I developed an automated strategy, and it usually works very well.
However, when I try to run my strategy on @SPX500, I always get the same errors : "Order price too far from market price (...)" AND "Order rejected (...)".
Whats happens is that the strategy places an order, and reject it a few seconds later.
If I run my strategy with any other pair (US30, GBPJPY, ...), it works well, I get no errors.
I attached 2 images, one that shows the 2 pop-up errors, and one that shows my Log file.
I don't know if this can help, but my code uses the OnBarUpdate() method, and my orders are sent using the EnterLong() method.
Also, my data provider is FXCM.
I noticed that the pip value of a certain period of SP500 in Ninjatrader is 50 pips, while the exact same period in FXCM shows 500 pips. Could this be part of the problem ?!
Thank you very much, and happy holidays.
Alex
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