[Problem] About SetDollarTrailing in TS 9

[lonelong]

Dear all,

 

I have a code as below:

if date = 01022001 and time = 1315 then

buy 1 contracts next bar at 4907 or higher;

 

SetDollarTrailing(1);

 

The source data list as below:

date, time, open, high, low, close, vol, int

01022001,1315,4880,4898,4880,4880,208,0

01022001,1320,4880,4919,4880,4919,238,0

 

There is a long position at time 1320, the entry price is 4907, but the trailing stop is 4906 at same time.

According to the simulating strategy, it will go open -> low -> high -> close.

Then, at time 1320, it will be 4880 -> 4880 -> 4919 -> 4919, when the long position is created, the price 4906 has no chance to occur.

 

Anyone knows how calculate the stop price 4906?

Thanks for your help.

[lonelong]

I think that is a BUG in TS 9, I make a test in the MultiChart, no problem in MC.

TS always has some bugs in many parts.