Stop Loss not working during paper trading

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Aufidius
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Stop Loss not working during paper trading

Postby Aufidius » 20 Oct 2015

for whatever reason it seems "GenerateStopLoss()" does not work during paper trading but works just fine during live trading. For example.. take a simple strategy with a stop loss of 100 dollars, Profit target of 200 dollars, and using the Price Channel Signal on Crude Oil futures

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these are the signals included with the platform and here are the results after running for about a week or two. You'll notice on the short entry it held for a long time well beyond a 100 dollar loss

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and the Strategy Report shows an average loss of over 500 dollars on losing trades. Well beyond the 100 dollar stop loss

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During live trading however the stop loss actually works , making the performance difference between live trading and paper trading significant.

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Henry MultiСharts
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Re: Stop Loss not working during paper trading

Postby Henry MultiСharts » 21 Oct 2015

Hello Aufidius,

We are currently analyzing this case.

Aufidius
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Re: Stop Loss not working during paper trading

Postby Aufidius » 27 Oct 2015

anything on this yet?

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Henry MultiСharts
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Re: Stop Loss not working during paper trading

Postby Henry MultiСharts » 28 Oct 2015

Hello Aufidius,

We have replicated this behavior on our end.
I will let you know once we have any further updates.

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Henry MultiСharts
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Re: Stop Loss not working during paper trading

Postby Henry MultiСharts » 29 Oct 2015

The fix of the issue is targeted to MultiCharts .NET 9.1 Release 2.


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