CalculateMode.Percent stop loss gets cancelled

[suedeuno]

I'm using the simulator version of NT and when I try to use SetStopLoss(CalculateMode.Percent, 2) the stop gets cancelled. If I use one of the other modes the stop will trigger. Why is the percent mode always cancelling?

[NinjaTrader_Ray]

Try passing in 0.02 for your percent.

[suedeuno]

Thanks. So will 0.02 be calculated as 0.02% or 2% ?

Originally Posted by NinjaTrader_Ray

Try passing in 0.02 for your percent.

[NinjaTrader_Ray]

That would be 2%.

[suedeuno]

Tried it and the stop orders still get cancelled.

I just added it to the MAcrossover template:

protectedoverridevoid Initialize()
{
SMA(Fast).Plots[0].Pen.Color = Color.Orange;
SMA(Slow).Plots[0].Pen.Color = Color.Green;
Add(SMA(Fast));
Add(SMA(Slow));
CalculateOnBarClose = true;
SetStopLoss(CalculationMode.Percent, 0.02);
}
///<summary>
/// Called on each bar update event (incoming tick).
///</summary>
protectedoverridevoid OnBarUpdate()
{
if (CrossAbove(SMA(Fast), SMA(Slow), 1))
{
EnterLong("CrossLong");

}
elseif (CrossBelow(SMA(Fast), SMA(Slow), 1))
{
EnterShort("CrossShort");
}
}

[NinjaTrader_Dierk]

Please check out the logs. In case you trade against a live account there should be some messages in indicating why your broker cancelled out the order.

[suedeuno]

I'm using the simulator version of Ninja Trader

Originally Posted by NinjaTrader_Dierk

Please check out the logs. In case you trade against a live account there should be some messages in indicating why your broker cancelled out the order.

[NinjaTrader_Dierk]

Are there any funny messages on the logs?

[suedeuno]

Not that I can see.

There is a log entry stating Automated trading is disabled. But that shouldn't have affected the backtest since the other stop modes trigger.

Originally Posted by NinjaTrader_Dierk

Are there any funny messages on the logs?

[NinjaTrader_Dierk]

May be the stop gets cancelled as your strategy tries to enter on the other side and closes the opposite position plus cancels the associated stop order (expected).