ExitShortStop not getting executed: why?

[stefy]

I have ExitShortStop kicking in if some conditions are verified. What I can see from my Log (and the chart) though, is that after conditions being verified and the Stop Order being sent, it doesn't get executed.
You can see here my Log:
09/01/2009 9.30.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=False
09/01/2009 9.30.00 1,5247 1,4803 1,5272 Short
09/01/2009 10.00.00 Entered internal PlaceOrder() method at 09/01/2009 10.00.00: Action=BuyToCover OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=1,5268 SignalName='TrailingStopShort' FromEntrySignal='Short'
09/01/2009 10.00.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=False
09/01/2009 10.00.00 1,5176 1,4803 1,5272 Short
09/01/2009 10.30.00 Entered internal PlaceOrder() method at 09/01/2009 10.30.00: Action=BuyToCover OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=1,5250 SignalName='TrailingStopShort' FromEntrySignal='Short'
09/01/2009 10.30.00 Entered internal PlaceOrder() method at 09/01/2009 10.30.00: Action=BuyToCover OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=1,5250 SignalName='TrailingStopShort' FromEntrySignal='Short'
09/01/2009 10.30.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=False
09/01/2009 10.30.00 1,5155 1,4803 1,5272 Short
09/01/2009 11.00.00 Entered internal PlaceOrder() method at 09/01/2009 11.00.00: Action=BuyToCover OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=1,5189 SignalName='TrailingStopShort' FromEntrySignal='Short'
09/01/2009 11.00.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=False
09/01/2009 11.00.00 1,5175 1,4803 1,5272 Short
09/01/2009 11.30.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=False
09/01/2009 11.30.00 1,5236 1,4803 1,5272 Short
09/01/2009 12.00.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Long' Mode=Price Value=1,4803 Currency=0 Simulated=True
09/01/2009 12.00.00 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short' Mode=Price Value=1,5272 Currency=0 Simulated=True
09/01/2009 12.00.00 1,5258 1,4803 1,5272 Flat

I enter the position at 9:30 and at the 11:00 bar the order should execute, but it doesn't.

Thank you

[NinjaTrader_JoshP]

Are you sure your order is still active? Have you kept it alive across all of these bars?

[stefy]

What I coded is:
if (Position.MarketPosition == MarketPosition.Short
&& myConditions)

{
ExitShortStop(High[1], "TrailingStopShort", "Short");
}

[NinjaTrader_JoshP]

Under those conditions you will be constantly changing your exit price as evidenced by your logs. I advise you to step through it slowly at each step of the way, evaluate the price, evaluate your stop and then determine what is happening.

[stefy]

Obviously, I change the price at every bar, but if the price (intra bar) crosses High[1], the order should kick in. It doesn't happen! Why?

Thank you

[NinjaTrader_JoshP]

stefy,

Like I said, you need to check the stop loss, check the price. From the information you have provided I have no way of evaluating your scenario. If you are hoping for intrabar processing you do need to have CalculateOnBarClose = false.

[stefy]

I'm simply using SetStopLoss() and I have two exit conditions (MarketPosition == MarketPosition.Long && my condition) to exit the position:
ExitLongStop(Low[0], "TrailingStopLong", "Long");

In the Log, I get violation of Internal Order Handling Rules. Which rule would I breach? I eneter at market, and use ExitLongStop just as a trailing stop, since I cannot use SetStopLoss() and SetTrailStop() for the same position.

Thank you

[NinjaTrader_Bertrand]

Stefy, please check this link - http://www.ninjatrader-support.com/H...verview36.html

Your second stop is ignored because you already have a SetStopLoss in place and this cannot be used with another Exit order such as ExitLongStop together.

The best would be to use only SetStopLoss and modify the price as you need, please see this reference sample here - http://www.ninjatrader-support2.com/...ead.php?t=3222