OnExecution and Backtest

[jriverac]

Hallo,

I have many problems with strategies that should have StopLoss and TrailStop since the Set() methods cannot be used simultaneously. What I am trying to do is use the SetTrailStop() and exit with ExitLongStop orders but it doesn´t really work.
Can anyone tell me what is wrong with my appoach? I use market orders to enter a long trade. I use OnExecution() to submit an ExitLongStop order, with LivetillCancelled set to true and using the execution.order.AvgFillprice minus some Stoploss. Traceorders is set to true, so I can see in the output window that the order is placed. No errors there.
In backtest the order is never there. As soon as I change to SetStopLoss, everything works wonderfully.
Can anyone give me any insight in how to deal with this situation? Shall I post the code?

Thank you. Any help welcome.

[NinjaTrader_Bertrand]

jriverac, unfortunately not exactly sure from you post, so please clarify - are you trying to use Set and Exit methods simultaneously? Then you would easily run into the internal order handling rules we have 'under the hood' -

http://www.ninjatrader-support.com/HelpGuideV6/Overview36.html