Problem in OnExecutionUpdate

[Dirales]

Hello,

i set in "OnBarUpdate" a variable and want this use as my Stoploss in OnExecutionUpdate. Playback & SimTrades works fine, but Realtime i became following situation (Stoploss is always 0)
OnBarUpdate i set my Currentstop like this

if (isNQMomentumTradingAllowed && Position.MarketPosition == MarketPosition.Flat)
                            {
                                if( (SignaleNQ.Setup0123MomentumLongBlue[0] || SignaleNQ.Setup0123MomentumLongGreen[0] || SignaleNQ.Setup0123MomentumLongBlack[0] || SignaleNQ.Setup0123MomentumLongYellow[0]) && Button_Long )
                                    {
                                        ProfitDistance1 = 28;        ProfitDistance2 = 32;    ProfitDistance3 = 32;        EntryDistance = 0;        TrailStopDistance    = 18;    TrailStopBegin = 18;
                                        ProfitTargetPrice1 = High[1] + (ProfitDistance1 * TickSize);    ProfitTargetPrice2 = High[1] + (ProfitDistance2 * TickSize);    ProfitTargetPrice3 = High[1] + (ProfitDistance3 * TickSize);
                                        CurrentTriggerPrice = High[1] + (TrailStopBegin * TickSize);    CurrentStopPrice = Low[1] - (1 * TickSize); AbsicherungsSL = Close[1];
                                        Print("SetupLong " + CurrentTriggerPrice + " " + CurrentStopPrice+ " H " + High[1] + " L " + Low[1]);
                                        if (isNQMomentumTradingeinfachALL)                                            {    BuyLong();    }                                
                                        else if (isNQMomentumTradingeinfachab1 && SignaleNQ.momzaehlung[0] == -1)    {    BuyLong();    }
                                        else if (isNQMomentumTradingeinfachab2 && SignaleNQ.isTradingSerie[0])        {    BuyLong();    }
                                        else if (isNQMomentumTradingeinfachab3 && SignaleNQ.momzaehlung[0] == -3)    {    BuyLong();    }
                                    }        
                                else if ( (SignaleNQ.Setup0123MomentumShortBlue[0] || SignaleNQ.Setup0123MomentumShortRed[0] || SignaleNQ.Setup0123MomentumShortBlack[0] || SignaleNQ.Setup0123MomentumShortYellow[0]) && Button_Short )
                                    {
                                        ProfitDistance1 = 28;        ProfitDistance2 = 32;    ProfitDistance3 = 32;        EntryDistance = 0;        TrailStopDistance    = 18;    TrailStopBegin = 18;  
                                        ProfitTargetPrice1 = Low[1] - (ProfitDistance1 * TickSize);        ProfitTargetPrice2 = Low[1] - (ProfitDistance2 * TickSize);        ProfitTargetPrice3 = Low[1] - (ProfitDistance3 * TickSize);
                                        CurrentTriggerPrice = Low[1] - (TrailStopBegin * TickSize);    CurrentStopPrice = High[1] + (1 * TickSize); AbsicherungsSL = Close[1];
                                        Print("SetupShort " + CurrentTriggerPrice + " " + CurrentStopPrice+ " H " + High[1] + " L " + Low[1]);    
                                        if (isNQMomentumTradingeinfachALL)                                            {    BuyShort();    }
                                        else if (isNQMomentumTradingeinfachab1 && SignaleNQ.momzaehlung[0] == -1)    {    BuyShort();    }
                                        else if (isNQMomentumTradingeinfachab2 && SignaleNQ.isTradingSerie[0])        {    BuyShort();    }
                                        else if (isNQMomentumTradingeinfachab3 && SignaleNQ.momzaehlung[0] == -3)    {    BuyShort();    }
                                    }
                            }​

