Closing ATM strategy in replay filled at price that did not occur.

[GaryAlbers]

The problem is that when my code called the method: AtmStrategyClose(atmStrategyId), NinjaTrader closed the trade at a price that did not occur during that period of time. The time period in question on the chart is 8:32:22 am (short position entered), to 8:32:26 am (positon closed). The closing price is 1196.00 but the price never exceeded 1195.75 during that period.

I am running a NinjaScript strategy in replay (from data recorded on 9/25 from Interactive Brokers). Symbol is ES 12-08. Ninja version is: 6.5.1000.6.

I have attached zip files containing screen prints showing my chart, several ControlCenter tabs and some output generated by my code and an .xls file containing a portion of my log.

Please advise.
Thanks,
Gary

[NinjaTrader_Ben]

Hello Gary,


Please send me your log and trace files via Help>Mail to Support and tell me exactly what time and date this all happenned. Also reference this link within the email:

http://www.ninjatrader-support.com/vb/newreply.php?do=newreply&noquote=1&p=54876