Order ignored since stop price is invalid based on the price range of the bar

[Murphy67]

Hi,

I have a strategy which sometimes gives me an error. It ignores closing the trade even if close condition is valid or it entirely ignores trade entry order. I'd like to attach here parts of the code which may cause the issue. Strategy works only in one direction based on choice, meaning that it takes only shorts or only longs depending on selection, never at the same time.

In attached picture of chart, short entry had to be stopped where red dotted line is drawn but trade is never closed.

Any help would be appreciated.

[NinjaTrader_ChrisL]

Hi Murphy67, thanks for posting.

Our colleagues have given a very good guide on troubleshooting missed orders here, please read through this post and see if any of this applies to your situation:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1102709-understanding-backtest-stop-loss-error-message#post1104682

It sounds like it is happening in the historical backtest, so intrabar granularity (explained above) would be a good thing to test.

Kind regards,
-ChrisL