Bug When stop lost are hitted on historical data

[Twanaar]

When i'm running my strategy on historical datas and stop lost are hitted, the report say the stop lost are filled at 0.0 price !

When i'm use Liberal Fill Type, i'm don't have this error, so it seem default fill type have problem in this case on Historical.

[NinjaTrader_CodyB]

Hello,
This would be unexepected.
To investigate further I will need to review your strategy.
Please either post your strategy here or send us an email to platformsupport[AT]ninjatrader[DOT]com with Attn: Cody http://ninjatrader.com/support/forum...802#post463802 in the body of the email.
You can attach your Strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your Strategy> select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.

[Twanaar]

Hello,

Sorry my bad,

i'm creating my stop order with this code:

_StopOrder = SubmitOrder(0, _Order.OrderAction == OrderAction.Buy ? OrderAction.Sell : OrderAction.BuyToCover, OrderType.StopLimit, _Order.Filled, 0.0, newStopValue, "Stop" + CurrentBar, "StopLost" + CurrentBar);

and when i'm changed it by:

_StopOrder = SubmitOrder(0, _Order.OrderAction == OrderAction.Buy ? OrderAction.Sell : OrderAction.BuyToCover, OrderType.StopLimit, _Order.Filled, newStopValue, newStopValue, "Stop" + CurrentBar, "StopLost" + CurrentBar);

it's working with default filling too.


I'm not understand before i'm need set stop lost value and limit value for having the stop order working, and with limit price set to 0.0, the default filling use it as stop price, it's why a have a a stop at 0.0.

[NinjaTrader_CodyB]

Hello,
Can you send us a screenshot of the strategy performance or of the chart showing the fills at 0.0?
To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction

I look forward to your reply.

[Twanaar]

Hello:

Follow 3 screenshots for show the problems, with graphic and plot execution, historical perf and code inspector when i'm submit this stop order.

When i'm set Limit price instead of left it at 0.0, the bug gone.
When i'm use liberal filling type instead of default, the bug gone too.

Regards

[NinjaTrader_CodyB]

Hello,
Upon review it appears you are submitting the limit price for the stop order to 0.0. The stop order would be expected to be filled at 0.0 with testing replay. It would be recommend to set the limit price to another value such as keeping it at the stop price if you are wanting a 0 limit offset.

[Twanaar]

ok, thanks for the reply.