Discrepancy between history & real time

[TheWolf]

Hello,
My strategy enters a limit order based upon my condition, then changes the limit price if my condition changes. Works fine on history, but when real time, the new order with change is ignored with the Output window stating: Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties

Here is my entry:
if (my condition)
entryOrder = EnterLongLimit(0,true,NumContracts,DonchianChannel (DonchianPeriod)[0]+TickSize,"Monkey Long");

Here is where I change the limit price
if(my conditions changes)
CancelOrder(entryOrder);
entryOrder = null;
entryOrder = EnterLongLimit(0,true,NumContracts,DonchianChannel (DonchianPeriod)[0]+TickSize,"Monkey Long");

I've got the following code in Initialize()
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
I've tried just commenting out the Entries code, but still get the same results. It ignores the order. Why does it tell my I'm exceeding my limit, when I first cancel the existing order, before placing the new order?

Thanks.

[NinjaTrader_JC]

Hello TheWolf,

This could be a result of the previous order was not canceled before the new order was placed. Have you tried it without canceling the order and setting entryOrder to null?

By having the same signal name it should modify the price of your current order if it is not filled.


Let us know if we can be of further assistance.