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Help Coding Trailing stoploss in Strategy
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Created: by Darshiit Attachments:0

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Help Coding Trailing stoploss in Strategy

  #1 (permalink)
Trading Apprentice
India
 
Futures Experience: Intermediate
Platform: TS/MC
Favorite Futures: NF,Oil,NatGas
 
Posts: 31 since Oct 2009
Thanks: 33 given, 22 received

Help Coding Trailing stoploss in Strategy

Dear Fellow boarders,

This is a wonderful forum for ninja scripting .

I've gone through couple of vids and posts here for how to code a trailing stoploss indicator.

But i m not understanding where i m mistaking.

I tried out many possible things. This is the code Which i find should work. But its not working either on charts or in backtesting.

 
Code
protected override void Initialize()
        {
            
            EntryHandling    =    EntryHandling.UniqueEntries;
            

            CalculateOnBarClose = true;
        }

       
        private void ManageOrders()
        {
            {
                if (Position.MarketPosition == MarketPosition.Flat)
                    return;
            }
            {
                if (Position.MarketPosition == MarketPosition.Long)
                    LongTrails();
            }
            {
                if (Position.MarketPosition == MarketPosition.Short)
                    ShortTrails();
            }
            
        }
        
        private void LongTrails()
        {
            {
                if (Close[0]< Position.AvgPrice )
                {
                    if (Close[0]<Position.AvgPrice - (stopTicks*TickSize))
                        ExitLong();
                }
                
                if (High[0] > Position.AvgPrice + (target1*TickSize))
                {
                    if (Close[0] < Position.AvgPrice + (be*TickSize))
                        ExitLong();
                }
                
                if (High[0] > Position.AvgPrice + ((target1+target2)*TickSize))
                {
                    if (Close[0] < Position.AvgPrice + (target1*TickSize))
                        ExitLong();
                }
                
                if (High[0] > Position.AvgPrice + ((target1+target2+target3)*TickSize))
                {
                    if (Close[0] < Position.AvgPrice + (target2*TickSize))
                        ExitLong();
                }
            }
            
        }
        
        private void ShortTrails()
        {
            {
                if (Close[0]> Position.AvgPrice )
                {
                    if (Close[0]>Position.AvgPrice + (stopTicks*TickSize))
                        ExitShort();
                }
                
                if (Low[0] < Position.AvgPrice - (target1*TickSize))
                {
                    if (Close[0] > Position.AvgPrice - (be*TickSize))
                        ExitShort();
                }
                
                if (Low[0] < Position.AvgPrice - ((target1+target2)*TickSize))
                {
                    if (Close[0] > Position.AvgPrice - (target1*TickSize))
                        ExitShort();
                }
                
                if (Low[0] < Position.AvgPrice - ((target1+target2+target3)*TickSize))
                {
                    if (Close[0] > Position.AvgPrice - (target2*TickSize))
                        ExitShort();
                }
            }
            
        }
        
        protected override void OnBarUpdate()
        {
            
            EntryHandling    =    EntryHandling.UniqueEntries;
            
            
            // Condition set 1
            if (//Condition for  Short Orders// )
            {
                DrawArrowDown("My down arrow" + CurrentBar, false, 0, 0, Color.Red);
                EnterShort(DefaultQuantity, "s");
            }

            // Condition set 2
            if (// Condition for Long Orders//)
            {
                DrawArrowUp("My up arrow" + CurrentBar, false, 0, 0, Color.Lime);
                EnterLong(DefaultQuantity, "b");
            }
            ManageOrders();

        }
where be , target1 , target2 & target3 r declared as integers.

Seniors , Please excuse my ignorance to ninjatrader as i m newbie towards it.

Thanks,
Darshiit

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  #2 (permalink)
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  #3 (permalink)
Trading Apprentice
India
 
Futures Experience: Intermediate
Platform: TS/MC
Favorite Futures: NF,Oil,NatGas
 
Posts: 31 since Oct 2009
Thanks: 33 given, 22 received


I forgot to mention on above post that , Using this code i m able to get initial stop , but not able to get trailing stop.

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  #4 (permalink)
Elite Member
Calcutta, India
 
Futures Experience: Intermediate
Platform: ArthaChitra
 
Posts: 278 since Jun 2009
Thanks: 161 given, 259 received

the code dosnt have any code for Traial stop loss. for trial stop you got to set SetStopLoss(...) or SetTraialStop(...)

ExitLong or Exit Short is used to exit the postion and not to set stop.

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