can't get stop losses or profit targets to execute

[leemiles]

hello, i am using the market simulation data, and have a very simple strategy developed for testing purposes only. the buy order goes off, but i can not, for the life of me, get any stop loss or profit target to trigger when running this strategy.

Please advise:

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///<summary>
/// 4
///</summary>
[Description("4")]
[Gui.Design.DisplayName("My custom strategy4")]
publicclass MyCustomStrategy4 : Strategy
{
#region Variables
// Wizard generated variables
privateint myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
SetStopLoss("buy", 1);
SetProfitTarget("buy", 1);
CalculateOnBarClose = true;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (Close[0] >= 150)
{
EnterLong(DefaultQuantity, "Buy");
}
}
#region Properties
[Description("")]
[Category("Parameters")]
publicint MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}

[Pete S]

Does that code even compile? I didn't think there was a SetStopLoss() with that signature. In any case, the default mode for SetStopLoss is currency, which means it will trigger when the price goes below one. These are the lines of code from my strategy I use for those two calls in percentage mode; I specify the parameters as whole numbers (e.g. 5 for 5%).

if (MyProfit > 0)
   SetProfitTarget("", CalculationMode.Percent, MyProfit/100.0);

if (MyStop > 0)
   SetStopLoss("", CalculationMode.Percent, MyStop/100.0, false);

[leemiles]

still not working..

i used part of your code like this:

protectedoverridevoid Initialize()
{
SetProfitTarget("", CalculationMode.Percent, 0.50);
SetStopLoss("", CalculationMode.Percent, 0.50, false);

}

and still no stop loss or profit target gets executed.

getting very frustrated since i can not begin trading until i can get stop losses and profit targets to actually execute along with the buy/sell order.

i have many strategies ready to implement, and this is the only part that doesn't work....all my long/short strategies actually execute the order as programmed, but i can't seem to get a stop loss or profit target to go along with it.

am i the only one with this issue? is it because i'm using the market replay simulator? will i have this issue with a live $$ account? lord knows i don't want to try that as a test...

[NinjaTrader_Ray]

C# is case sensitive. Your entry signal name used when submitting an order ("Buy") is different than what you are using when calling SetStopLoss() ("buy"). Also, your syntax is incorrect.

Please try this:

SetStopLoss("Buy", CaclulationMode.Ticks, 20, false);
SetProfitTarget("Buy", CaclulationMode.Ticks, 40);
CalculateOnBarClose = true;

[leemiles]

still not working..sorry ray...

Ray, still not executing a stop loss or profit target. here's my whole strategy....i am apply this for the ticker symbol AAPL...as you can see, it's a very simple strategy...simply buy when price over 125...that executes at the end of the minute bar. but i never get a stop loss or profit target execution...what else can it be??



#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
///<summary>
/// 4
///</summary>
[Description("4")]
[Gui.Design.DisplayName("My custom strategy4")]
publicclass MyCustomStrategy4 : Strategy
{
#region Variables
// Wizard generated variables
privateint myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion
///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>

protectedoverridevoid Initialize()
{
SetStopLoss("Buy", CaclulationMode.Ticks, 40, false);
SetProfitTarget("Buy", CaclulationMode.Ticks, 40);
CalculateOnBarClose = true;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Condition set 1
if (Close[0] >= 125)
{
EnterLong(DefaultQuantity, "Buy");
}
}

protectedoverridevoid OnBarUpdate()




#region Properties
[Description("")]
[Category("Parameters")]
publicint MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}

[Pete S]

.5 = 50%

You want to use .05 if you mean 5%.

[leemiles]

thanks Pete, but that's not it...

ticks...price...percent...no matter what i use, don't get executed.

in latest example, i tried 40 ticks...tried 10 ticks, 1 tick, 100 ticks

tried price of 0.50, 0.005, 0.05, 5, 10, 1, 100

tried percent... 0.01, 0.001, 0.05, 0.005, 0.50, 1, 5, 10, 100.

doesn't matter what i use, no execution.

maybe there is another setting i need to check? it could just be the code is correct but something else isn't selected?

[NinjaTrader_JoshP]

Please check your syntax.
SetStopLoss("Buy", CaclulationMode.Ticks, 40, false);

It should be "CalculationMode.Ticks".

[r2kTrader]

Should that even compile?

Just curious, if CalculationMode is incorrectly typed, should the strategy even compile?

thx

Please check your syntax.
SetStopLoss("Buy", CaclulationMode.Ticks, 40, false);

It should be "CalculationMode.Ticks".

[NinjaTrader_Ben]

Hello,


This will not compile. You are correct.