Here is a simple strategy, but it does similar things to what I am seeing in the complex case. It will give you something to play with. You can see there is nothing in the Custom Event section. It is truly the TriggerCustomEvent() that creates the error, and I can't trap it, which may be part of the problem...
It is run on a 4 Range chart on the CL 03-12 for 1/23/2012 (Downloaded the data from your service).
I have enclosed a Pic to show you what happens, trades just stop occurring..... The error on this one has been consistently this error:
**NT** Error on triggering custom event for strategy 'NTTimerTesting/b72dfaea2c654817b98e737a5340f26c': Collection was modified; enumeration operation may not execute.
Time of the error will depend upon your system speed, I have run this at 500X and got the problem anywhere from 4AM to 2PM on that day. Your mileage may vary....
I enclosed the Log file as well.
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