StopLoss Order being rejected

[rdavido]

Hello, I'm running a crude oil futures strategy with StopLosses that enable at Buy/Sell and then adjust to the market price after a certain threshold. However, when this order enables, I receive the error "Sell Order Stop Price must be below last trade price ExchangeRejectionCode = 2060". I'm wondering how it's creating sell stops and buy stops below / above the market given the script I have included:

{
                // Resets the stop loss to the original value when all positions are closed
                if (Position.MarketPosition == MarketPosition.Flat)
                {
                    
                    SetStopLoss(CalculationMode.Ticks, 25);
                }
                
                // If a long position is open, allow for stop loss modification to breakeven
                if (Position.MarketPosition == MarketPosition.Long)
                {
                    // Once the price is greater than entry price, plus 5 ticks, readjust Stop
                    if (Close[0] > Position.AvgPrice + 5 * TickSize)
                    {
                        SetStopLoss("LONG", CalculationMode.Price, Close[0] - 20 * TickSize, false);
                    }                
                }
                // If a short position is open, allow for stop loss modification to breakeven
                if (Position.MarketPosition == MarketPosition.Short)
                {

                    // // Once the price is less than entry price, less 5 ticks, readjust Stop
                    if (Close[0] < Position.AvgPrice - 5 * TickSize)
                    {
                        SetStopLoss("SHORT", CalculationMode.Price, Close[0] + 20 * TickSize, false);
                    }                
                }

[NinjaTrader_DaveI]

Hello,

I was unable to capture the cause of the issue while testing on my end, but I did find a way to resolve the issue. You can get around this by switching the calculation mode to CalculationMode.Ticks, then entering "20" for the value. This will place the stop loss in the same place at which you are currently attempting to place it, but it will go about it in a different way.

Please let me know if I can assist further.

[rdavido]

I believe I resolved it by decoupling it from EntryOrder handling and saying SetStopLoss(CalculationMode.Price, High[HighestBar(High, 2)] - 20) for both my buys and sells, this seems to the trick. Now, I changed if (Close[0] > Position.AvgPrice + 5 * TickSize) to if (GetCurrentAsk() > (Position.AvgPrice + 5 * TickSize))

However, once the Ask is above my average price by 5 ticks, the stop does not change. Any thoughts?

[rdavido]

Nevermind, it seems that in my Strategy Settings, COBT = False, but in the script itself it was set to true. Would this have caused the GetCurrentAsk() to not calculate in realtime?

[NinjaTrader_DaveI]

If COBC is being set to true in the script, then it is possible that it is overriding the setting in the Strategy Window. This would cause the script to run its calculations on each incoming tick, while in backtesting they would run at the close of each bar. This could certainly explain the differences you are seeing.