My stop limit should have been rejected but it wasn't. Why?

[austinbrowne97]

Strange thing happened today at 4:30 EST. I had a sell stop limit order in place on NQ. The limit order was filled 15 ticks higher than my sell limit. On top of that my stop loss did not trigger, this is explained in the attached log. All of this happened in 9 seconds. Is it common for this to happen? I figure the market would have rejected my limit order due to the price swinging back up. This is an eval account, paper trading.

Is it something I'm doing wrong or just bad luck on the fill?

Thanks,
Austin

[NinjaTrader_RyanS]

Hello,

I have removed your logs from your post as these contain sensitive information. It appears your stop was rejected due to being placed on the wrong side of the market. This can happen if using ATM strategies that are moving stops close to the current market price, as the market price can move in the time it takes the stop to cancel and resubmit at the new price.

Below is further information on how this can occur for reference:

https://support.ninjatrader.com/s/article/Buy-or-Sell-Stop-Order-cant-be-placed-above-or-below-the-market