Trailing Stop Hell

[thatsfresh]

Hi

Are there any know issues with using trailing stops with Ninja Trader on a machine where you have Apex with Rithmic installed?

I have a strategy which I was testing without trailing stops and all worked fine. As soon as trailing stops were introduced I get errors all over the place (see attached). I am using
SetStopLoss(), SetProfitTarget(), and SetTrailStop().

I have tried many different things then in a chat room and there were comments trailing stop over runs etc. due a bug somewhere

I have the full code if you want to see

Thanks

Stuart

[NinjaTrader_Gaby]

Hello thatsfresh,

Thank you for your post.

Currently, we are not aware of nor have we received any other reports of SetTrailStop() not working properly using Apex/Rithmic.

However, please note it is not supported to use both SetTrailStop() and SetStopLoss(). This is noted in the documentation:

"The SetTrailStop() method can NOT be used concurrently with the SetStopLoss() or SetParabolicStop() method for the same position, if any of methods are called for the same position (fromEntrySignal) the SetStopLoss() will always take precedence. You can however, use all three methods in the same strategy if they reference different signal names."

https://ninjatrader.com/support/helpguides/nt8/settrailstop.htm

If your stop orders are getting rejected due to an invalid price, we have a support article that goes into detail on this subject. Since you're using Set methods, make sure you are resetting the Set method when your strategy is flat. The article below goes into more detail.

https://support.ninjatrader.com/s/article/NinjaScript-Developer-Guide-Avoiding-stop-order-rejections-due-to-invalid-price

The OCO error is due to your stop loss getting rejected. This often occurs with SetStopLoss() and SetProfitTarget() as well as with Atm Strategies, should one of the exit orders be rejected. For example, the stop is submitted with OCO ID ‘12345’ at an invalid price and is rejected. The target is attempted to be submitted with the same OCO ID ‘12345’, however errors the OCO cannot be re-used as this was used with the stop order, which was rejected.

Please let me know if you have further questions.

[thatsfresh]

Thanks for the quick reply. I will review my code and have another go over the weekend. Will let you know if I have any further questions. Thanks!