An order has been ignored since the stop price ‘153.68’

[cincai]

I do not know why this error appear again.

The stopshort price with market order type is 153.68.
which is lower than the GetCurrentAsk(153.63) and GetCurrentBid(153.63).

Can i know why it will ignore the order again ??

[cincai]

I have tried to manually change the stopshort price
No matter what value I put in, it still show me the same error.

Below is 1 of the example

22/3/2021 3:11:08 PM	Default	Strategy 'aaMAllBarStrategy02/227348161': An order has been ignored since the stop price ‘153.62’ near the bar stamped ‘19/3/2021 1:55:00 AM’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.

[NinjaTrader_PaulH]

Hello cincai,

Thanks for your post.

Historical fill processing when set to standard fill will create 3 virtual bars to better mimic price movement (as there is no actual price movement historically) and use those to fill the order "intra bar". It is possible one of the virtual bars won't allow the order to fill based on the price.
Reference: https://ninjatrader.com/support/help...ical_fill_.htm

Please retest using the Historical fill processing resolution set to high 1 tick series.

[cincai]

I still faced the same error even i set to high 1 tick series.

[cincai]

Another question is, can I know that do this error only happens on historical data ??

Will it be error when we execute it during real market data ??

Because I want to make sure my strategy all work well and do not have some kind this error.

[NinjaTrader_PaulH]

Hello cincai,

Thanks for your reply.

Please show the code section where you are placing the order gets ignored.

[jimmy_NT]

i have the same problem but i dont know how to add the High resolution for Multi Series strategies to Fill Historical

would this happen in real time trade?

the code i have is following, once it place the order immediately next i want to put a ExitShortStopMarket with Previous High High[0] if i do High[1] the bot losses what i dont want to.

 if (Position.Quantity == 1)
{

ExitShortStopMarket(0, true, 0, PreviousHighFirstEntry, "StopLoss", "GoShort");
Print(Time[0].ToString() + "Setting Stop Loss: " + PreviousHighFirstEntry.ToString());

}

[NinjaTrader_ChelseaB]

Hello jimmy_NT,

This is correct, Order Fill Resolution cannot be applied to multi-series scripts.

For these you would need to implement 1 tick intra-bar granularity in the script directly.

Below is a link to a forum post that includes a link to the reference sample.
https://ninjatrader.com/support/foru...377#post773377

The ignored message described by cincai would only apply to historical orders.

[jimmy_NT]

hi i checked the code example but something confused
the example says that is entering long on the bar 1 which is for the 1 minute timeseries, however, when adding the data series is for Tick 1 not for 1 minute...

is this right?

[NinjaTrader_ChelseaB]

Hello jimmy_NT,

This strategy was modified some time ago. Originally it added a 1 minute series, but we felt this wasn't a great example for demonstrating accurate fill behavior so it was updated to use a 1 tick added series.

I'll make a note to update the comments in the script.

[jimmy_NT]

ok well i tried but it did not work as intended ... is there oany other example you might have?

[NinjaTrader_ChelseaB]

Hello jimmy_NT,

What specifically do you mean?

The SampleIntrabarBacktest script is not properly using the added 1 series for order fills?

Are you writing the price of each tick to file and comparing this to the fill price and time of each execution and showing the fill is not at the tick price?