SetStopLoss in fast market

[tambaa]

I have a situation where the market is moving fast at the reversals that by the time the code gets to setting the SetStopLoss, the price is at a violation of the SetStopLoss (either higher than price for longs or lower than price for shorts). The strategy gets an exception and all positions get closed out.

Looking for pointers on how to handle the above situation gracefully?

The way I tried to handle it for long positions is:

trailStopPrice = ParabolicSAR(0.02, 0.2, 0.02)[0];

if (trailStopPrice < GetCurrentBid())
{ SetStopLoss("StopLoss",CalculationMode.Price,trail StopPrice);
}

[NinjaTrader_ChelseaB]

Hello tambaa,

My suggestion is to use different signal names for the different orders that reverse the position and set the stop loss before placing the order.