Volumetric Bars With Strategy Weird Stop Loss Issue

[bc24fl]

How is this stop loss even possible? As you can see from the screenshot, i'm using volumetric bars in the strategy and experienced a stop loss way above the actual bar? It's a simple 8 tick Stop Loss 4 tick Profit. I'm running "Tick Replay"

[NinjaTrader_Kate]

Hello bc24fl,

Thank you for your post.

We'll need a little more information about this in order to diagnose the issue.

Just to confirm, this order was placed by an automated strategy, not a manual order with attached ATM strategy. Is that correct?

Was this a live or sim trade? And were you using historical or real time data?

What instrument, expiry if applicable, and interval (150 tick, 5 min, etc) have you chosen for your volumetric bars?

Incorrect fills have been known to occur if your PC clock is not properly synced. Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

Thanks in advance; I look forward to assisting you further.

[bc24fl]

Hello bc24fl,

Thank you for your post.

We'll need a little more information about this in order to diagnose the issue.

Just to confirm, this order was placed by an automated strategy, not a manual order with attached ATM strategy. Is that correct?

Was this a live or sim trade? And were you using historical or real time data?

What instrument, expiry if applicable, and interval (150 tick, 5 min, etc) have you chosen for your volumetric bars?

Incorrect fills have been known to occur if your PC clock is not properly synced. Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

Thanks in advance; I look forward to assisting you further.

The order is a sim market order placed in strategy code (not atm) for NQ. I'm using market replay downloaded from ninjatrader servers. The settings of the volume chart are:

Volumetric, 4 range

[NinjaTrader_Kate]

Hello bc24fl,

Thank you for your reply.

Here is a simple sample strategy that I've run on the NQ using Tick Replay, a 4 tick profit target, a 8 tick stop loss, and 4 range Volumetric bars and the fills and stops were where I expected them to be. I'd like you to test this strategy on your end - do you still see stops being placed where you would not expect?

Thanks in advance; I look forward to assisting you further.