I have a daily-frequency strategy that generates BuyAtMarket and SellAtMarket orders, but it also supposed to use SellAtTrailingStop orders daily. I do see SellAtTrailingStop being triggered in backtest, but since I've added (and enabled) it in Strategy, I did see it generating BuyAtMarket alerts, but not SellAtTrailingStop alerts for existing positions.

Am I missing something?

Thanks,
Maxim

Hi Maxim,

Please provide the following information:

1. Strategy code that clearly demonstrates the anomaly
2. Wealth-Lab tool in use (Data Manager, Strategy Window, etc.)
3. Single symbol or Multi-symbol mode, Position Sizing, and Data Loading settings
4. Options (F12), especially from the Trading Costs/Control group
5. Symbol(s) and Data provider

Hi Eugene,

1. I will try to create a simple strategy for demonstration purposes (since original strategy does not generate many signals), test it and attach it later.
2. I am using Strategy Window.
3. The problematic strategy is using multi-symbol mode, Position Sizing mode 10% of Equity. Following Data load settings are enabled:
"Auto update symbols that you accessed", "Schedule an Automated Daily Update" at 18:00, "Automatically update data for symbols on-demand when they are charted or accessed"
4. Not sure where Trading Costs/Control group is located - please let me know which tab you are interested in. In Trading tab, Default account is "Paper Account 1", although my strategies are running against a different, non-paper account. All other checkboxes on trading tab are turned off. Commissions tab is set to Fidelity. Benchmark for Buy & Hold is enabled and set to SPY.
5. Symbols are 100 symbols from Nasdaq - I can send exact list if needed. Provider is Fidelity Streaming data.

Do you want me to get the log for a strategy from Strategy monitor?

Thanks, let's see the sample code.

Here is the sample strategy, I set it to auto-stage orders for paper account, will see if it shows the same issue with trailing stops

CODE:
Please log in to see this code.

I am running it with 1% position size on Nasdaq 100 data set. My expectation is that it would purchase a number of tickers starting with letter A by Monday and should issue Trailing Stop orders for all purchased tickers on Tuesday - please let me know if that expectation is incorrect.

QUOTE:
I am running it with 1% position size on Nasdaq 100 data set.

Before you auto-stage it let me still advise to use Raw Profit for the SM sizing instead of % Equity. On the whys and wherefores check out the WL User Guide > Strategy Monitor > Operational difference between the Strategy Monitor and Backtester.

Hmm, this sample strategy seems to be working correctly. I'll need to debug my original strategy to see why it is not working. I think we can delete this thread now, since it might not be helpful to other users.

As you please.