Stop orders only valid for one bar?

[BillyRayValentine]

Hi,

I am experiencing a strange issue with EnterShortStop() and EnterLongStop() orders.
I have just spotted that, when backtesting my strategy (historical data from MBT, EUR/GBP, 15min), my orders only seem to be valid during the bar AFTER the order is made.
Here is my code for entry orders;

EnterLongStop(10000,High[0] + (5 * TickSize));
EnterShortStop(10000, Low[0] - (5 * TickSize));

If my order price is not reached in the following bar then it never gets filled.

ExitOnClose = false and GTC = true. What am I doing wrong?

Thanks!

[NinjaTrader_Bertrand]

This would be expected default behavior in NT - if you don't resubmit it it would expire on the next bar, same would hold true for Limit / StopLimit orders - instead of resubmitting you could also use the more advanced overload to set liveUntilCancelled to true - then the orders would persist until being cancelled or filled.

http://www.ninjatrader-support.com/HelpGuideV6/EnterLongStop.html

[BillyRayValentine]

Thanks Bertrand, that fixed it. :-)

So, why wouldnt GTC set to true in the backtest options not do the same thing?

[NinjaTrader_Austin]

BillyRayValentine, the order expiration is different from the default behavior of the orders (to cancel after one bar), but it is a good question.