Erroneous price execution

[salvo]

After deleting Ninja and all related files...this issue is till happening in Sim. Have not yet tried in live trading but may load up an MNQ chart and see if the same issue migrates. NONE of the suggestions from Ninja moderators have provided a solution. See attached chart from this morning's trading.

Trade #1-Entry 5S at 11949.75, 3 off at T1, 11946.25, stop moved to 11947.25 so......should have been a good trade but no, remaining 2 contracts exited at 1154.50 for a loss. See executions in ellipses.

Trade #2-Entry 5L at 11961.25/11961.50. 3 off at 11964.75, stop moved to 11963.50 so....should have been a good trade but no, remaining 2 contracts exited at 11958.00 for a loss.

I am at a loss for how to remedy this quirk. Could a senior moderator please weigh in?

[salvo]

Might as well just wait till someone can figure this out. FOMC today anyway.

[NinjaTrader_Jason]

Can you please create a 1 Minute chart or 150 Tick chart for the MNQ 12-22 with 'Price based on' set to Ask or Bid and check if price bars justify the buy and sell order executions. Buy orders execute at the ask price and sell orders execute at the bid price. The screenshots you post show a chart with a bar type that is not present by default. Could you please check the buy and sell order executions in a 1 Minute or 150 Tick chart with 'Price based on' set to Ask or Bid. Subsequently post a screenshot of the 1 Minute or 150 Tick chart.

What Ask and Bid price was reported in ChartTrader when the buy/sell orders filled?

I suggest to have ChartTrader enabled in the chart when you submit a buy market order. Check what ask price is being reported when you submit the buy market order. Buy orders are executed at the ask price. Check if the ask price justifies the buy order execution.

[salvo]

With the 1 Min chart and price based on ask/bid, i get a slight variation in fills but not the wild variation that I receive on the 20 Range chart. The 20 Range chart is set to price based on last. When I set the 1 Min chart to price based on last, the order executions are spot on.

[salvo]

This is maddening. Is there any way to do a screen share with a Ninja specialist to figure out what the heck is going on?

[salvo]

Look at these crazy fills, blue traingles, all at the same price, 30 pts above the market

[NinjaTrader_Jason]

Good to hear the executions are justified in a 1 Minute chart. You refer to a "20 Range" chart, but the bar type in your screenshot seems to be a different bar type. It does not look like a "20 Range chart". Range charts look like the link below.
https://ninjatrader.com/support/help...ndingRangeBars

The bar type shown in your screenshot looks similar to Volumetric bars. Did you create this bar type yourself or could it be from a 3rd party vendor?

If you switch the chart in "post 21" to a 1 Minute bar type, am I correct the buy executions are justified by the 1 Minute price bars?

[salvo]

Here is a chart image when I change the chart to a 1 min and execute a Buy Market order. The chart is set up to select the Last price.

[salvo]

If your team cannot find a solution I will move on to another provider but I cannot keep this up. Very dissapppointing.

[NinjaTrader_Jason]

Please note that the screenshot does not show 1 Minute bars, it still shows the bar type that is not present by default. I have included a screenshot that shows 1 Minute bars.

Can you please go to Control Center-->New-->Chart. Set Type to Minute and Value to 1. Click OK and check if the 1 Minute price bars justify the buy order executions. If not, please right click in the chart and select 'Data Series'. Set 'Price based on' to Ask and click OK. Check if the price bars now justify the order executions.

Also, please enable ChartTrader in the chart and check the bid and ask prices that are reported when you submit a market order. A sell market order executes at the bid price and a buy market order executes at the ask price. Check if the bid or ask price that you see in ChartTrader is used for the order execution.