Auto trail only sometimes working

[arbuthnot]

Hi Guys

I have a very perplexing situation! I wonder if you could kindly try to sort me out.

I have two similar but not identical strategies, call them A and B. The trades are entered perfectly in both (and I can see this with arrows and back colors).

In both A and B, the Initialize() sections are 100% identical as follows (the instrument is ^DJIA with 1000 range bars):

SetTrailStop("Longtrade", CalculationMode.Ticks, 1500, true);
SetTrailStop("Shorttrade", CalculationMode.Ticks, 1500, true);
SetProfitTarget("Longtrade", CalculationMode.Ticks, 3000);
SetProfitTarget("Shorttrade", CalculationMode.Ticks, 3000);

The trades are entered on both identically as follows:

EnterLong(1, "Longtrade"); and

EnterShort(1, "Shorttrade");

Please see the 2 attachments. When I put them thru the Analyzer, in A the auto trail works perfectly but in B, it hardly works at all. In both, the trail distance is set at 1500. This is correctly interpreted in A but not in B as you'll see.





Thanks very much in advance for your advice.

[NinjaTrader_Matthew]

Hello,

From the code you provided, it should be giving you similar results.

Is the Initialize() method the only place you used SetAutoTrail?

Are you using SetStopLoss() anywhere in the OnBarUpdate() method?

Please provide us with any other relevant pieces of code that might be different between the two scripts.

[arbuthnot]

Thanks very much for your reply, Matthew.

1) Yes, Initialize() method is the only place where I use SetAutoTrail.

2) There's no SetStopLoss() anywhere in the OnBarUpdate() method.

Well, that's strange. The 'problem' strategy always seems to have compiled well before - no errors were ever flagged up - and you saw the image I sent you of the problem.

Anyway, I've just compiled it again - and it now seems to work fine in the Analyzer! It must have been a temporary glitch somewhere which disappeared when I didn't use the program for about an hour. How this happened, I don't know.

It's working now - and that's what's important. Thanks, again, Matthew, for your assistance.

[NinjaTrader_Matthew]

I'm glad to hear it is working now. Please let me know if this pops up again.

[arbuthnot]

Well, Matthew, I was too optimistic! It worked once and then failed again as before.

I can only think of one thing: this strategy (which I had 'saved as' from another one) must have developed some kind of programming/compiling anomaly. The coding is not too complex. What I'll do is start again from scratch using the Wizard and hopefully the problem won't recur.

One simple question re using the Wizard: is it possible to code else if using the Wizard alone?

Thanks for letting me know.

[NinjaTrader_Matthew]

Hello,

Unfortunately you would only be able to use If statements in the Strategy Wizard alone.