3x EnterShortStop() - only first submits

[Argo1]

What can be cause of not submit second and third order?

entryOrderShort1 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort1");
entryOrderShort2 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort2");
entryOrderShort3 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort3");

In logs, there are only records for MyEntryShort1 (Pending ->Accepted ->Working). For other orders there is nothing. Strange.

[Argo1]

As usual - unwanted Internal Order Handling Rules :/

[roonius]

What can be cause of not submit second and third order?

entryOrderShort1 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort1");
entryOrderShort2 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort2");
entryOrderShort3 = EnterShortStop(0, true, varQuantity, sigPrice, "MyEntryShort3");

In logs, there are only records for MyEntryShort1 (Pending ->Accepted ->Working). For other orders there is nothing. Strange.

Make sure your EntriesPerDirection is at least 3

or entry handling = "UniqueEntries"

[Argo1]

I have enough values. The problem is NT limit called: "Internal Order Handling Rules that Reduce Unwanted Positions"
- it reduces possibility to create my technically tradable strategy.

[NinjaTrader_JoshP]

The rules will never be hit simply from having three short orders. It is in conjunction with some other part of your strategy that the rules are hit if they are.

You can view the various rules here: http://www.ninjatrader-support.com/H...tml?Overview36

[Argo1]

I know this. I must switch to another strategy creation tool because of this limits - I can't create even my first strategy based on pending orders with custom SL, TP, TS.

[Chris_M]

The rules will never be hit simply from having three short orders. It is in conjunction with some other part of your strategy that the rules are hit if they are.

You can view the various rules here: http://www.ninjatrader-support.com/H...tml?Overview36

I agree with Argo: this order handling rules even prohibit basic entry strategies as breakout from a low volatility range with a double-sided stop order.
I know that it will be possible with v.7 to submit orders directly. But IMHO the more efficient way would have been to simply abandon this limitating rules.
This, together with the missing possibility of executing portfolio backtests, are IMHO the two big limitations of NT, that I like very much in other respects.

[NinjaTrader_JoshP]

There are many reasons the rules have to be in place. You cannot submit simultaneous working orders in opposite directions of the market. If you want this behavior, just submit one order. When price moves closer to the opposite's direction, cancel the first and submit the second. If it reverses back up, cancel the 2nd and resubmit the first.

[Argo1]

Josh, I don't want to have hedging possibility and this is not case in my strategy. I even don't like hedging/not fifo

[NinjaTrader_JoshP]

Argo1,

There are other rules not necessarily associated with hedging that are also required. Unfortunately I could not tell you which one you hit without dissecting your code line by line.