![]() |
This website will be down for maintenance from Friday May 24th at 6PM MDT until Saturday May 25th at 11AM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com
|
|||||||
| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
![]() |
|
|
Thread Tools | Display Modes |
|
|
#1 |
|
Senior Member
Join Date: Dec 2004
Location: , ,
Posts: 224
Thanks: 0
Thanked 11 times in 8 posts
|
I get the following error message in the Log:
A SellShort stop order placed at '6/7/2007 11:02:00 AM' has been ignored since the stop price is greater than close price of the current bar. This is an inva I bring up the data box and scroll to 6/07/2007 11:02:00 AM. the OHLC are 843.3/843.4/842.4/842.4. Since that did not make any sense to me I added a Print() to show the Limit, Stop and Close price. Here is the code: // Condition set 2 if (RunStrategy == 1 && NTKPPowerPops(false, false, 8, false, 18, 9, true, 3, false).KPPowerPops[0] == -1) { Print(Time[0].ToString() + " Limit: " + Low[0] + " Stop: " + Low[0] + " Close: " + Close[0]); EnterShortStopLimit(DefaultQuantity, Low[0], Low[0], "Entry Short"); } The Output window shows: 06/7/2007 11:02:0 AM Limit: 842.4 Stop: 842.4 Close 842.4 To my way of thinking, the Stop Price is = to the Close, not greater. I get a similar message when using EnterLongStopLimit() and the High and close of the bar are equal. |
|
|
|
|
|
#2 |
|
Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
|
We will change the error text to say that it is >= to the close price...
Ray
NinjaTrader Customer Service |
|
|
|
|
|
#3 |
|
Senior Member
Join Date: Dec 2004
Location: , ,
Posts: 224
Thanks: 0
Thanked 11 times in 8 posts
|
So it's impossible to Short StopLimit on the Low[0] and Long StopLimit on the High[0] because one never knows when the Low = Close or High = Close because of your = check of Stop price with the Close. This seems artificial to me as in real life one can do this.
|
|
|
|
|
|
#4 |
|
Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
|
In real life, one can not submit a buy stop at a price <= current close. It will get rejected.
To reduce the chance that you do not get a rejected order in real-time and historical: EnterLongStop(Close[0] == High[0] ? High[0] + TickSize : High[0]);
Ray
NinjaTrader Customer Service |
|
|
|
![]() |
| Thread Tools | |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Unexpected error -104 message | muthaf | Automated Trading | 8 | 05-08-2008 01:20 AM |
| Error Message 10001 | nelson | Miscellaneous Support | 5 | 06-02-2007 07:34 PM |
| Error Message | ardenb | Installation and Licensing | 4 | 04-11-2007 05:09 PM |
| What does this error message mean? | funk101 | Strategy Development | 1 | 04-05-2007 02:42 AM |
| Interesting error message | scjohn | Automated Trading | 2 | 03-02-2005 05:38 AM |