Continued problems with setting trailing stop

[timmbbo]

Hi there, this is a continuation of issue SetTrailStop vs. SetStopLoss? - NinjaTrader Support Forum

As you can see, I'm getting the error where both the upper and lower stop limits can not be set, indicating the market moved too far in-between the execution of both statements. However, I'm using a 100 tick profit/stop loss. Of course, I'm skeptical the market moved a hundred points in-between the microseconds the profit and stop loss targets were set. I'm using the sample SMA strategy.

Your thoughts? Thanks,


SetProfitTarget("MyLongTrade", CalculationMode.Ticks, 100, false);
SetTrailStop("MyLongTrade", CalculationMode.Ticks, 100, false);
SetProfitTarget("MyShortTrade", CalculationMode.Ticks, 100, false);
SetTrailStop("MyShortTrade", CalculationMode.Ticks, 100, false);
.....

if (CrossAbove(smaFast, smaSlow, 1))
EnterLong("MyLongTrade");
else if (CrossBelow(smaFast, smaSlow, 1))
EnterShort("MyShortTrade");

[NinjaTrader_ChelseaB]

Hello timmbbo,

May I confirm you are able to reproduce using the latest release of NinjaTrader 8.1.1.7?

https://account.ninjatrader.com/download

I've downloaded your .cs file and manually placed this in the Strategies folder and tested on the YM 09-23 5000 Volume bars in Playback with Market Replay data, but I was not able to reproduce the error testing on data from last friday.

Below is a link to a video of the test.

https://drive.google.com/file/d/1kucROZQ-QEn_LoHL5of7ZILHzvLuguo1/view?usp=drivesdk

As a tip, to export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript Add-on...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...-us/export.htm


Is the specific date the only place you are able to reproduce the error, or can you reproduce with data from last friday / last week?

Are there gaps in your market replay or historical data?