the stop price is greater than the market price ....order with no stop

[jr123]

Hello

I use a live strategie with 150 Tick Bars (NQ) but sometimes the stop Order is not transmitted .
This happens in the case of very fast long bars ( < 100ms) against me.

In this case there is only the pop up message :
" the stop price is greater than the market price..."
The stop order gets not transmitted but my long order is filled and has no stop .

How can i change this behavior ?

Can i get this pop up message " the stop price is greater than the market price..." in the code an just send a exit order ?
But i guess the whole strategie would be on status Hold because the are not in sync ?

[NinjaTrader_PaulH]

Hello jr123,

Thanks for your post.

How are you testing the strategy, on the strategy analyzer, or in Playback with market replay data, or on a live chart?

What is the calculate setting for the strategy (Calculate.OnBarClose, Calculate.OnPriceChange, or Calculate.OnEachTick)?

What type of stop order method are you using (SetStopLoss(), ExitStopMarket(), ExitStopLimit()..?

[jr123]

this Happens only life
calculate setting ist OnBarClose

i use unmanaged orders.
i always send the longstoporder together with the stoporder

"
orderlong = SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Limit, Menge, longlimit, 0, "", "long");
orderlongstop = SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, Menge,0, longstoplimit, ocolong, "longstop");

"

as i say, this hapens only with very fast bars < 100ms (NQ 150 Tickbars are somtimes very fast)
and only when the price from this next bar is under the stop price

The price on the exchange is just at this time (after the transfertime to the exchange) under my stop price so i get this message.
This seems normal but how can i prevent that the whole Strategie is stopped and my long order is filled and without stop ?

[NinjaTrader_PaulH]

Hello jr123,

Thanks for your reply.

Please see this section of the help guide: https://ninjatrader.com/support/help...orhandling.htm which provides an example to illustrate.