Exit() error message

[hazza147]

I'm getting the following error whilst running an optimization excercise:

'An Exit() method to submit an exit order at '04/08/2013 23:10:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.'

I can't work out what exactly is causing this and therefore how to fix it. Please find my code below:

			if (ToTime(Time[0]) >= (Time_Start*10000) && ToTime(Time[0]) <= ((Time_Start*10000)+((Time_Gap*10000)-4500)))
			{if (CrossAbove(MA_Series1, MA_Series2, 1))
			{if (myEntryOrderS != null)
				CancelOrder(myEntryOrderS);
				myEntryOrderL = EnterLongStop(0, true, 1, High[0] + (TickSize*Tick_Size), "L");}
			else if (CrossBelow(MA_Series1, MA_Series2, 1))
			{if (myEntryOrderL != null)
				CancelOrder(myEntryOrderL);
				myEntryOrderS = EnterShortStop(0, true, 1, Low[0] - (TickSize*Tick_Size), "S");}}
			else
			{if (CrossAbove(MA_Series1, MA_Series2, 1))
			{if (myExitOrderEL != null)
				CancelOrder(myExitOrderEL);
				myExitOrderES = ExitShortStop(0, true, 10000, High[0] + (TickSize*Tick_Size), "ES", "S");}
			else if (CrossBelow(MA_Series1, MA_Series2, 1))
			{if (myExitOrderES != null)
				CancelOrder(myExitOrderES);
				myExitOrderEL = ExitLongStop(0, true, 10000, Low[0] - (TickSize*Tick_Size), "EL", "L");}}
				#endregion

Any ideas would be much appreciated.

Kind Regards,
Harry Seager

[NinjaTrader_Lance]

The only way to find out which order is causing this message would be to debug it one step at a time.

Before doing that I would suggest reading this section at the bottom here: http://www.ninjatrader.com/support/h...d_approach.htm

Looking at the code my assumption is that one of these two exit methods is being called when there is an entry in the opposite direction

	{if (CrossAbove(MA_Series1, MA_Series2, 1))
			{if (myExitOrderEL != null)
				CancelOrder(myExitOrderEL);
				myExitOrderES = ExitShortStop(0, true, 10000, High[0] + (TickSize*Tick_Size), "ES", "S");}
			else if (CrossBelow(MA_Series1, MA_Series2, 1))
			{if (myExitOrderES != null)
				CancelOrder(myExitOrderES);
				myExitOrderEL = ExitLongStop(0, true, 10000, Low[0] - (TickSize*Tick_Size), "EL", "L");}}

For tips on debugging (when dealing with crosses I find that drawing objects are a really useful tools): http://www.ninjatrader.com/support/f...ead.php?t=3418

Let me know if I can further assist

[hazza147]

Thanks for this. I'll give the debugging a go.