Exit() method has been ignored

[zwentz]

I'm getting the following error when I try an execute ExitStop orders:

An Exit() method to submit an exit order at '4/29/2010 12:00:00 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.

I've searched but can't grok what I'm doing wrong.

protected override void OnBarUpdate()
{
	//==================================================
	//----Setup local variables
	//==================================================
	bool InTrade 	= MarketPosition.Flat != Position.MarketPosition;
	bool ShortTrade = MarketPosition.Short == Position.MarketPosition;
	bool LongTrade	= MarketPosition.Long == Position.MarketPosition;
	
	if (!Forex)
	{
		OneTick = TickSize;
		OneTickDollar = TickSize * Instrument.MasterInstrument.PointValue;
	}
	else
	{
		OneTick = TickSize * 10;
		OneTickDollar = TickSize * Instrument.MasterInstrument.PointValue * 10;
	}
	//==================================================
	
	
	
	//==================================================
	//----Cancel limit orders
	//==================================================
	if (CurrentBar - BarCounter > EnterBarsSinceDot && LimitOrder != null && !InTrade)
		CancelOrder(LimitOrder);
	
	if (!InTrade && StopOrder != null)
	{
		CancelOrder(StopOrder);
		LastStop = -1;
	}
	//==================================================
	
	
		
	//==================================================
	//----Long Entry
	//==================================================
	if ((!TrendStrengthConfirm || (TrendStrengthConfirm && BDTtrendStrength().Strength[0] > StrengthThreshold)) && 
		(!BDTTrendConfirm || (BDTTrendConfirm && BDTTrend().BDTtrend[0] > 0)) && 
		(!MarketSentimentConfirm || (MarketSentimentConfirm && USMktSentiment2(MktSentimentLength).Val3[0] < Close[0])))
	{
		if (PrimaryEntry && !InTrade)
		{
			if (BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).Primary_SE[0] > 0)
			{
				EnterShort("SE-Primary");
				EntryName = "SE-Primary";
			}
		}

		if (SecondaryEntry && !InTrade)
		{
			if (BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).Strike_LE[0] > 0)
			{
				if (SecondaryEntryMarket)
				{
					EnterLong("LE-Sec-Market");
					EntryName = "LE-Sec-Market";
				}
				else 
				{
					BarCounter = CurrentBar;
					LimitOrder = EnterLongLimit(0,true,DefaultQuantity,Low[0]+SecEntryMoveOffset*OneTick,"LE-Sec-Limit");
					EntryName = "LE-Sec-Limit";
				}
			}
		}
	}
	//==================================================
	
	
	
	//==================================================
	//----Short Entry
	//==================================================
	if ((!TrendStrengthConfirm || (TrendStrengthConfirm && BDTtrendStrength().Strength[0] > StrengthThreshold)) && 
		(!BDTTrendConfirm || (BDTTrendConfirm && BDTTrend().BDTtrend[0] < 0)) && 
		(!MarketSentimentConfirm || (MarketSentimentConfirm && USMktSentiment2(MktSentimentLength).Val3[0] > Close[0])))
	{
		if (PrimaryEntry && !InTrade)
		{
			if (BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).Primary_SE[0] > 0)
			{
				EnterShort("SE-Primary");
				EntryName = "SE-Primary";
			}
		}

		if (SecondaryEntry && !InTrade)
		{					
			if (BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).Strike_SE[0] > 0)
			{						
				if (SecondaryEntryMarket)
				{
					EnterShort("SE-Sec-Market");
					EntryName = "SE-Sec-Market";	
				}
				else 
				{
					BarCounter = CurrentBar;
					LimitOrder = EnterShortLimit(0,true,DefaultQuantity,High[0]-SecEntryMoveOffset*OneTick,"SE-Sec-Limit");
					EntryName = "SE-Sec-Limit";
				}
			}
		}
	}
	//==================================================
	
	
	
	//==================================================
	//----Yellow Dot Exit
	//==================================================
	if (YellowDotExits && InTrade)
	{
		if (CloseOfBarExit)
		{
			if (LongTrade && BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).LX[0] > 0)
				ExitLong("LX-YellowDot-Mkt",EntryName);
			
			if (ShortTrade && BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).SX[0] > 0)
				ExitShort("SX-YellowDot-Mkt",EntryName);
		}
		else
		{
			if (LongTrade && BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).LX[0] > 0)
			{
				if (StopOrder != null)
					CancelOrder(StopOrder);
				StopOrder = ExitLongLimit(0,true,DefaultQuantity,High[0]-DotExitMinMoveOffset*OneTick,"LX-YellowDot-Limit",EntryName);
			}
			
			if (ShortTrade && BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).SX[0] > 0)
			{
				if (StopOrder != null)
					CancelOrder(StopOrder);
				StopOrder = ExitShortLimit(0,true,DefaultQuantity,Low[0]+DotExitMinMoveOffset*OneTick,"SX-YellowDot-Limit",EntryName);
			}
		}
	}
	//==================================================
	
	
	
	//==================================================
	//----Stop Level Exits
	//==================================================
	if (StopLevelExits && InTrade)
	{
		double StopLevHigh = BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).StopLevHigh[0];
		double StopLevLow = BDTShowMe(false,MktSentimentLength,true,true,StopLevelStrength,true,-1000).StopLevLow[0];
		if (LongTrade && StopLevLow != 0)
		{
			if (StopOrder != null)
				CancelOrder(StopOrder);
			
			StopOrder = ExitLongStop(0,true,DefaultQuantity,StopLevLow-StopMinMoveOffset*OneTick,"LX-StopLevel",EntryName);
			LastStop = StopLevLow;
		}
		
		if (ShortTrade && StopLevHigh != 0)
		{
			if (StopOrder != null)
				CancelOrder(StopOrder);
			
			StopOrder = ExitShortStop(0,true,DefaultQuantity,StopLevHigh+StopMinMoveOffset*OneTick,"SX-StopLevel",EntryName);
			LastStop = StopLevHigh;
		}
	}
	//==================================================
	
	
	
	//==================================================
	//----Max Target / Stop
	//==================================================
	SetStopLoss(CalculationMode.Ticks,MaxStopLoss*OneTickDollar);
	SetProfitTarget(CalculationMode.Ticks,MaxTarget*OneTickDollar);
	//==================================================
}

[NinjaTrader_Ben]

Hello,

Is this an example of what you are having issues with?
ExitLong("LX-YellowDot-Mkt",EntryName);

It looks like you have the ExitLong() parameters messed up:

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

Specifically, you have two signal names...it looks like.

[zwentz]

Hey Ben

Thanks for the reply. That's weird because that's the only thing that was working. What I ended up finding was when you start handling orders, cancelling them and what-not, "SetStopLoss" and "SetProfitTarget" conflict with that. So I just replaced those two function calls with Limit and Stop orders and that fixed it.

Zach