Miscalculation of Stop Loss

[andreneoh]

Hi,

I have implemented a pyramiding strategy which doubles up the number of contracts after a certain condition. This doubling-up (R2) also has its own pre-determined stop loss that is independent of the original entry R1. For example, R1: long 1 ct at $1, sell at $10; R2 long 2 more cts at $4 but stop loss at $3 due to whipsaw.

Problem is that NT results show my 2 trades: R1 = $3 - $1, and R2 = $10 - $4 when it should be R1 = $10 - $1 and R2 = $3 - $4. Although the final R1 + R2 is identical in either case, this "bug" plays havoc with my drawdown calculations.

Is this a setting that I can change? Please advise. Thanks

[NinjaTrader_RyanM1]

Hello Andreneoh,

Thank you for your post.

You can tie SetStopLoss() value to a specific entry signal.

SetStopLoss(string fromEntrySignal, CalculationMode mode,double value,bool simulated)

You can also make sure stop and target submission is set to "PerEntryExecution". This is a setting available whenever you run the strategy.

[andreneoh]

Thanks for quick reply,

I have already been tying the R2 exit to the R2 entry by way of specifying SetStopLoss(), The R1 and R2 trades are working properly; they are just being labeled and calculated wrongly. This miscalculation is made worse if I have different numbers of contracts for R1 and R2.

I have also set PerEntryExecution toggle but no dice.

[NinjaTrader_RyanM1]

Andreneoh,

Where are you checking this? In account performance section unfortunately this is expected and cannot be customized.

[andreneoh]

I'm checking this in Strategy Performance | Historical. Can I write something to override this?

[NinjaTrader_RyanM1]

Unfortunatley not at this time. When viewing performance, trade tracking is done through FIFO (First in First Out), and not a specific signal name.