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Closing ATM strategy in replay filled at price that did not occur.

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    Closing ATM strategy in replay filled at price that did not occur.

    The problem is that when my code called the method: AtmStrategyClose(atmStrategyId), NinjaTrader closed the trade at a price that did not occur during that period of time. The time period in question on the chart is 8:32:22 am (short position entered), to 8:32:26 am (positon closed). The closing price is 1196.00 but the price never exceeded 1195.75 during that period.

    I am running a NinjaScript strategy in replay (from data recorded on 9/25 from Interactive Brokers). Symbol is ES 12-08. Ninja version is: 6.5.1000.6.

    I have attached zip files containing screen prints showing my chart, several ControlCenter tabs and some output generated by my code and an .xls file containing a portion of my log.

    Please advise.
    Thanks,
    Gary
    Attached Files
    Last edited by GaryAlbers; 09-27-2008, 09:50 PM. Reason: forgot to sign

    #2
    Hello Gary,


    Please send me your log and trace files via Help>Mail to Support and tell me exactly what time and date this all happenned. Also reference this link within the email:
    http://www.ninjatrader-support.com/v...uote=1&p=54876
    DenNinjaTrader Customer Service

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