Stop Loss Execution at Incorrect Price

[mastercillo]

Hello,

I'm experiencing an issue with stop loss execution in NinjaTrader and I'd appreciate your help in identifying the cause.

My strategy sets a stop loss at a specific price, but on some occasions, the stop is executed at a different price, usually a few points before the expected level. This has only happened very rarely, as most of the time everything works as expected.

I've attached a NinjaTrader log that shows an example of this behavior. In this trade:

• A sell short order is executed at 19995.5.
• A stop loss is set at 20020.5.
• The stop loss is ultimately executed at 20015, a few points before the expected price.

I have checked my settings in Interactive Brokers Trader Workstation (TWS) and I don't have any automatic stops configured that could be causing this behavior.

Could you please review the log and offer any explanation as to why the stop loss is being executed at a different price than specified in my strategy?

Thank you in advance for your assistance.

[NinjaTrader_Clayton]

Hello Mastercillo,

Thank you for the message.

Please remember that the forum is Publicly Facing so we NEVER want to upload our Log or Trace files here. If you need to provide a snippit, make sure to edit out your personal account and order information along with any other Personally Identifying updates before sharing.

• We have removed all of the uploaded logs for your security

That being said, we can see you are writing in with your questions about a NinjaScript Strategy:

• NinjaScript strategy 'A04MNQ/301**6207' submitting order
  • If you got this Strategy from another Person, Developer, or Company, please reach back out to them and their support team for more specific information on how their strategy would work with the Interactive Brokers accounts, what settings you would need to be aware of, and how you would set it up so that it works as advertised and expected.
  • If you made this NinjaScript Strategy yourself, please re-post your question in the "Strategy Development" sections of the Forum instead.

Please let us know if we may provide any further assistance.