Buy stop order wrong execution price in historical mode?!

[sidlercom80]

Hi, I have a strategy in which I place a buy stop order, in historical mode, at a price of 4273.25. The order is filled a tick lower at a price of 4273.00. How can that be? The order would have to be executed at the same price or higher, but certainly not lower! This doesn't happen with all trades, but it happens more often.

[NinjaTrader_ChrisL]

Hello, thanks for writing in. Have you added intrabar granularity to your script? We have a guide on doing this here:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live

https://ninjatrader.com/support/help...ipt_strate.htm //example