Failing to understand why my stop order isnt getting triggered

[ChartTourist]

Good afternoon,

I am having trouble understanding why my stop isnt getting triggered.

Here is my strategy code.
1) I have a short position that was initiated using

 EnterShort(trade_quantity,"entry")

2) I then want to attach a stop loss using the following code

        protected override void OnBarUpdate()
        {//ON BAR STARTS

            // Handling Existing Shorts
            if (Position.MarketPosition == MarketPosition.Short)
            {                
                // Stop Loss Adding
                if ( conditions for placing the stop loss)
                {   ExitShortStopMarket(trade_quantity,fill_track,"stop","entry");
                    Print("stop placed");
                    Print(Times[0][0]);
                    Print(stopOrder.ToString());}​

My Print statements are showing in the output window meaning that stopOrder is successfully created.

stop placed
2023-11-16 10:42:00 AM
orderId='NT-00028-1175' account='Backtest' name='stop' orderState=Working instrument='QQQ' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=385.05 quantity=64 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2023-11-16 10:42:00' gtd='2099-12-01' statementDate='2024-04-27'

Now notice the stopPrice for the order which is 385.05.
The below is a screenshot from the strategy. I highlighted in yellow where the "entry" short position was initiated, and then I am highlighting the wick of the candle at 10:48 that goes way pass the 385.05 stop price of the order.

So why is that stop order not triggered then?




Here is also how I assign names for the orders. Including it for completing purposes.

        protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
        {
            // Assign order name
            if (order.Name == "entry")
            {    entryOrder = order;}
            else if (order.Name == "stop")
            {    stopOrder = order;}
            
            // Reset stopOrder to null
            if (stopOrder == order && (order.OrderState == OrderState.Filled || stopOrder.OrderState == OrderState.Cancelled))
            {    stopOrder = null;}
       }​

[NinjaTrader_BrandonH]

Hello ChatTourist,

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.?.?.?)

To clarify, are you seeing this behavior occur when backtesting a strategy in the Strategy Analyzer window?

Please create a test strategy that contains only the necessary logic used to reproduce the behavior and prints, test the script to make sure the behavior is reproducible, and then send us an exported copy of the strategy along with the exact steps and settings you are using to reproduce the behavior so we may try reproducing the behavior on our end and investigate further.

Exporting: https://ninjatrader.com/support/help...tAsSourceFiles

We look forward to further assisting.

[ChartTourist]

Hello Brandon,

My version is: 8.1.3.0 64-bit

I am attaching a test script that has the one trade hard coded in.

Please make sure to set the correct dates for Strat Analyzer: 2023-11-16

[ChartTourist]

NinjaTrader_BrandonH Hi Brandon, just wanted to check if there were any updates about the stop order?

[NinjaTrader_BrandonH]

Hello ChartTourist,

Thanks for your notes.

I am seeing that the Entry order is closing at the end of the session when the Exit On Session Close behavior triggers.

To understand exactly why the Exit order is not being placed or filled, you should further debug your strategy by adding prints one line above the condition to place the Exit order that prints out all the values used in the condition to place the exit order along with the time of the bar. Add labels and comparison operators to the prints as well so you know what is being compared. One line above the Exit order method, print out the price you are submitting the order too also.

See this Support article Developer Guide on Debugging using Print() and TraceOrders for more information about using prints to understand the behavior of a script:

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders