Replay speed and order fills

[rybot9000]

I'm testing a strategy in market replay (1000x speed), and I got an error popup that deactivated the strategy because a stop order was placed above market. I wrote the strategy to adjust stops and targets based on various events/conditions, so I thought I might have made a coding error--but when I ran the same strategy at 2x speed over the same period, there was no error. It filled just fine.

Looking over the forums, I saw someone else note this (https://ninjatrader.com/support/foru...-replay-speeds). The advice was to update to the latest version of NT, but I am already running the latest version of NT.

Any ideas? Thanks!

[NinjaTrader_Kate]

Hello rybot9000,

Thank you for your note.

We'd be happy to look into what's occurring. Can you provide a stripped down version of the strategy that focuses on just the order you're seeing fill improperly? Generally we'd advise testing with the Sample MA Crossover but since that doesn't have any stops I'm not sure you'd see the same issue with that. However, we'd need something simple to test with on our end. If you can provide such a script with specific steps to reproduce the issue, I'd be glad to take a look and see if there's something we need to have our development team address or if something expected may be occurring.

Thanks in advance; I look forward to assisting you further.