daily risk

[arilano]

Hi


Ive been having some issues implementing daily risk stops, i programmed these a while back and some of the behaviour is not as expected, also if there was way to implement the solution in a more elegant manner becuase this seems to work on the backtests but not in live mode

basically when the realized and open position together reaches -500euros i want it to flatten positions and actually terminate the strategy also i want it to constantly check this rather than just do it onbarupdate

any help would be greatly appreciated

thanks in advance

Arilano


if (priorTradesCumProfit - Performance.AllTrades.TradesPerformance.Currency.C umProfit > 500)
return;
elseif(priorTradesCumProfit - Performance.AllTrades.TradesPerformance.Currency.C umProfit < 500)
{

[NinjaTrader_Ray]

In 6.5, you can check in OnMarketData() however, this method is not called in backtest.

Regarding not working in real-time, you would need to be more specific. I suggest debugging to see why you don't get expected behaviour. In case you have never seen it, here is a primer on debugging.

http://www.ninjatrader-support.com/vb/showthread.php?t=3418

[arilano]

thanks ray i will check out those functions and the debugging piece

Thanks
Arilano