Live Strategy on Multiple Instruments / Trades Missing

[Stitch]

Hey,
I am using a strategy (fully automated) that is sending orders on 7 instuments. My initialize looks like this:

protected override void Initialize()
{
Add("6S 12-11", PeriodType.Minute, 1); //1
Add("6S 12-11", PeriodType.Minute, 5); //2

Add("6E 12-11", PeriodType.Minute, 1); //3
Add("6E 12-11", PeriodType.Minute, 5); //4

Add("6B 12-11", PeriodType.Minute, 1); //5
Add("6B 12-11", PeriodType.Minute, 5); //6

Add("6C 12-11", PeriodType.Minute, 1); //7
Add("6C 12-11", PeriodType.Minute, 15); //8

Add("6J 12-11", PeriodType.Minute, 1); //9
Add("6J 12-11", PeriodType.Minute, 15); //10

Add("6B 12-11", PeriodType.Minute, 1); //11
Add("6B 12-11", PeriodType.Minute, 15); //12

Add("6A 12-11", PeriodType.Minute, 1); //13
Add("6A 12-11", PeriodType.Minute, 10); //14

EntriesPerDirection=1;
CalculateOnBarClose = true;
ExitOnClose = false;
TraceOrders=true;
Slippage=1;
IncludeCommission = true;
}

All of my orders are market orders and look like this:
if (BarsInProgress==8) {
if (Condition == true)
entryLong = EnterLong(7, 1, "LongEUR1");
}
This morning one Order executed on "6C 12-11" and targets were set fine (BarsInProgress Index 7 and 8). Now I see in the strategy backtest that another order should have been executed on "6J 12-11" in the afternoon but nothing happened in my live working strategy (BarsInProgress Index 9 and 10)! Not even an error message!
Does anyone know what the problem is? Or any ideas how to find the bug?

Thank you!
Stitch

[NinjaTrader_RyanM1]

Hi Stitch,

Welcome to the NinjaTrader forums. Are there any messages related to the order? TraceOrders can help tell you if order is ignored or rejected. If there are no messages related to the order, you will need to debug your strategy in live mode. If you aren't able to track what your strategy should be doing in live operation, best is to simplify and track all values used in order placement through print statements and TraceOrders output. Help for using these tools is available here:

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

There are discrepancies expected running a strategy real time compared to a backtest, so you should not rely on backtesting results as confirmation that a signal (should have) entered.