EnterShortStopLimit() not executing properly in backtest

[shodson]

I'm testing a counter-trend/range-bound strategy and it appears there is a bug in NT7.

See the chart attached here as well at

http://screencast.com/t/0fxgl5OErq

I am drawing a red line where I am placing EnterShortStopLimit() orders and green lines where I am drawing EnterLongStopLimit() orders. In a backtest, though, sometimes the order is not getting filled. See the note at the bottom of the image.

I tried changing it to EnterShortStop() and EnterLongStop() but I can the same results.

I realize these type of orders won't always fill like this in a real market, but I'd at least like the backtest to work properly.

I checked my "Log" tab in Control Center and there is no indication of errors or bugs in my strategy.

[koganam]

I'm testing a counter-trend/range-bound strategy and it appears there is a bug in NT7.

See the chart attached here as well at

http://screencast.com/t/0fxgl5OErq

I am drawing a red line where I am placing EnterShortStopLimit() orders and green lines where I am drawing EnterLongStopLimit() orders. In a backtest, though, sometimes the order is not getting filled. See the note at the bottom of the image.

I tried changing it to EnterShortStop() and EnterLongStop() but I can the same results.

I realize these type of orders won't always fill like this in a real market, but I'd at least like the backtest to work properly.

I checked my "Log" tab in Control Center and there is no indication of errors or bugs in my strategy.

The order that you marked would not have filled if using the default order methods. That order would only fill if the very next bar only traded through the price. In your picture, the next bar after the order did not trade through the order price. If you want your orders to persist, you will have to either resubmit them if not filled, or else use the liveUntilCancelled override on your orders.