Simming Strategy doesnt work tick-by-tick, but bar-by-bar.

[timmbbo]

I'm simming a strategy. When I run it tick-by-tick, my EnterLongStop order doesn't make it. However, when I run the strategy bar-by-bar, then my EnterLongStop is executed. The code is:

EnterLongStop(GetCurrentAsk() + TickSize);

In image foo1.jpg, I'm running the sim tick-by-tick. You can see the trade isn't executed. The TraceOrder output is:

4/1/2016 8:35:00 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=13 Currency=0 Simulated=False
4/1/2016 8:35:00 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='' Mode=Ticks Value=16 Currency=0 Simulated=False
4/1/2016 8:35:00 AM Entered internal PlaceOrder() method at 4/1/2016 8:35:00 AM: BarsInProgress=0 Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=2055.50 SignalName='' FromEntrySignal=''

In image foo2.jpg, I'm running the sim bar-by-bar. This time, the trade is executed. The trace output is:

4/1/2016 8:40:00 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=13 Currency=0 Simulated=False
4/1/2016 8:40:00 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='' Mode=Ticks Value=16 Currency=0 Simulated=False
4/1/2016 8:40:00 AM Entered internal PlaceOrder() method at 4/1/2016 8:40:00 AM: BarsInProgress=0 Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=2055.75 SignalName='' FromEntrySignal=''

Thoughts? Thanks,

[NinjaTrader_Jim]

Hello timmbbo,

Thanks for opening the thread.

EnterLongStop() will cancel if the order is not filled within that bar. It looks like the order is being placed on the 8:35:00 bar with a price at 2055.50 and that bar only reaches a price of 2055.25. The order would then be canceled on the next bar when the price ticks through. When calculating on bar close this price is submitted to the 8:40:00 bar where the price does tick through.

Please try using the liveUntilCanceled argument in the Advanced Order Handling overload for EnterLongStop().

From the help guide:

Live Until Cancelled - The order will NOT expire at the end of a bar, but instead remain live until the CancelOrder() method is called or its time in force has been reached.

Syntax:

EnterLongStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName)

EnterLongStop() - https://ninjatrader.com/support/help...erlongstop.htm
Advanced Order Handling - https://ninjatrader.com/support/help...r_handling.htm

Please let me know if this does not resolve your inquiry.