How does this happen?

[Jeffsg605]

This was from an automated trade. It looks like I bought at a price that was never reached. How is this possible? Did something go wrong? How can I avoid this in the future?









Here is another example. In my backtest (first picture), it is a profitable trade. In live trading (second picture), my trade stopped at a price that wasn't reached. What is going on with this?

[NinjaTrader_BrandonH]

Hello Jeffsg605,

Thanks for your post.

What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)

Is this a NinjaScript strategy that you programmed yourself or was this NinjaScript strategy programmed by a third-party developer?

Are you able to reproduce the behavior when testing the SampleMACrossover strategy that comes with NinjaTrader?

Did you test the script using the Strategy Analyzer window or with Playback?

What is the instrument, contract expiry, date, and time you are seeing this behavior occur on?

Please send us a reduced exported test strategy and the exact steps and settings you are using to reproduce this behavior so we may look into it further.

Note that a reduced copy refers to a copy of the script that contains the minimum amount of code needed to reproduce the issue. All other code is commented out or removed.

To create a copy of your script to modify, open a New > NinjaScript Editor, select your script, right-click in the Editor, select 'Save as', name the script, and click OK.

To export the reduced test script, go to Tools > Export > NinjaScript AddOn.

We look forward to assisting further.

[Jeffsg605]

Hello Brandon, here is the info you asked for.
Version: 8.1.1.7
I programmed the strategy
It only happens in live trading, not back testing, so I don't know how I would reproduce it with that strategy.
I tested the script with strategy analyzer. The second picture I posted was from the strategy analyzer->Chart section.
It happened several times but I did not record all of them and have since closed the chart. The screenshots from above are EURJPY 5 minute chart, 11/7/23 at 23:30pmCDT. The next one was also EURJPY 5 minute chart, 11/8/23 at 2:30am CDT
I can upload the script but I'd prefer it not be public. How should I get it to you?

[NinjaTrader_BrandonH]

hello Jeffsg605,

Thanks for your notes.

You could consider trying to reproduce the behavior using the Playback connection with Market Replay data.

Once you are able to reproduce the behavior using a simple reduced test script, please send the script to support[at]ninjatrader[dot]com along with the exact steps and settings you used to reproduce the behavior and the time the behavior occurs.

We will try to reproduce the behavior using the simple reduced test script and steps/settings you provide to investigate further.

[Jeffsg605]

Will do. Based on your response, it sounds like this should not be happening. Any ideas as to what would cause it? I'd like to keep my script running.

[NinjaTrader_BrandonH]

Hello Jeffsg605,

Thanks for your notes.

For us to investigate this matter further to determine exactly what is causing the script to behave as you are reporting, we would need you to send us a reduced test script that demonstrates the behavior and the exact steps and settings you are using to reproduce the behavior using the test script as noted in post # 4.

Please create and share a reduced test script that demonstrates the behavior along with the steps and settings you are using to reproduce the behavior so we may investigate this matter and provide you with some direction.