No more Enter() orders after EntriesPerDirecion limits reached

[itrader]

I understand that EntriesPerDirection will stop process Enter() orders if the preset maximium position limits are reached. But I noticed that even when positions size reduced by opposite operation orders, the strategy still refuse add any Enter() positions.

Is this a bug or the nature of EntriesPerDirection setting? How can I resume regular trading rule if the position is less than the maximium numbers in EntriesPerDirection settings?

[NinjaTrader_JoshP]

itrader,

Not sure what you mean exactly. Please provide the exact series of events you are seeing. Thanks.

[itrader]

Ok, let's say I have EntriesPerDirection set to 5. I have a strategy is going to EnterLong(1) when NQ drops 4 points and ExitLong(1) when NQ raises 8 points.

1. when NQ continuously drops 40 points, the strategy should only have 5L in position.
2. when NQ rebounce 16 points, the strategy should execute two ExitLong(1) orders, and current total position should be 3L.
3. then, NQ goes lower again for another 5 points. ideally, the strategy should execute one EnterLong(1) order to make total position of 4L.

The problem I experienced here is the strategy system would no longer fire another EnterLong(1) order despite its entry condition reaches. It would only process ExitLong(1) orders since it hits EntriesPerDirection limits.

Any idea why this happens?

[NinjaTrader_JoshP]

itrader,

Please use TraceOrders = true to see if it really is EntriesPerDirection limiting your trades. http://www.ninjatrader-support2.com/...ead.php?t=3627