entryOrder sometime cancelled / ignored live trading

[Thomas79]

Hi

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

[NinjaTrader_Lance]

Internal order handling rules can be found at the bottom of the page here: http://www.ninjatrader.com/support/h...d_approach.htm

After reading that, if you have a specific situation that you need help figuring out just let me know and I'd be happy to assist.