Trade Marker Visualization

[zeller4]

Strategy Entry/Exit Visualization
Hello,

Please view the attached screenshot for a couple trade markers and let me know if this is expected behavior or not.

The entry/exit marker plotted on a candle is shown above the high or below the low of that candle. The actual high / low of the following candle would have allowed the order to fill.

I've tried this with Range Bars, Tick Bars, RangeNoGap Bars with the same results.
I'm using the following order types:

[FONT=Courier New]EnterLong(DefaultQuantity, [SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"target1"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]);[/SIZE][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][SIZE=2][SIZE=2][SIZE=2]SetStopLoss([/SIZE][/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"target1"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], CalculationMode.Price, Position.AvgPrice-autoBreakEvenPlusTicks*TickSize, [/SIZE][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]);[/SIZE][/SIZE] [SIZE=2][SIZE=2][SIZE=2][SIZE=2][/SIZE][/SIZE][/SIZE][/SIZE][/SIZE][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][SIZE=2][SIZE=2][SIZE=2][SIZE=2][SIZE=2][/SIZE][/SIZE][/SIZE][/SIZE][/SIZE][/SIZE][/FONT] 
[FONT=Courier New][SIZE=2][SIZE=2][SIZE=2][SIZE=2][SIZE=2][SIZE=2]EnterLong(DefaultQuantity, [/SIZE][/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"target2"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]);[/SIZE] [/SIZE][/SIZE][/SIZE][/SIZE][/SIZE][/FONT]
[FONT=Courier New][SIZE=2][SIZE=2][SIZE=2][SIZE=2]SetStopLoss([/SIZE][/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"target2"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], CalculationMode.Price, Position.AvgPrice-autoBreakEvenPlusTicks*TickSize, [/SIZE][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]);[/SIZE] [/SIZE][/SIZE][/SIZE][/FONT]

If I understand right, this is part of the NT internal order handling. If there's something I need to do differently in my code (ie, by verifying High[0] above or Low[0] below) or an option that needs set differently, please let me know.

Thanks for your help.
Kirk

[NinjaTrader_Bertrand]

Kirk, your charts are displaying based on 'last' price, thus not showing the bid / ask prices at which you would execute in realtime trading, therefore you see expected behavior taking place.

Please also sync the PC clock and reboot fresh then, as the realtime executions coming in would be stamped with reference to this.

[zeller4]

Thanks Bertrand,

Is there an option setting for using the current bid or ask for the exit when the stop loss is hit (in lieu of the last price) or do I need to program as a custom exitstop or limit?

Kirk

[NinjaTrader_Bertrand]

Kirk, unfortunately not for backtesting - NinjaTrader 7 will offer features to submit those to a separate bid / ask series in the future.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

For live trading and live simulation NinjaTrader would of course use the incoming Level 1 data.