odd quirk...

[Burga1]

Hi,

In the attached screenshot there can be seen two short trades entered for a strategy called "Condition 4 Entry". The first (reading from left to right) shows a trade entered at 163.29 and exiting at 163.21, following two StopLoss "resets" at 4 pip intervals (represented by the blue dots)...everything went fine there.

The next trade (again, the exact same strategy) shows an entry at 163.12, that bar closed at 163.07...which should have generated a modified StopLoss (a blue dot) 4 pips below the entry, thus at 163.08...but it did not.

My question, why did the second trade (using exactly the same strategy as the first) not trigger the changed StopLoss?

[NinjaTrader_JoshP]

Sorry Burga1. There is no way we can answer these questions for you. You have to debug your strategy. See what exactly it is doing at 17:30 and 17:35.

[Burga1]

Thanks, but that's just it, nothing happened for that trade after the position was opened except one entry in the "Output Window" at 5:40:44...it stated that "cancelled pending exit order, since associated position is closed"...however the trade did not actually close until the bar at 5:45 (not shown on my screenshot)...so why the message?

[NinjaTrader_JoshP]

That could be your problem right there. Your stop loss order isn't submitted thus you aren't exiting where you want. This is just me theorizing though. Check whats going on in the logs of your Control Center too. Not just the prints in the output window.

[Burga1]

Thanks, what should I make of this (from the logs)? Why has the quantity changed from 1 to 2 in the "Position" update at 5:45:23...? There is no such notation on the chart.

[NinjaTrader_JoshP]

Can you please sort the logs chronologically so I can see the log entries along that whole time frame?

[Burga1]

Those that I posted seem to be the only entries relating to that particular trade at that time...all of the other info is for different currency pairs...perhaps I'm misunderstanding your post?

[NinjaTrader_JoshP]

I mean the screenshots you posted seem to have the logs sorted by Category. Could you please sort them by Date. This way we can pick out and find relevant information for those trades. What we are looking for is why Position got updated to two. We won't find anything interesting just by looking at the Position category. We want to look at what happened right before that.

[Burga1]

Oh, OK...I sorted it by date but the screenshot I've created is over the KB upload limit...so I'm unable to upload it here. I've worked to cut it down as much as possible but it's still over the limit (which I believe is around 100KB)

[NinjaTrader_JoshP]

Email me at josh[at]ninjatrader[dot]com. Thanks.