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Strategy Behavior

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    Strategy Behavior

    Hello, my strategy is performing strangely and constantly having an error (attached images). Also, entries and exits don't match that shown in the execution tab. What could account for this and how can it be fixed? I have been testing this strategy live for a few days and it was behaving properly until now
    Attached Files

    #2
    Error message: Click image for larger version

Name:	9D0307BB-7A78-4EE2-85C3-F769B7A05224.jpeg
Views:	131
Size:	345.9 KB
ID:	1154611

    Comment


      #3
      Hello, thanks for writing in.

      First, we will need to know what the cause of the order rejection is. Look in the Log tab of the Control Center, is the error saying the order was placed at an illegal side of the market? This is usually the cause of order rejections in a back test. Order rejections can also be handled within the script if you set RealtimeErrorHandling to RealtimeErrorHandling.IgnoreAllErrors and handle the order rejection in OnOrderUpdate. Another way to debug would be to add Print() methods around the order entry sections of your strategy to read the prices. e.g. add a print right before the order submission and compare it to the market price at that time.

      Best regards,
      -ChrisL.
      Chris L.NinjaTrader Customer Service

      Comment


        #4
        In one instance I get the error “sell order stop price must be below last trade price”

        currently a long or trade is opened 1 tick above or below the signal bar. Profit is set at 4 ticks and a trail stop of 1 tick

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