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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 04-13-2009, 12:24 PM   #1
molecool
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Unhappy Invalid Stop Order problem

During simulated testing I'm running into this:

Quote:
4/13/2009 11:19:04 AM: A Sell stop order placed at '4/13/2009 10:21:00 AM' has been ignored since the stop price is greater than or equal to close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy.
Now, I dug into this yesterday afternoon and actually logged the stop order price which is being placed and it is most definitely valid. I also thought about the possibility of old stops not being cleaned up properly but I am following the SampleOnOrderUpdate example very closely.

Frankly I'm out of ideas on this one and would really appreciate any suggestions

Thanks,

Mole
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Old 04-13-2009, 01:21 PM   #2
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molecool,

Without supporting evidence I could not advise you on any particular course of action. Please provide some more information surrounding this event. Thank you.
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Old 04-13-2009, 02:21 PM   #3
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Originally Posted by NinjaTrader_Josh View Post
molecool,

Without supporting evidence I could not advise you on any particular course of action. Please provide some more information surrounding this event. Thank you.
Well, it only happens on very short term candles, which is what I'm testing them with. What is it you would like to see?
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Old 04-13-2009, 02:26 PM   #4
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The price submitted and the prices of the bar at the instant the order was submitted.
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Old 04-13-2009, 06:16 PM   #5
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Cool Okay

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Originally Posted by NinjaTrader_Josh View Post
The price submitted and the prices of the bar at the instant the order was submitted.
Yes, I have put in an additional log statement that logs the price of the stop order that's being submitted. Next time it happens I respond here with an output of my log which shows the discrepancy of what the error message claims and the actual stop price (which I know is correct).
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