Troubleshooting error

[twomeangreens]

I'm getting the below error that is disabling my strategy during playback. Any assistance would be appreciated

Strategy 'BS705Step/231993998': An order has been ignored since the stop price ‘12121.75’ near the bar stamped ‘02/01/2023 09:23:17’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.

[NinjaTrader_Emily]

Hello twomeangreens,

Thank you for your post.

This message seems to only state that an order is being ignored and not that the strategy is being disabled.So I may accurately assist you, please answer all of the following questions:

• Is BS705Step a strategy that you wrote yourself or was it imported from a third party?
• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 03-22, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.

I look forward to your reply.

[twomeangreens]

I did write the strategy myself
using nt version 8.1.1.6 64-bit
NQ 3-23 500 tick chart

[NinjaTrader_Emily]

Hello twomeangreens,

Thank you for your reply.

The message you received is related to historical processing when the strategy is enabled. When you enable the strategy, a backtest is run to determine what the strategy position would be at the time it is enabled. When using the standard order fill resolution, the fill prices are based on OHLC prices for each historical bar. Due to the way the virtual bars are built, in some instances an order such as a stop market order could end up appearing to be on the incorrect side of the market and get ignored. For more details on the historical fill algorithm, including an explanation of how virtual bars are built with the standard fill algorithm:

https://ninjatrader.com/support/helpGuides/nt8/index.html?understanding_historical_fill_.htm#UnderstandingTheHistoricalFillAlgorithm

To prevent this from happening, you could utilize the High order fill resolution instead or write your strategy to submit orders to a single tick data series for more granularity. For more information, please see the following links:

• https://ninjatrader.com/support/help...FillResolution
• https://ninjatrader.com/support/help...ipt_strate.htm

Please let us know if we may be of further assistance.