SetStopLoss Order not submitting

[devdas]

Hello,

I have small catch in this code, i am not getting it work. Basically i want to submit stop loss order to low of previous bar of entry condition bar. But i am getting error after multiple tries. Can you suggest what is going wrong. I am also using Exit On Close.

[devdas]

Hello..... Some one here ?

[NinjaTrader_PaulH]

hello devdas,

Thanks for your post and patience.

Have you tried printing the signalBar_low value just before you set the stoploss just to make sure of the value?

[devdas]

Hi Paul,

thanx for looking it here.

As you suggest i printed that value and it seems ok, i checked maually on all 8 trades.
But 2 of them as its clear that stop order didnt executed. Notie also the error on log is still generating. May be that error is due to setting signalBar_low = 0 when it gets Flat. But i am not sure that is causing any problem.

One more thing , i am setting a huge value of initial Stop Loss in Initialize() to ensure that Calculated Stop is used for trigger.I have used ST = 200,000 in that. I set this huge values because on smaller value strategy was not using Calculated Stop Price rather than hitting Stop order with smaller values.

[NinjaTrader_PaulH]

Hello,

Thanks for your reply.

Does it make sense to add a condition, where you set your stop loss, to first test if the current bar low is less than or equal to the low 1 bar ago? Or perhaps check the difference between the current Low and the Low[1] and if less than some value set your stoploss at some other value?

[devdas]

Well thats very annoying and confusing me more.
I cant understand why i need to compare CurrentBar Low to Low[1] ?
As i am using CalculationMode.Price then any price lower than entry price i can set for Stop Loss in case of Long and it should be submitted as soon as long triggers.

Well i set lower Value of ST = 300 ticks and now error is not appearing but also number of prints of signalBar_low in output is also reduce. Trades that hit stop with ST = 300 ticks are absent from that. Look at prior post figures, first print value of 7798.4 is absent now from here and corresponding trade had hit the stop with ST = 300 ticks.

Looks also next trade with signalBar_low = 8451.05 which never retraced and hence its signalBar_low value is appearing in output.

I have attached snap of current code also with slight modification like commenting the line
signalBar_low =0;

[NinjaTrader_PaulH]

Hello devdas,

Thanks for your reply.

Sorry if this is confusing but I only know what snippets of your code you share and evidence of results so I am guessing at what the issues are. I suggested a comparison from the Low 1 bar ago to the current bar low to ensure that price had not retraced, is that not possible or do you have other code that checks for this?

[devdas]

Hello Paul.

I got it working. Actually catch was "DoneForSession" variable and i guess to some extent fix Stop Value ST. Ultimately its comparing the User Calculated Stop to Fix Stop for submission, this is what i am taking this from it.
I need to set ST = 10000 ticks which is relatively large value compared to session range we get. But again too high value again threw error as before.