SetStopLoss() not working as expected

[suedeuno]

I'm testing a system in simulation and I set the stop loss to 50 currency but I find losses greater than 50 in the trades list.

protectedoverridevoid OnBarUpdate()
{
if (StopLossOn)
SetStopLoss(50, true);


I assume this is because it's not executing until the bar closes. How do you execute intra-bar for stops?

[NinjaTrader_Bertrand]

Hi suedeuno, in realtime the SetStopLoss will generate live working orders, so it will execute intrabar...please move your static stop loss into the Initialize() section and test this again. Please also see this link from our helpguide - http://www.ninjatrader-support.com/H...tStopLoss.html

[suedeuno]

Thanks. So what if it's a dynamic stop loss value from a property? Does it still go int he Initialize()?

[NinjaTrader_Bertrand]

Hi suedeuno, no dynamic stoploss values should be called or calculated in the OnBarUpdate().