Stop Loss and Target at the same Bar Question

[mithnadril]

I was wondering how trades are counted in the strategy analyzer if the target price and the stop loss fall into the same bar. I ran an optimization on stop loss, target price and data series and got results too good to be true without any warning.

There should be some indication when this situation occurs.

[NinjaTrader_Matthew]

Hello,

Either the stop or the target will be executed depending on where the bar closes and where those orders were working before the bars closes.

So I may better document your feature request, what type of indication would you like to see in this situation? Is the situation strictly when the stop or target is executed on the same bar?

[mithnadril]

This situtation was strictly when both orders fell into the same bar, two OCO orders executing at the same bar.

My preferred solution would be an entry in the summary screen, with a count of OCO conflicts added.

I added a minute bar for the orders, and the results are now reasonable. (first optimization result was 4 ticks SL, 10 ticks target and 60 min bars)

[NinjaTrader_Matthew]

Thank you for your suggestion for the improvement of NinjaTrader. I have submitted it into our tracking system with the unique ID # 1985