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EnterLongStop not filled during backtest

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    EnterLongStop not filled during backtest

    Can you think of any reason why a Buy Stop would not be filled when price action trades though the entry price? Doesn't happen all the time - happens to be first trade signal.

    Running 6.5.1000.14 (Live). Simulated Mode of course.

    Here's a a few debug print statements from the Output Window:

    CDAEDGEXOv4 OnBarUpdate: 3
    12/4/2009 1:09:00 AM
    currentTrendBias: 1
    Current MarketPosition: Flat
    entryPending: False
    longEntryPending: False
    shortEntryPending: False
    high: 75.96
    low: 75.92
    open: 75.95
    close: 75.95
    Buy Ready
    Buy Stop Order entered at: 75.99
    entryOrder: Order='NT-00000/Back101' Name='Trade#1-Long' State=Working Instrument='CL 01-10' Action=Buy Limit price=0 Stop price=75.99 Quantity=1 Strategy='CDAEDGEXOv4' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='504fa5b78c6847b28187688befb56ecf' Gtd='12/1/2099 12:00:00 AM'
    tradeName: Trade#1-Long
    Waiting for fill at: 75.99

    .......

    CDAEDGEXOv4 OnBarUpdate: 11
    12/4/2009 1:33:00 AM
    currentTrendBias: 1
    Current MarketPosition: Flat
    entryPending: True
    longEntryPending: True
    shortEntryPending: False
    upperTrendValue: 76.05
    lowerTrendValue: 75.94
    high: 76.05
    low: 75.98
    open: 75.98
    close: 76.04
    entryOrder: Order='NT-00000/Back101' Name='Trade#1-Long' State=Cancelled Instrument='CL 01-10' Action=Buy Limit price=0 Stop price=75.99 Quantity=1 Strategy='CDAEDGEXOv4' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='b86d7d9fb9ff4e1fbe93de8031aacca9' Gtd='12/1/2099 12:00:00 AM'
    tradeName: Trade#1-Long
    Waiting for fill at: 75.99

    #2
    Hello,

    Rather than the print statements, reproduce the issue and send us an email via help>mail to support immediately afterward do we can look at your trace and log files. Tell us exactly what's happening and what trade to look at.
    DenNinjaTrader Customer Service

    Comment

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