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Unexpected Backtesting Stop Loss Execution

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    Unexpected Backtesting Stop Loss Execution

    I am backtesting my strategy and found an unexpected behavior in the
    way NT decides which Stop Loss to execute.

    I have a Short position and there is a protective BUY stop on
    the market @ 1452.75
    At a subsequent bar close, the strategy sent a new BUY stop @ 1451.
    On the next bar, the market opened at 1450.75 (Low=1450.5, High=1453.25, Close=1452.25)

    It looks like NT triggered the protective BUY stop @1452.75.
    I would expect that it triggers the new BUY stop @1451 since it is closer
    to the market.

    Why does it do this?
    Is there a workaround to this problem?

    Thanks.

    #2
    rkm,

    Likely we would need to see your log and trace. Please write us at support at ninjatrader dot com.
    Adam P.NinjaTrader Customer Service

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