An order has been ignored since the stop price ‘13080.75’ near the bar stamped

[sidlercom80]

hi, i have a problem with the logic of historical orderfill process maybe someone can help me with a concrete example? after hours of research on this topic i can't come up with a solution
Here is a concrete example (Calculate = Calculate.OnBarClose):
a second data series added for orderfill: AddDataSeries(BarsPeriodType.Tick, 1);

stopPrice = RoundToTickSize(stopPrice > Bars.GetOpen(CurrentBar + 1) ? stopPrice : Bars.GetOpen(CurrentBar + 1) + TickSizeValue);

SubmitOrderUnmanaged(1, OrderAction.BuyToCover, OrderType.StopMarket, bracket1Qty, stopPrice, stopPrice, oco1, signalName1);

entry short @ 12777.50 stop filled @ 12782.75 (1. trade is done) all good
2. entry short @ 12782.75 stop @ 12782.75 ???

the stop is at the same price as the askprice which logically becomes a problem. my question now is how can i adjust the stop price for the historical part of the strategy so that if it is equal to or higher than the askprice it is automatically set to askprice + 1 tick?
I am only concerned with the State.Historical mode, the State.Realtime is clear to me.

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your post.

You'd need to use Tick Replay to get historical bid and ask prices. GetCurrentAsk() and GetCurrentBid() return the close price on historical data, so you can't just use those. There's an example of how to get historical bid/ask prices using Tick Replay here:

https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm

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

[sidlercom80]

Hi _Kate, is there also a solution without TickReplay? and what would it look like?

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your reply.

You could try adding single tick ask/bid series to your strategy and referencing that for the historical ask price and then add a tick to that. This won't necessarily be as accurate as using tick replay, but would work for historical calculations:

https://ninjatrader.com/support/helpGuides/nt8/using_historical_bid_ask_serie.htm

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