Set methods & Multitimeframe

[cls71]

Hello,

in a multi-timeframe strategy, the SetTrailStop method does not behave correctly with submitted orders from the non-primary serie. For instance, trailstop orders are canceled at the end of the bar.

I searched the forum and I found this:

http://ninjatrader.com/support/forum/showpost.php?p=311892&postcount=2

I need to confirm if it is true. In which case it would be appropriate to add a warning in the help about Set methods.

Thanks

[NinjaTrader_PatrickH]

Hello cls71,

Thank you for your post.

This is true on historical data and in backtesting. For backtesting you would need to use Exit methods with the appropriate barsInProgress index.

[cls71]

Hello cls71,

Thank you for your post.

This is true on historical data and in backtesting. For backtesting you would need to use Exit methods with the appropriate barsInProgress index.

Thanks Patrick,

however this issue is happening in Market Replay (it is real time i think)

[NinjaTrader_PatrickH]

Hello cls71,

Thank you for your response.

If the Stop Loss is cancelling after one bar in realtime or Market Replay what you are seeing is not expected based simply on using a multiple time frame strategy.

Please provide the strategy you are testing on your end in your reply. You can attach your strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your strategy > select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.