Wizard for creating a strategy; exit and stoploss interference - NinjaTrader | futures io social day trading
futures io futures trading


Wizard for creating a strategy; exit and stoploss interference
Updated: Views / Replies:356 / 3
Created: by bjarne Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you dont need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Wizard for creating a strategy; exit and stoploss interference

  #1 (permalink)
Elite Member
Breda NL
 
Futures Experience: Beginner
Platform: NT
Favorite Futures: QM
 
Posts: 10 since Oct 2016
Thanks: 2 given, 0 received

Wizard for creating a strategy; exit and stoploss interference

Hello fellows,

I created an strategy by using the strategy wizard as a non coder I am.
By using it I created an entry Long en exit long and the same for the short side.
In the following item you can choose to add an stoploss; as I did.
In backtesting and optimalisation no problems detected but I market replay an error is created and the strategy stops running.

Is someone familiar with this problem of not cancelling this stoporders correctly.

Hope someone can help me out.

Thank you very much for your assistance.

Greetz Bjarne

Sent using the futures.io mobile app

Reply With Quote
 
  #2 (permalink)
Trading Apprentice
Denver CO USA
 
Futures Experience: None
Platform: NT, JForex, Mql4 & 5
Broker/Data: FXCM
Favorite Futures: Forex
 
Posts: 32 since Sep 2016
Thanks: 0 given, 13 received

Is the problem with putting in the Stop Loss order, or canceling an order. It is possible that the spread between Bid and Ask is too high, and the stop loss calculated on a Long is a higher price than the open price.

I would have to see the code to comment further.

1. You can fix the stop loss to always be less than Ask.
2. Check the spread/stop loss and decide not to put the order in at that time.

Thanks,
Mary

Reply With Quote
 
  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,488 since Sep 2013
Thanks: 1,703 given, 3,691 received
Forum Reputation: Legendary



bjarne View Post
In backtesting and optimalisation no problems detected but I market replay an error is created and the strategy stops running.

What is the exact error message you get ?

In the past i have been struggling with overfills, which stops running the strategy

Reply With Quote
The following user says Thank You to rleplae for this post:
 
  #4 (permalink)
Elite Member
Breda NL
 
Futures Experience: Beginner
Platform: NT
Favorite Futures: QM
 
Posts: 10 since Oct 2016
Thanks: 2 given, 0 received

answer

Ninja trader helped me out with the following answer:

I am pleased to share it with you.

In every one of your condition sets, "Do the following" -> Add -> Misc -> Set user defined variable -> Variable1 -> Value = 1
In every one of your condition sets, "When the following conditions are true" -> Add -> Left side : User Variables -> Variable1 -> Middle: != -> Right side : Misc -> Numeric Value -> Value = 1
Add a 6th condition set -> "Do the following" -> Add -> Misc -> Set user defined variable -> Variable1 -> 0

So no double entries of exits anymore

Thanks for the reactions

Reply With Quote

Reply



futures io > > > > Wizard for creating a strategy; exit and stoploss interference

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Global $ value stoploss to exit all positions at market required please. PositiveDeviant MultiCharts 2 January 27th, 2013 11:16 AM
Powerlanguage / Multicharts Strategy Stoploss code Wouter Elite EasyLanguage Automated Trading 10 September 17th, 2012 03:58 PM
Help on strategy stoploss mea109 NinjaTrader Programming 6 May 2nd, 2012 07:41 PM
Ninjatrader7 ATM Strategy combine with Strategy Wizard Ninja Script schuster21 NinjaTrader Programming 4 July 4th, 2011 05:39 PM
Help Coding Trailing stoploss in Strategy Darshiit NinjaTrader Programming 3 June 25th, 2010 10:45 AM


All times are GMT -4. The time now is 07:17 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.08 seconds with 19 queries on phoenix via your IP 54.196.182.102