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Parabolic stop with additional time series
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Parabolic stop with additional time series
My strategy has an extra time series. When I use a parabolic stop it seems like it accelerates or moves way too fast. What am i missing?Tags: None
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Hello abandonedBaby,
Thank you for your post.
What is the Calculate setting of your strategy? The calculate setting determines how often the stop is updated. From the Help Guide:
"Parabolic stops are amended on a bar update basis, so dependent upon the Calculate setting of the parent strategy."
Additionally, since you are using an additional series please note:
"Should you have multiple Bars objects of the same instrument while using SetParabolicStop() in your strategy, you should only submit orders for this instrument to the first Bars context of that instrument. This is to ensure your order logic is processed correctly and any necessary order amendments are done properly."
Please let me know if I can assist further.Gaby V.NinjaTrader Customer Service
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