Optimization. An order has been ignored error

[dmaisuradze95]

Hello. I developed strategy and I am in the middle of optimization. I see lots of errors like

1/4/2025 4:14:38 PM	Default	Strategy 'X': An order has been ignored since the stop price ‘18576.75’ near the bar stamped ‘01/22/2024 07:05:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.

I read lots of topics related to this issue on this forum. On Backtesting I resolved it by adding tick data

AddDataSeries(Data.BarsPeriodType.Tick, 1);

entering positions like this in OnBarUpdate

entryOrder = EnterShortLimit(1, true, 1, 19000, "EntryShort");

setting SL in OnExecutionUpdate:

ExitLongStopMarket(1, true, execution.Order.Filled, finalTP, "EntryLongExit", execution.Order.Name);

and TP:

ExitLongLimit(1, true, execution.Order.Filled, finalSL, "EntryLongTP", execution.Order.Name);

Now, I expect that finalSL and finalTP should be correct because I am calculating it with execution.Order.AverageFillPrice + TP or execution.Order.AverageFillPrice - SL

When I am backtesting my strategy, error is gone, but during optimization I still see this error in Logs.

How can I deal with this?


Update:
I have Data Series configured like this both for Backtesting and Optimization
Price based on: Last
Type: Minute
Value: 1

I can't choose another option because I am loading multiple timeframes in my strategy like 1m, 5m, 15m, 1h and it won't let me

[dmaisuradze95]

For those who has the similar issue, I also found this post and testing it now:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1270849-optimization-log-message-saying-an-order-has-been-ignored-since-the-stop-price

[dmaisuradze95]

Update:
As you can see in my original post, adding tick data didn't help in my case.
Then I also added check that if Close[0] < SL (for longs) I just flatten my position. I know this has nothing to do with this error but it still helps to get better results

But I still see errors during optimization, on backtesting errors are gone.

Question:
Is my data series configuration correct for optimization?
Price based on: Last
Type: Minute
Value: 1

What else can I try?

[NinjaTrader_Gaby]

Hello,

Simply adding a 1-tick series to the script isn't adding intrabar granularity, for this you would need to actually submit the orders to the 1-tick series.

https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

You will also need to debug the script to understand why you are hitting this error.

The message is letting you know that a stop order was ignored because the strategy submitted the order to an invalid price level. Buy stop orders must be placed above the current ask price. Sell stop orders must be placed below the current ask price.

One line above where the stop order is placed, print the current price and print the price being submitted to the order method.