Reverse with Limit Orders

[dancorcal]

I am trying to code a simple strategy that will create a limit order to both exit an existing trade and enter a new trade at the same price once a condition is met. Basically simple Keltner scalp:
if (High[0] > KeltnerChannel(1.5, 10).Upper[0])
EnterShortLimit(DefaultQuantity, Close[0], "");

if (Low[0] < KeltnerChannel(1.5, 10).Lower[0])
EnterLongLimit(DefaultQuantity, Close[0], "");

The system will enter the first, but will not exit the first trade and enter the next once the other condition is met. Please advise.

Thanks,

[NinjaTrader_Bertrand]

Unfortunately with this approach you're easily running into the 'Internal Order Handling Rules' - http://www.ninjatrader-support.com/H...verview36.html (bottom section of this link).

To debug your order behavior we recommend using the TraceOrders feature -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3627