Stop loss not triggered in certain cases

Xove · 2020-07-11T13:55:46+00:00

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. 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

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

Junior
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.
```
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

DJI-Daily-2020_07_11-14h31.png DJI-Daily-2020_07_11-14h31-2.png
07/11/2020 at 3:11 PM #139014 quote

robertogozzi
Moderator

Legend

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

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

Xove
Participant

Junior

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?

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

robertogozzi
Moderator

Legend

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.

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

Xove
Participant

Junior

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.

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

Nicolas
Keymaster

Legend

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

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

Legend
Xove wrote:

SET STOP LOSS 35

Did you intend to put …
```
SET STOP PLOSS 35
```
07/15/2020 at 3:13 PM #139359 quote

Nicolas
Keymaster

Legend

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

Dow Jones thanked this post

07/15/2020 at 3:20 PM #139360 quote

Dow Jones
Participant

Veteran

Nicolas wrote:

indeed an issue

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