I tried to do this with the following 2 lines, which get executed on the Daily Bar OnBarUpdate, at the very end of the trading day. (The number 2 refers to the 1 minute bar time series).
this.EnterShortStop(2, true, 1, lowThreshold, shortStopName);
this.EnterLongStop(2, true, 1, highThreshold, longStopName);
The problem is that only the first stop gets placed, and a message in the Ninja Trader Log says:
"An Enter() method to submit an entry order at '9/11/2008 12:00:00 AM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation."
I found the following rule in the help guide:
(Orders are ignored for reasons including...)
The strategy position is flat and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction
I really need to have two stops, one above the market and the other below the market, placed and ready to be executed on the Open of the following trading day, and they shouldn't be executed by accident in the last few minutes of the previous session.
What are my options for a workaround for this Internal Order Handling Rule?
Thanks in advance!
ChiTrader2000

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