EnterShortStop at Close[0]

[dbooksta]

I want to EnterShortStop(Close[0]), but in simulation this is rejected with the following error:

A SellShort stop order placed at '4/29/2015 09:35:16' has been ignored since the stop price is greater than or equal to close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy.

There is no guarantee that the next price will meet the stop condition, so why is this an error?

More importantly, how can I work around this problem?

[NinjaTrader_PatrickH]

Hello dbooksta,

Thank you for your post.

You would need a Short Stop below the current market price. In addition, market could move before this order is received and thus reject it if at an invalid price.

You can try Close[0] - (1 * TickSize), or any variation to try to ensure the Stop is submitted below the current price or at it's price level.

Please let me know if you have any questions.