I'm receiving "An order has been ignored since the stop price ‘924.25’ near the bar stamped ‘18.02.2010 14:15:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored." error when sending exit stop order in the attached unmanaged stategy snippet.
If I comment "ord2 = SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.StopMarket, 5, 0, 929.5, "", "LE2");" line then error doesn't happen (LE2 order is not filled and canceled on next bar).
Strategy is run over 10.02.2010-20.02.2010 time period, over ES 09-20 5-minute bars, default session.
Log excerpts from both strategy runs are attached too.
What am I doing wrong?
Comment