Stop loss not triggered in certain cases

• 07/11/2020 at 2:55 PM #139011
  Xove

  Hi!

  I have an issue with activation of stop losses in certain cases. When the number of contracts is big enough the system seems to ignore the stop loss and close the position at the low of the next bar.

  Test code

  IF NOT LongOnMarket THEN BUY 16 CONTRACTS AT MARKET ENDIF SET STOP LOSS 35

  1 2 3 4

  IF NOT LongOnMarket THEN BUY 16 CONTRACTS AT MARKET ENDIF SET STOP LOSS 35

  In this example, if the size is equal to 15 (or less), the stop loss is correctly triggered, otherwise I get a big loss.
  The problem happens with other instruments as well.

  Could you help me, please?

   

  Francesco

  

  Xove

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  07/11/2020 at 3:11 PM #139014
  robertogozzi

  Try increasing the starting capital, maybe it’s not enough.

   

  

  robertogozzi

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  07/11/2020 at 3:26 PM #139016
  Xove

  Hi Roberto,

  Starting capital is 10.000$.
  35 points x 15 contracts x 2$/point is equal to 1.050$ of loss (as in the first attachment).
  35 points x 16 contracts x 2$/point is equal to 1.120$ of loss.

  This should be a 11,2% drawdown.

  Am I wrong?

  

  Xove

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  07/11/2020 at 5:27 PM #139025
  robertogozzi

  If you already tried increasing your capital, well… I have no idea what the cause could be.

  Drawdown calculations are a bit different, but I understand what you mean.

  

  robertogozzi

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  07/11/2020 at 5:43 PM #139028
  Xove

  The stop loss isn’t triggered. If the capital is too small I would expect a close even before the stop loss, not at the low of the candle!

  This is the point.

  

  Xove

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  07/13/2020 at 2:46 PM #139161
  Nicolas

  Thanks, that’s a strange behavior, I will report it to understand why it acts like this, thanks for reporting it.

  

  Nicolas

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  07/15/2020 at 9:18 AM #139068
  GraHal

  Xove wrote:

  SET STOP LOSS 35

  Did you intend to put …

  SET STOP PLOSS 35

  1	SET STOP PLOSS 35

   

  

  GraHal

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  07/15/2020 at 3:13 PM #139359
  Nicolas

  I had news and it is indeed an issue that should be fixed in an upcoming release.

  1 user thanked author for this post.

  Dow Jones

  

  Nicolas

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  07/15/2020 at 3:20 PM #139360
  Dow Jones

  Nicolas wrote:

  indeed an issue

  Thanks, Nicolas. Is the problem confirmed it is only with 16 contracts and above?

  

  Dow Jones

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