Target order 2 problem

[Dragan]

Hi, I have a problem with my strategy when running a backtest. The problem is sometimes the second entry does not take profit at all and and a can not make complete backtest. Attached is my strategy that I'm backtesting E-mini.
Any assistance would be appreciated.
Thanks in advance

[NinjaTrader_CalH]

Dragan,

Thank you for your post.

Is the second target getting placed?

What do you mean by not always taking profit? Can you show an example of this?

[Dragan]

Yes, the second target is getting placed but it doesn't take profit. You can see on the picture that before it had taken profit. But the next entry 2 has not taken profit.

[NinjaTrader_CalH]

Dragan,

I would advise on running TraceOrders = true in the Initialize() method.

This will print out the orders and what is happening to them in the Output Window, Tools -> Output Window

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?traceorders.htm

[Dragan]

I have received a message that the position for the profit target and stop loss are closed:

5/15/2013 10:45:00 AM Cancelled pending exit order, since associated position is closed: Order='NT-00032/Backtest' Name='MyTarget2' State=Working Instrument='ES 09-14' Action=Sell Limit price=1659.5 Stop price=0 Quantity=1 Strategy='SampleOnOrderUpdate' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='cbdc0aafb7324fc791e94683c86f21fc' Gtd='12/1/2099 12:00:00 AM'

5/15/2013 10:45:00 AM Cancelled pending exit order, since associated position is closed: Order='NT-00031/Backtest' Name='MyStop2' State=Working Instrument='ES 09-14' Action=Sell Limit price=0 Stop price=1617.5 Quantity=1 Strategy='SampleOnOrderUpdate' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='10e327b617234a3c9f8f643bcb8c41c9' Gtd='12/1/2099 12:00:00 AM'

Any suggestions?

[NinjaTrader_CalH]

Dragan,

I wanna try testing this on my end. Can you send a screenshot of the settings you are using for the strategy wizard so I can sync this on my end?

[Dragan]

Here are the setting that I'm using. The time is shown on the attached picture (RTH, Central time).

[NinjaTrader_ChelseaB]

Hi Dragan,

Thanks for the screenshot.

On line 110 you have:
if (stopOrder2 != null && stopOrder.StopPrice < entryOrder2.AvgFillPrice)

Should this be:
if (stopOrder2 != null && stopOrder2.StopPrice < entryOrder2.AvgFillPrice)

?

[Dragan]

Thanks, it worked