OCO orders question

[stephen_mcse]

try to sumbit two stop orders in both directions, then cancel the other if one get filled. it seems only allow me to place stop order in one dirction.
code:
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
entryOrderShort=EnterShortStop(0,true,1,close[0]-0.001,"Short");
entryOrderLong=EnterLongStop(0,true,1,close[0]+0.001,"Long");
}
}
only short orders placed, long orders completely ignored.
Get below error message:
Ignored PlaceOrder() method at 1/4/2008 1:00:00 AM: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1.9720 SignalName=Long' FromEntrySignal='' Reason='An Enter() method to submit an entry order has been ignore. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.'

[NinjaTrader_JoshP]

Right. You cannot place simultaneous working entry orders in opposite directions.

You should only place one. When price moves closer to the other one, cancel the first and replace it with the other direction.