Orders rejected by broker due to order sequence?

[NinjaTrader_JoshP]

billr,

The issue is MBT tags your order as a reversal if you are submitting them at different times. If you submit something like a SetProfitTarget() and then way later submit SetStopLoss() the SetStopLoss() gets tagged as a reversal by MBT which it does not like. This scenario would be the same as calling ExitLongLimit() and then later calling ExitLongStop().

[billr]

I vaguely understand. But what if the SetStopLoss and SetProfitTargets are set at the same time, initially by the strategy? Later, the StopLoss is adjusted.

[NinjaTrader_JoshP]

That would just be seen as an order modification. I believe it should be fine.