I`ve created a strategy to trade the breakout of certain ranges. In the backtest, I found an ignored short trade.
(Output Window: Strategy 'BOR1/-1': An order has been ignored since the stop price ‘1.11507’ near the bar stamped ‘08.01.2020 05:30:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.)
Is it a problem, that 1.11507 is the stop price and also the open of the next bar? I thought, when 1.11507 is triggered, a limit order will be set to this price, as long as it is triggered or cancelled.
Last trade before was also a short trade and worked perfectly. To enter a trade, I use the method "EnterShortStopLimit" with "IsLiveUntilCancelled: true". Moreover, there was no other order waiting in the opposite direction.
Hope we will find the problem.
Best regards
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