stop would only be called if the stop value / price changed at all? This would likely decrease the processing needed.