Strategy error messages

[jnorton47]

I am running a strategy that keeps generating an error that shuts down the strategy.
Error: “Strategy ‘PluseMACD/282924001’ submitted an order that generated the following error ‘Unable to change order’. Strategy has sent cannel requests, attempted to close the position, and terminated itself.”
Error: “SimPulseMACD, Stop price can’t be changed above the market affected Order: Sell 1 StopMarket @ 16866.”
Can anyone tell me how to correct this error? Thank you.
Joseph Walker

[NinjaTrader_Jesse]

Hello jnorton47,

The reason for the error is that the order was moved to an invalid price that was above market so it was rejected.

The error notes that this was a stop market order. Are you using the SetStopLoss/SetTrailStop method or submitting a stopmarket order at a custom price using logic?

[jnorton47]

Hi Jesse,

Thank you for your reply. I am using the SetStopLoss/SetTrailStop method.
Do you know how to stop this error?

Joseph

[NinjaTrader_Jesse]

Hello jnorton47,

With the SetTrailStop that can happen because the trailing stop is updated based on the bar close events. If you are using a very close to market price or offset its possible to see that when the bar closes the calculated price lands on the opposite side of the market price. The easiest solution is usually to increase the offset so its not trailing as close to the active market price.

If you are using the set methods from within OnBarUpdate and calculating a custom price in that situation you would need to try to confirm that the price is valid before calling the method. That still will relate to the bar close events so if you use a larger bars type like 30 minutes as an example it would still be possible to calculate an invalid price depending on what you are basing the price on.

To get a better idea of what specifically is happening you will need to find out which specific order was rejected and then review the offset/price being used for that specific order. If it is not clear why that is happening with that order we would need to know what specific code you used for the target and also the bars type being used and Calculate setting. We would also need to know where that is called in your logic, for example in OnStateChange or OnBarUpdate.