Strange Exits

[SystemTrading]

I have a strategy that is basically trading a CCI crossover. There are no Exit commands in the strategy, just EnterLong() and EnterShort(). Everytime I load the strategy on the chart, it immedately closes any open positions. How can this happen if I have no exit commands? The strategy should be always in.

[NinjaTrader_JoshP]

Not sure I follow you. Starting a strategy does not touch anything you do outside of the strategy.

[SystemTrading]

It immediately closes any open strategy positions. I have attached 2 screenshots. In screenshot #1 you will see my long position is immediately exited when the strategy initializes. Screenshot #2 shows a few minutes later when I refresh the chart. The exit from screenshot #1 is removed, we reverse our position accordingly, however the new position is also exited immediately upon starting the strategy. Again I have no Exit() commands in my strategy, it is reversals only.

[NinjaTrader_Bertrand]

Please strip the script down to simplest possible version and retry - are you properly synched up when starting this script? Do you immediately submit live historical working orders or do you 'wait until flat' ?

[SystemTrading]

My OnBarUpdate() method contiains 20 lines of code including comments. I have stripped the code down to the point where I have 1 EnterLongStop() and 1 EnterShortStop() command. I do not have the option to wait until flat to send orders enabled. I am also running using the simulator, so I clear all trades prior to enabling the strategy.

[NinjaTrader_Bertrand]

Ok, did you debug this with TraceOrders enabled in the Initialize? Then check the output window where the 'strange exit order' is evoked from.

[roonius]

My OnBarUpdate() method contiains 20 lines of code including comments. I have stripped the code down to the point where I have 1 EnterLongStop() and 1 EnterShortStop() command. I do not have the option to wait until flat to send orders enabled. I am also running using the simulator, so I clear all trades prior to enabling the strategy.

Are you sure that restarting strategy closes positions when it starts?
May be it's a case when you restart the strategy, one instance terminates and that instance close open positions?