EnterShortStopLimit was ignored

[Heikoman]

Hello,

I`ve created a strategy to trade the breakout of certain ranges. In the backtest, I found an ignored short trade.

(Output Window: Strategy 'BOR1/-1': An order has been ignored since the stop price ‘1.11507’ near the bar stamped ‘08.01.2020 05:30:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.)

Is it a problem, that 1.11507 is the stop price and also the open of the next bar? I thought, when 1.11507 is triggered, a limit order will be set to this price, as long as it is triggered or cancelled.

Last trade before was also a short trade and worked perfectly. To enter a trade, I use the method "EnterShortStopLimit" with "IsLiveUntilCancelled: true". Moreover, there was no other order waiting in the opposite direction.

Hope we will find the problem.

Best regards

[NinjaTrader_Kate]

Hello Heikoman,

Thank you for your post.

The message is letting you know that a stop order was ignored because the strategy submitted the order to an invalid price level. Buy stop orders must be placed above the current ask price. Sell stop orders must be placed below the current ask price.

When the order is submitted, is the stop price parameter greater than the GetCurrentAsk() for a buy stop order? Or, is the stop price parameter less than the GetCurrentAsk() for a sell stop order?

I would recommend you add prints to the strategy to determine why the stop order is being ignored. One line above where the stop order is placed, print the GetCurrentAsk() and print the price being submitted to the order method.

This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

https://ninjatrader.com/support/foru...ns-not-working

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

[Heikoman]

Hello Kate,

thank you very much for your post! I`ve just changed the conditions for the trading range and it works.

Best regards