Profit Target dot appears, but no execution

[pmcgoohan]

Hello,

I am getting strange results in backtesting.

In one trade, a profit target is met (in fact exceeded by about 4 ticks). The red profit target dot even appears in the backtest chart about where you would expect, but the trade does not exit!

Please see the attached backtest chart.

Additional info. To get decent intraday matches the strategy is running on 1500 ticks, with an additional 1 tick trading timeframe with CalculateOnBarClose=true.

I use EnterLongLimit/EnterShortLimit to enter and SetStopLoss/SetProfitTarget to exit and ensure that I do this on the correct BarsInProgress (=1) on the 1 tick timeframe.

Any idea what is going on? The backtest is useless to me at the moment

Thanks

[NinjaTrader_Bertrand]

pmcgoohan, welcome to our forums - please run your script with TraceOrders = true set in the Initialize() as it would add helpful order debug info to NT's output window for you -

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

The Set()'s would still work on the primary series only in your setup, as they don't have a BarsInProgress parameter to submit to another series.

This could be done though via coding the Exits with the Exit method calls (like ExitLongLimit) that would have those parameter options in their more advanced overloads.

[pmcgoohan]

Thanks for the reply.

I have recoded doing my own order management.

I would prefer to stay managed and have a BarsInProgress parameter to the Set methods though. Perhaps in the next version?

[NinjaTrader_Bertrand]

Ok glad to hear you could resolve - this is on our product management enhancement tracking list already under item # 1813 - I've added your vote in of course now as well.