I occasionally trigger the following error in its multiple variations (Due mainly to rapid market movement and/or lack of detail what triggers this internal NT event):
"...has been ignored since the stop price is less than or equal to the close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy."
At a minimum I would like to trap this error, does this report an error code to OnOrderUpdate()? Cancelled, Rejected, etc? I didn't seem to see anything like Ignored.
Also, can you describe what conditions NT is using to judge the order entry? I am making sure I am referencing from "High/Low" of the current bar and using CurrentAsk/Bid to get worse case, still seems to hit every once in a while. I need to catch it and reset internally to continue successfully.
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