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Volumetric Bars With Strategy Weird Stop Loss Issue
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Volumetric Bars With Strategy Weird Stop Loss Issue
How is this stop loss even possible? As you can see from the screenshot, i'm using volumetric bars in the strategy and experienced a stop loss way above the actual bar? It's a simple 8 tick Stop Loss 4 tick Profit. I'm running "Tick Replay"Tags: None
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Hello bc24fl,
Thank you for your post.
We'll need a little more information about this in order to diagnose the issue.
Just to confirm, this order was placed by an automated strategy, not a manual order with attached ATM strategy. Is that correct?
Was this a live or sim trade? And were you using historical or real time data?
What instrument, expiry if applicable, and interval (150 tick, 5 min, etc) have you chosen for your volumetric bars?
Incorrect fills have been known to occur if your PC clock is not properly synced. Please use the steps below to change/check your Time Zone and sync the PC clock:- Shutdown NinjaTrader
- Right-click the clock in the lower right corner of your desktop
- Select Adjust date/time
- For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
- Select the 'Internet Time' tab at the top
- Set the server to time.nist.gov and then click Update.
- If the message that appears says successful your PC clock should now be updated.
- If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
Thanks in advance; I look forward to assisting you further.
Kate W.NinjaTrader Customer Service
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Originally posted by NinjaTrader_Kate View PostHello bc24fl,
Thank you for your post.
We'll need a little more information about this in order to diagnose the issue.
Just to confirm, this order was placed by an automated strategy, not a manual order with attached ATM strategy. Is that correct?
Was this a live or sim trade? And were you using historical or real time data?
What instrument, expiry if applicable, and interval (150 tick, 5 min, etc) have you chosen for your volumetric bars?
Incorrect fills have been known to occur if your PC clock is not properly synced. Please use the steps below to change/check your Time Zone and sync the PC clock:- Shutdown NinjaTrader
- Right-click the clock in the lower right corner of your desktop
- Select Adjust date/time
- For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
- Select the 'Internet Time' tab at the top
- Set the server to time.nist.gov and then click Update.
- If the message that appears says successful your PC clock should now be updated.
- If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
Thanks in advance; I look forward to assisting you further.
Volumetric, 4 range
Comment
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Hello bc24fl,
Thank you for your reply.
Here is a simple sample strategy that I've run on the NQ using Tick Replay, a 4 tick profit target, a 8 tick stop loss, and 4 range Volumetric bars and the fills and stops were where I expected them to be. I'd like you to test this strategy on your end - do you still see stops being placed where you would not expect?
Thanks in advance; I look forward to assisting you further.Attached FilesKate W.NinjaTrader Customer Service
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