Swing stop issue

[brucelevy]

The swing stops can exit a position but it looks like there are cases where the swing stop goes in at the same price as the entry price and immediately takes off the new position, or price moves and the swing stop goes in a tick above price for a long for example and cancels the order.

Screenshot of strategy analyzer https://i.gyazo.com/7f18fa2bf9fea473...5876d59dfb.png

Cancel code from log https://i.gyazo.com/33b355267c0d256f...23ff1e63bc.png

Screenshot of swing code https://i.gyazo.com/c7f519e2d11dc6bd...8d7b423a8e.png

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your post.

You would need a check that the swing high or low does not equal the current price level. Such as:

if(Close[0] != Swing(5).SwingLow[0])

[brucelevy]

Thanks, how can I modify it to not only to place stops at the swing low but also for example -10 ticks below that swing low?

[NinjaTrader_PatrickH]

Hello brucelevy,

Use TickSize: http://ninjatrader.com/support/helpG...7/ticksize.htm

SetStopLoss(CalculationMode.Price, Swing(5).SwingLow[0] - 10 * TickSize);

[brucelevy]

Thanks, worked great.. Do the swing stops and trailing stops work in backtesting the strategy analyzer? (nonatm)

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your response.

The stops we defined would work in backtesting.