StopLimit entry orders messed up.

[koganam]

Environment: NT8, Beta9 on Windows 10.

Load attached strategy on a IWM chart that starts per the DataSeries picture.

You will see that when the StopEntryLimit orders are written as described in the literature, we get a failure to launch any orders, with an error about the Stop being incorrect relative to the limit. (The error message is incorrect).

On a lark, as an investigating method, I reversed the entries, and the orders then properly executed.

IOW: the published: EnterLongStopLimit(double limitPrice, double stopPrice) results in an error, whereas
EnterLongStopLimit(double stopPrice, double limitPrice) executes correctly.

The code posted is using the putatively incorrect syntax, and so executes orders. The remmed out instructions in the file use the correct syntax; which fails. To validate a test, you will have to switch the statements.

[NinjaTrader_ZacharyG]

Hello koganam,

Thank you for writing in.

I'll be looking into this further and will return with my findings.

Thank you for your patience.

[NinjaTrader_ZacharyG]

Hello koganam,

It looks like the orders being submitted in the "correct order" syntax are not submitting as you are setting the stop price at the current close price.

With the output window open, you will see the following error:

A Buy order placed at [time] has been ignored since the stop price is less than or equal to the close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy.

Adding a 1 tick offset on my end to your stop orders resolved this behavior.

Interestingly, I'm not sure why the order is able to be submitted with the "incorrect order" syntax historically.

On real-time, this results in an error as expected

Limit price can't be smaller than stop price.

I will be submitting this as a bug report. Thank you for finding this!