Trailing Stop Issue (when combined with bwFractal and MultiTF)

[Bullinger Bear]

I am an issue with TrailStop, bwFractal and MultiTimeFrame (/ES with 5 min and also 1 Day TimeFrames).

When using Playback testing on the Strategy it works with /ES 5min timeframes (on its own). Issue occurs when "/ES 1 Day TimeFrame" was added into the "Instruments" Panel at Strategy Builder.

TrailStop then no longer "trails" but stays fixed at a single stop loss price in spite of the price moving favorably.

Other Interesting Points

• Other MultiTFs strategies trail stops work fine. This seems unique to a combination of bwFractals and MultiTF.
• Issue occurs when /ES1DayTF was added into the Instrument Panel in Strategy Builder. At this point the Strategy Builder code has not referenced the /ES1DayTF in its logic yet.
• Strategy is configured "On Tick Change"
• Suspicions are the Trailstop is using the 1Day price to calculate the trail stop instead of current /ES price.
• Tried using Entry Signal names but the same issue occurs

Any advice on how to solve?

Regards,
BB

[NinjaTrader_PaulH]

Hello Bullinger Bear,

Thanks for your post and welcome to the NinjaTrader forums!

What specific version of NinjaTrader8 are you using? (Look in help>About)

When you run the strategy, do you see any errors listed in the "Log" tab of the control center that relates to the strategy?

Does the strategy also have a fixed stop?

[Bullinger Bear]

Hi Paul - the version I am using is 8.0.23.1 (64Bit).

Checked the logs and this happens

1. Enabling Strategy
2. Order submitted and then executed
3. Instrument position added
4. Strategy "Error on calling EventHandlerBarsUpdate Method. You are calling an index with a value since it is out of range"
5. Strategy was then disabled
6. Parabolic Stop submitted and executed. Stop prices fixed at one price.

Rgds
BB

[NinjaTrader_PaulH]

Hello Bullinger Bear,

Thanks for your reply.

You will need to debug your strategy to find the source of the error.

Typically this is done using Print statements that send their output to the new>Ninjascript output window.

Depending on how large your strategy code is, you may want to add a print statement every few lines of code. You can print out a sequential value or letter as this will help you locate the section where the error occurs as you will see the sequence in the output window and it will stop at some point and you can assume then that the error would be after the last printed value and before the next print statement that did not print. You may then need to add further prints between them to locate the specific error line. Once found, you would need to look at any variables that the line is using to determine where the actual fault occurs.

Here is a link to our debugging tips: https://ninjatrader.com/support/help...script_cod.htm