Order price outside of bands error

[Bmatarese]

For some reason my automated strategy continues to return the error order price outside of bands order rejected. How can I fix this?

thanks

[NinjaTrader_ChrisSch]

Hello Bmatarese,

Thank you for your note.

Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN CHRIS S 2595153" in the subject line so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

I look forward to your reply.

[TrendFollowingCapital]

Could we have some clarification on this issue as I have strategies too that are throwing this error out.

How are these bands calculated, is it the distance a Limit Order is away from current price submitted by the strategy?
You can manually place a limit order 100's of ticks away from price with an ATM attached, so it surelly cannot be this?

Is it the Stop Loss attached to the Limit Order that is outside the bands, again this does not make sense because you can put limit orders anywhere manually?

Is it the TargetTicks attached to the Limit Order that is causing the outside bands error, is the target too far outside the bands?

Is it a TickDelay in entering positions, like when you have a "wait period of x amount of ticks" before entering a trade on a bar, again I cannot see what the issue in this would be?

One thing is for sure, you can put Limit Orders anywhere on a chart but as soon as they come from an automated strategy they are rejected....is there bias against automated trading because that is what it feels like?

[NinjaTrader_Heath]

Hello TrendFollowingCapital,

Thank you for your post.

These rejection messages are not generated by the platform but sent directly from the exchange.

Each instrument has it's own 'banding limits' which is elaborated on by the CMEGroup:

• https://www.cmegroup.com/confluence/...+Price+Banding

If you have questions about these limits or rejected orders we always recommend reaching out to your Broker directly for more information.

Please let me know if I may be of further assistance.