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Stop and Target hit in same bar
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Stop and Target hit in same bar
I have a developer working on a custom strategy for me. When trading 5 minute bars, quite frequently my stop and target are both showing they were hit in the same bar. In realtime trading, obviously one will be hit first, and cancel the other. But in historical/trade performance summary, it is showing that a target and a stop were both hit. What is the solution for this?
Thanks!Tags: None
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Hello jj2237,
Use OCO with the unmanaged approach and either use High Order Fill Resolution or add a 1 tick series to submit orders to for intra-bar fills.
Chelsea B.NinjaTrader Customer Service
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