SetStopLoss() problem

[Rhoniel]

I think I may be encountering a bug related to SetStopLoss() command while backtesting on one minute data. I am not using SetStopLoss() right after the entry, rather SetStopLoss() command is issued only after price has increased by certain points. And to achieve that I am using SetStopLoss() with Price mode and I am using it within OnBarUpdate() and not within Initialize(). Here is example of my SetStopLoss() command:

SetStopLoss("hey", CalculationMode.Price, (MIN(Close, 10)[0]) - (25 * TickSize), false);


After my target conditions are met my strategy exits the position by using following command:

ExitLong("", "hey");

Now I have found that my last SetStopLoss() order is always active even after my position is exited by 'ExitLong' command. Any position initiated below the last SetStopLoss() price is immediately exited.

Now I do understand that a stop loss order is supposed to be automatically cancelled if the managing position is closed by another strategy generated exit order and I am not sure why I am noticing this behavior. Can anyone comment please?
Thank you.

[NinjaTrader_JoshP]

Once you call SetStopLoss() it will automatically be submitted for every entry order you send. If you only want it active for certain orders you will need to provide a unique fromEntrySignal name. Your future orders need to have a different entry signal name if you don't want the SetStopLoss() to apply to them as well.