Problem cancelling orders - positions add up?

[NetTecture]

Hello,

anyone a tip for that?

I have a strategy loosing tons of money on the YM at the moment (which is ok - it is absolutely not finished, I am right now working on filtering and logic).

Anyhow, it works "good" on the YM.

Now, I did put it onto the TF. On the TF I Have the problem that the positions get "out of what".

The strategy opens three lots, under 3 signals. THis works perfect on the YM - it gets stopped out etc.

Now, on the TF, I regularly end up with 5-6 open lots on the simulator. Basically, it seems my code triggers multiple closes, which results in reversed positions.

I can see that, because i see "CLose Position" for 3 cars, and then "Buy to Cover". Same price, same amount. The result is a reverse in positions - on which sometimes then my "normal reverse" (reverse signal) is added.

Example:

* Sell 3 cars normaly, one for each signal.
* Some bars later, I get a reversal. I get:
- Buy to Cover
- CLose Position
- 3 signal adds.

Naturally - it should not buy to cover AND close the position.

Any idea what may happen here?

[NinjaTrader_Austin]

NetTecture, have you tried using TraceOrders to get an idea of what your strategy is "thinking"? TraceOrders will tell you most everything you need to know about the strategy's orders. Here is a link to a great post by Josh that explains how to use TraceOrders.

[NetTecture]

TraceOrders is in now. Lets see what happens.

Funny enough, that was rare in most circumstances on my main market (YM), while it happened pretty regular in the other market. I will see what it was