sometimes my entryOder is submitted and directly cancelled in live trading (but in backtest it is working), when i launch the market replay and the output window i can read:
**NT** An Enter() method to submit an entry order at '08/03/2013 15:00:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
but when a search 'internal order handling rules' in the help guide i find nothing, can you help ?
FYI this is a multiframe strategy
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