Stop order

[mrboltuae]

Good day, all

I'm still trying understand why I received such error " An order has been ignored since the stop price ‘3979.75’ near the bar stamped ‘16.11.2022 18:48:06’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored." for ES instrument.

Look at the log:

ESOpenV3 is ONLINE 16.11.2022 18:30:30
ESOpenV3 is ONLINE 16.11.2022 18:30:30
Time[0].Date 16.11.2022 0:00:00
Time[0] 16.11.2022 18:30:30
HighO 3984,5
LowO 3980,25
RangeO 4,25
TargetProfit 18,0625
StopLong 3979,75
StopShort 3985
ESOpenV3
Long !!
CurrentBar 12147
SignalBar 12147
16.11.2022 18:30:44
-----------------------------
GetCurrentBid()3985,25
GetCurrentAsk()3985,25
StopLong3979,75
ESOpenV3 [ES]
[ES] Long 3985
16.11.2022 18:30:44
-----------------------------
GetCurrentBid()3980,25
GetCurrentAsk()3980,25
StopLong3979,75
ESOpenV3 [ES]
[ES] Long 3985
16.11.2022 18:48:06
-----------------------------
GetCurrentBid()3980,25
GetCurrentAsk()3980,25
StopLong3979,75
Strategy 'ESOpenV3/-1': An order has been ignored since the stop price ‘3979.75’ near the bar stamped ‘16.11.2022 18:48:06’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.
ESOpenV3 [ES]
[ES] Long 3985
16.11.2022 18:48:06

My code:

 OnBarUpdate:
                       if (Position.MarketPosition == MarketPosition.Flat) {

                            if (PositionAccount.Quantity == 0) {

                                SignalBar = 0;

                                if (Signal_Long && count == 0) {

                                    EnterLong (0, ContractQty, "entry");
                                    SignalBar = CurrentBar;
                                    Print (this.Name);
                                    Print ("Long !!");
                                    Print ("CurrentBar " + CurrentBar);
                                    Print ("SignalBar " + SignalBar);
                                    Print (Time[0].ToString ());
                                    Print ("-----------------------------");
                                    BackBrush = Brushes.Green;
                                    BarBrush = Brushes.White;
                                    count += 1;

                                }
                                else if (Signal_Short && count == 0) {
                                    EnterShort (0, ContractQty, "entry");
                                    SignalBar = CurrentBar;
                                    Print (this.Name);
                                    Print ("Short !!");
                                    Print ("CurrentBar " + CurrentBar);
                                    Print ("SignalBar " + SignalBar);
                                    Print (Time[0].ToString ());
                                    Print ("-----------------------------");
                                    BackBrush = Brushes.Red;
                                    BarBrush = Brushes.White;
                                    count += 1;
                                }

                            }

                        }​

OnPositionUpdate:

            if (Position.MarketPosition == MarketPosition.Long) {

                // +------------------------------------------------------------+
                // | Set Long Target and Stop loss                              |
                // +------------------------------------------------------------+
                var target = Position.AveragePrice + TargetProfit;

                Print("GetCurrentBid()" + GetCurrentBid());
                Print("GetCurrentAsk()" + GetCurrentAsk());
                Print("StopLong" + StopLong);

                ExitLongStopMarket (0, true, 1, StopLong, "initialStop", "entry");
                Print (this.Name + " [" + instrument + "]");
                Print ("[" + instrument + "] Long " + Position.AveragePrice);
                Print (Time[0].ToString ());
                Print ("-----------------------------");
                Dot stopDot = Draw.Dot (this, "initialStop" + CurrentBar, true, 0, StopLong, Brushes.WhiteSmoke);

                // +------------------------------------------------------------+
                // | Set TakeProfit                                 |
                // +------------------------------------------------------------+
                ExitLongLimit (0, true, 1, target, "exit", "entry");
                Square targetSquare = Draw.Square (this, "initialTarget" + CurrentBar, true, 0, target, Brushes.White);

            }

            if (Position.MarketPosition == MarketPosition.Short) {

                // +------------------------------------------------------------+
                // | Set Short Target and Stop loss                             |
                // +------------------------------------------------------------+
                var target = Position.AveragePrice - TargetProfit;

                ExitShortStopMarket (0, true, 1, StopShort, "initialStop", "entry");
                Print (this.Name + " [" + instrument + "]");
                Print ("[" + instrument + "] Short " + Position.AveragePrice);
                Print (Time[0].ToString ());
                Print ("-----------------------------");
                Dot stopDot = Draw.Dot (this, "initialStop" + CurrentBar, true, 0, StopShort, Brushes.WhiteSmoke);

                // +------------------------------------------------------------+
                // | Set TakeProfit                                    |
                // +------------------------------------------------------------+
                ExitShortLimit (0, true, 1, target, "exit", "entry");
                Square targetSquare = Draw.Square (this, "initialTarget" + CurrentBar, true, 0, target, Brushes.White);

            }

        }​

[NinjaTrader_ChrisL]

Hi, thanks for posting. The backtest sometimes needs intrabar grainularity for more accurate order fill estimation. Here is more reading on adding intrabar granularity, something you will need to do often if you are backtesting strategies:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1150341-entershortstoplimit-was-ignored

Here is a troubleshooting guide on the "Order Out Of Range" error you got here:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1102709-understanding-backtest-stop-loss-error-message#post1104682

Kind regards,
-ChrisL