I have a 50,000 tick chart on "ZN", trading 1 contract, close end of day, using a Dollar trailing stop of 62.50.
When I back test my strategy, I get an "Average losing trade of '91.15', with some losses at 250 and other amounts beyond 62.50.It looks like the Dollar trailing stop will not activate in the same time bar as the entry signal, since I am using a '50,000 tick time bar, this can be a problem if the Dollar trailing stop won't kick in until the next time bar. The entry signal strategy allows me to enable Intra-Bar order generation, but in the Dollar trailing stop, Intra bar order generation property is greyed out. I have also tried using a "stop loss LX" but I get the same result.
Is there anyway that I can get the Dollar trailing or Stop loss to work in the same time bar as the initial entry bar if nessesary?
thanks
Dollar trailing LX and Stop loss LX
Re: Dollar trailing LX and Stop loss LX
In your back test settings you should have bar magnifier checked I believe. And make sure you are allowing unlimited entry and or exits (both of these settings are under format => signal).
You should also add [intrabarordergeneration = true]; at the top of your script.
You should also add [intrabarordergeneration = true]; at the top of your script.