MultiBar and Orders

[zark.be]

Hello

I have a multibar Strategy running on FDAX 12-10. And am getting orders sent by the base bar cancelled by the slower bars.
I've written a very basic strategy to isolate the problem.

I've read the documentation and don't quite understand why this is happening.

Very basic strat :

 protected override void Initialize()
        {
             CalculateOnBarClose = true;
			Add(PeriodType.Minute,5);
			TraceOrders=true;
        }

        protected override void OnBarUpdate()
        {
			
		
			
			if(BarsInProgress != 0) 
			return;
			
			if(Position.Quantity > 0)
			{
				ExitLongLimit(Position.AvgPrice+10);
			}
			else
				EnterLong(1);
			
        }

This is running on FDAX 12-10 1minute bar.

The target order is sent at the bar, and every 5minute bar the order is cancelled !

[NinjaTrader_RyanM1]

Hello zark.be,

The order is canceled because of the multiseries context. Since you are returning out when BIP != 0, this order is canceled every 5 minutes and then resubmitted the following bar. If you want to keep the order alive, you can remove this return statement. ExitLongLimit condition will be submitted then within Bip = 1 context.

[zark.be]

In my real strategy, i only need those data for various Indicators that i reference.
Is there another way of doing it ?

I'd like to avoid running my strat with anything other than Bip O for various reasons

[NinjaTrader_Bertrand]

You could also let your strategy orders run with liveUntilCancelled set to true - this would mean they persist past the OnBarUpdate() expirations you ran into - http://www.ninjatrader-support.com/H...LongLimit.html