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Question About ExitLongStop()

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    Question About ExitLongStop()

    Hello,

    Is the ExitLongStop() triggered by the Last price and then submitted to the Bid or is the ExitLongStop() triggered by the Bid?

    Thank you for your time and response.

    #2
    Hello otislauwaert,

    Thanks for your post.

    ExitLongStop() will place a stop market order which will fill when the stop price is met. Testing the NinjaTrader simulator for realtime data using the simulated data feed, the last price will have to touch the stop market order, and then the fill is made with bid/ask.

    You can test the same on your end creating a chart with three 1 tick data series added using Ask, Bid and Last all plotting to the first panel and with different colors for each data type. We can then see that the Last will have to touch in order for the order fill to begin.

    There are differences between NinjaTrader simulated fills with historical and realtime data and these fills are going to be fundamentally different from the true market dynamics at the exchange. These differences are publicly outlined here - https://ninjatrader.com/support/help...ime_vs_bac.htm

    Please let us know if we can be of further assistance.
    JimNinjaTrader Customer Service

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