Trailing Stop

[tds428]

I ahve tried to write my own trailing stop in the strategy but has encountered some problems

I wish to turn on the trailling stop once the order PnL is more than trailingStop,

my code is as follow

(within the OnOrderUpdate)

if((GetCurrentBid()-OrderOne.AvgFillPrice)>trailingStop &&
(GetCurrentBid()-OrderOne.AvgFillPrice)>LockedUpProfit)
{
LockedUpProfit=GetCurrentBid()-OrderOne.AvgFillPrice;
}
else
{
if(GetCurrentBid()-LongOrder.AvgFillPrice<LockedUpProfit)
{
LockedUpProfit=0;
ExitLong("###Trailing###","LongOrderOne");
}
}

it turns out that the trailing stop is not working as expected

what will be the right place for me to define the LockedUpProfit variable??
(etc. in OnBarUpdate, Initialize)

and what's wrong with the coding??

I would be really appreciate for your reply and thank you very much for reading.

[NinjaTrader_Bertrand]

I would suggest you calculate the needed variable in the OnBarUpdate() to have it updated the calculated values as new bars and PnL info comes in...for a basic start into modifying a stop loss order to become a trailing one, please see our reference sample on this and then proceed from there -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3222