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Order Entry Error

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    Order Entry Error

    I keep getting the following error message:
    "An order has been ignored since the stop price ‘2010.25’ near the bar stamped ‘1/13/2015 12:20:00 PM’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored."

    This is coming from "SubmitOrderUnmanaged()", Sell, StopMarket on the 1 tick series; the primary series is the ES 1 minute. eg, my StopMarket price is 2010.25, and the Lows[0][0] = 2010.75, so this should work, right (ie, that the StopMarket price is below the low of the most recent bar; I've also tried Lows[1][0], but get the same error)?


    #2
    Hi, thanks for posting. The stop price is invalid, likely in historical data. Since its a Sell Stop order the price used needs to be below the open of the bar. Try using this variable as your stop price:
    Code:
    double stopPrice = Math.Min(Lows[1][0], GetCurrentBid() - TickSize);

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