Daily Profit / loss question

[EvilHog]

I’m working on a strategy that has a daily profit target and daily loss but I can’t get it to work when I back test it. it works fine when I live sim trade it. When I back test it, it makes the profit target but then stops trading for the rest of the year


here is the code
if (Position.MarketPosition == MarketPosition.Flat) // Only calculate when position is flat
{
if (Bars.FirstBarOfSession)
{
cumprofit = Performance.AllTrades.TradesPerformance.Currency.C umProfit; // Calculate the cumprofit all strategy days
todaysPL = Performance.AllTrades.TradesPerformance.Currency.C umProfit - cumprofit; // Reset todays P&L
PrintWithTimeStamp("FirstBarOfSession!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!");
}

// Calculate todays P&L
if (todaysPL != Performance.AllTrades.TradesPerformance.Currency.C umProfit - cumprofit)
{
todaysPL = Performance.AllTrades.TradesPerformance.Currency.C umProfit - cumprofit;

}

// Halts strategy when todays P&L exceeds limits


if (Performance.AllTrades.TradesPerformance.Currency. CumProfit - cumprofit >= maxprofit
|| Performance.AllTrades.TradesPerformance.Currency.C umProfit - cumprofit <= -maxloss)


{


strategyHalt = true;
return;
}

}




Any ideas or can anyone point me in a direction?

[NinjaTrader_Bertrand]

EvilHog, it sounds then like your reset point for the historical daily calcs of stop / target is not correctly met in backtesting, I would suggest printing the values of your cumprofit and todaysPL variables to see where the values report differently as you expect and then modify as needed.

Here's also a reference sample dealing with the same topics - http://www.ninjatrader.com/support/f...ead.php?t=4084