But i loose the Currentstop (Value) in "OnExecutionUpdate"

 if (longEntry != null && longEntry == execution.Order)
            {
                Print("OnExecutionUpdate1 " + CurrentTriggerPrice + " " + CurrentStopPrice+ " H " + High[1] + " L " + Low[1]);
                if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
                {
                    // We sum the quantities of each execution making up the entry order
                    sumFilledLong += execution.Quantity;

                    if (State == State.Historical)
                        oco = DateTime.Now.ToString() + CurrentBar + "LongExits";
                    else
                        oco = GetAtmStrategyUniqueId() + "LongExits";
                    Print("OnExecutionUpdate2 " + CurrentTriggerPrice + " " + CurrentStopPrice+ " H " + High[1] + " L " + Low[1]);
                    if (stopLossLong == null && targetLong == null )
                    {
//                        CurrentTriggerPrice = (Close[0] + (TrailStopBegin * TickSize)) ;
                        SubmitOrderUnmanaged(1, OrderAction.Sell, OrderType.StopMarket, KaufMengeoco, 0, CurrentStopPrice, oco, "StopLossLong");
                        SubmitOrderUnmanaged(1, OrderAction.Sell, OrderType.Limit, KaufMengeoco, ProfitTargetPrice1, 0, oco, "TargetLong");
                    }
                    else
                    {
                        // Submit exit orders for partial fills
                        if (execution.Order.OrderState == OrderState.PartFilled)
                        {
                            ChangeOrder(stopLossLong, KaufMengeoco, 0, CurrentStopPrice);
                            ChangeOrder(targetLong, KaufMengeoco, ProfitTargetPrice1, 0);
                        }
                        // Update our exit order quantities once orderstate turns to filled and we have seen execution quantities match order quantities
                        else if (execution.Order.OrderState == OrderState.Filled && sumFilledLong == execution.Order.Filled)
                        {
                             //Stop-Loss order for OrderState.Filled
                            ChangeOrder(stopLossLong, KaufMengeoco, 0, CurrentStopPrice);
                            ChangeOrder(targetLong, KaufMengeoco, ProfitTargetPrice1, 0);
                        }
                    }

                    // Resets the entryOrder object and the sumFilled counter to null / 0 after the order has been filled
                    if (execution.Order.OrderState != OrderState.PartFilled && sumFilledLong == execution.Order.Filled)
                    {
                        longEntry = null;
                        sumFilledLong = 0;
                    }
                }
            }  ​

Have anyone a idea whats the problem?

[NinjaTrader_Emily]

Hello Dirales,

Thank you for your post.

In order to understand your script's behavior and how the CurrentStopPrice could be a value of 0, you will need to add prints throughout your script. Every time you update CurrentStopPrice you should add a print that prints out the value of CurrentStopPrice to make sure it was updated as expected. Also, before submitting your stop loss, you should add a print with its value to see if it is set to the expected value. For example:

if (stopLossLong == null && targetLong == null )
{
// CurrentTriggerPrice = (Close[0] + (TrailStopBegin * TickSize)) ;
Print(Time[0] + " Submitting stop loss.  CurrentStopPrice: " + CurrentStopPrice);
SubmitOrderUnmanaged(1, OrderAction.Sell, OrderType.StopMarket, KaufMengeoco, 0, CurrentStopPrice, oco, "StopLossLong");
SubmitOrderUnmanaged(1, OrderAction.Sell, OrderType.Limit, KaufMengeoco, ProfitTargetPrice1, 0, oco, "TargetLong");
}​

For more information on using prints to debug your script:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working#post791121

Please let us know if we may be of further assistaince.

[Dirales]

Hello Emily,

i have done this i my first post.

Both Value CurrenttriggerPrice & CurrentStopPrice i loose in "OnExecutionUpdate"

[NinjaTrader_ChelseaB]

Hello Dirales,

It is helpful to add labels to every value and comparison operator in a print so that it's clear what is being printed in the output.

That said, is CurrentTriggerPrice and CurrentStopPrice defined in the scope of the class or is this defined in a method (such as OnBarUpdate and OnExecutionUpdate())?

Are there other lines of code that assign these variables a value?