NinjaTrader ignores orders

[NinjaProgrammer]

It has been written a lot about similar issues but I haven’t found a post describing my problem.
I have written a prototype code but can’t get around a sticky point . . .

When a long entry order fills, the OnExecution method submits P/L target orders:

ExitLongStop( BarsInProgress, true, execution.Quantity, execution.Price - 5 * TickSize, @"ExitLongStop_2", @"" );
ExitLongLimit( BarsInProgress, true, execution.Quantity, execution.Price + 5 * TickSize, @"ExitLongLimit_2", @"" );

Then OnBarUpdate does the following:

ExitLongStop( Close[ 0 ] - 4 * TickSize, @"ExitLongStop_1", @"" );

The target orders have to be submitted explicitly vs. using SetStopLoss and SetProfitTarget as otherwise the "ExitLongStop_1" order would be ignored. Wondering why?

Now, the sticky point. In OnBarUpdate, instead of exiting via ExitLongStop I want to reverse the position with EnterShortStop with the same stop price. I would expect that this would result in the same stop order being sent to the brokerage with the only difference being double quantity. But the call to the EnterShortStop method is ignored. The best solution I have in mind is to call EnterShort when the "ExitLongStop_1" order fills but that’s a bad solution.

I would appreciate any ideas.

Thanks
Yuriy

[NinjaTrader_Bertrand]

Yuriy, thanks for the post - you might want to check this article from our help guide out for info about the 'Internal Order Handling Rules' - http://www.ninjatrader-support.com/H...verview36.html (Please review the bottom section of the link for those).

Then when testing your order placement, enabled TraceOrders in the Initialize and open the Output window for updates on your invidual order status - http://www.ninjatrader-support2.com/...ead.php?t=3627

Your solution to circumvent the above rules, is valid...for NinjaTrader 7 we offer an 'unmanaged order submission' feature then -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Unmanaged Order Submission
In 6.5 some users were burdened with our "Internal Order Handling" rules. We have introduced unmanaged order submission which bypasses the convenience of our order handling layer. This lower level of programming allows you to do what you want relative to order submission/management without any limitations other than any imposed by your broker. There are only three methods, SubmitOrder(), ChangeOrder() and CancelOrder(). You then get the flexibility of managing your orders how you see fit and optionally handling rejections.