Live trading ignores "Entries Per Direction"

[Jeremytang]

Hi, I have recently discovered that NT will ignore the Entries Per Direction setting when there are more than one EnterLong's or EnterShort's on the same bar when trading live...

I have attached a video to illustrate this, as I figured this would be the easiest way to show how to reproduce this error.

Link to the Video: http://www.youtube.com/watch?v=c6EvLYWt4ec

[NinjaTrader_JoshP]

Jeremy,

The EntriesPerDirection is not being violated here. Instead, what is happening is actually an overfill situation due to the way the strategy is programmed with the ExitLong().

Please try removing the ExitLong/Short() from your code. What is likely happening is as follows:

ExitLong()
EnterShort()
EnterShort()

When ExitLong() is reached you send in a Sell order as seen on your executions. When the first EnterShort() is seen NT still sees you are in a long position and will try to automatically reverse your long position to a short position by closing the long via "Close position" and then getting you a short position via "Sell short". You do not see a second "Sell short" because the second EnterShort() was correctly ignored via EntriesPerDirection.

Basically the issue here is you should not explicitly call Exit() methods followed by Enter() methods if you are trying to reverse. To reverse, simply call the Enter() method and NT will handle the reversal automatically under the hood. Otherwise, this overfill risk will occur (yes, unfortunately it can be the case that it is only seen live).

[Jeremytang]

Thanks Josh, removing the exits appears to work