Multi Timeframe - Exceeded entry signals limit

[sammano]

Hi,
In multi-timeframe strategy I get the 3rd order rejected by “Exceeded entry signals limit”. But it not really true!
I understand the multi-timeframe multi instrument strategy development.
The setup is as follows:
· EntryHandling = “AllEntries”
· Entries per direction = 3
· Each EnterXxxx() & ExitXxxx() called with “barsInProgressIndex” = 0
· There are only 2 orders in the strategy.
· NT system Traced:
Ignored PlaceOrder() method at 21/11/2008 20:00:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='O2' FromEntrySignal='' Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties’
Please note:
· I even have my own Order tracking collection class shows the correct number of orders as 2.
· The multi timeframe is used for some background secondary tasks.
· Si, if I switch off the multi-timeframe all works.
Please advice?
Many thanks.
Sam

[NinjaTrader_Ray]

What you are suggesting is that our software is not working as designed. If this is the case, we would need a basic strategy (really simple) that demonstrates this problem. We would then reproduce here and investigate further.

[sammano]

My sincere apology

I do not mean by your software not working. May be I misunderstand the concept as not enough explained how the orders are handled in multi timeframe strategy.
I will try to illustrate with a simple strategy and send you soon…
Many thanks
Regards,
Sam

[cunparis]

Any updates on this? I recently started a thread about this. I'm now trying to figure out what's going on.

[NinjaTrader_JoshP]

No response from Sam so we have not proceeded further.

[sammano]

Hi,

Josh Peng kindly informed me that "EntriesPerDirection controls all entries regardless of order type.".

So I add two as my max is 3 then I set EntriesPerDirection =5 (1 for Stop 1 for the Target). This is how I workaround fixed my issue.

Thanks
Sam