Profit Target and Stop loss change the number of trades

[ssierra]

Hi I have a strategy that I am testing that is always in the market. Now I have added some stop loss and profit targets conditions and I have realized that the number of trades changes based on them. How can this be possible?

Assume that if it’s flat the enter condition is the same that if it is on market and it is changing the direction.

Thanks

[NinjaTrader_Ray]

Your strategy does what you tell it to do...You will have to debug to understand how the changes you have made impact your strategy.

[ssierra]

Ok but I don’t see any problem. As example I took your SampleMACrossOver strategy and added a stop and a target. As it is it works fine, whatever the stop and targets are the number of trades is the same. But if I want to have a crossover with a the MA delayed is where I get problems.
The code is as follows:

{
if (CrossAbove(SMA(Fast), SMA(Fast)[2], 1))
EnterLong();
elseif (CrossBelow(SMA(Fast), SMA(Fast)[2], 1))
EnterShort();
}


And the original is:

{
if (CrossAbove(SMA(Fast), SMA(Slow), 1))
EnterLong();
elseif (CrossBelow(SMA(Fast), SMA(Slow), 1))
EnterShort();
}

What is wrong for changing the number of trades?

Edited with message 4.

[NinjaTrader_Josh]

The code you modified it to will definitely produce different results. The original code makes little sense in logical terms because you are asking for when the SMA(Fast) crosses over itself. In your modified code you are asking when the SMA(Fast) crosses the SMA(Fast) of 2 bars ago. This makes more sense and it will behave accordingly.

[ssierra]

Thanks Johs,

sorry the original code is this one:

{
if (CrossAbove(SMA(Fast), SMA(Slow), 1))
EnterLong();
elseif (CrossBelow(SMA(Fast), SMA(Slow), 1))
EnterShort();

That is as it is in the example and gives the same number of trades whatever the stop is. What is giving me problemes is the one that crossover a delayed media and based on your comment it is fine.

Thanks,

[NinjaTrader_Josh]

How are you determining what you are seeing is abnormal? You cannot compare the two situations since they are not equivalent. They will definitely produce different trades.

[ssierra]

Originally Posted by Josh

How are you determining what you are seeing is abnormal? You cannot compare the two situations since they are not equivalent. They will definitely produce different trades.

No I am not saying that. Sorry if I dint explained myself properly.

Using the original code if I optimize the stops and targets whatever the parameters are the numbers of trades are always the same, as expected.

The problem is that with the new code optimizing the stops and targets gives different number of trades that doesn’t make sense.

I am not comparing the number of trades with the original code I am comparing the number of trades of the same strategy using different stops and targets.

Many thanks for the help

[marcos_vitorino]

I wonder if something's wrong wiht this commands or if have another commands that I can close all open orders ...



if (CrossBelow(Momentum(momentumPeriod), 0, 1))
ExitShortStop(Position.MarketPosition, "", "");


the goal is when the period line crossesover the 0 line close all orders...

Thank you.

[NinjaTrader_Bertrand]

Welcome to our forums here marcos_vitorino, your command would issue a Stop Market order, if you just want to exit the quickest way possible on your condition just call ExitShort() for a straight market order.

http://www.ninjatrader.com/support/h.../exitshort.htm