Multiple Timeframe problem in 7.0

[paulca]

Version 7.0.0.23.

We have been running a multiple TtimeFrame strategy in 6.5 with the same instrument in both TF's. We discovered early on that even though we are only trading on the Primary TF, an entry order (a stop entry) has to be resubmitted on both TF's otherwise the order is cancelled when exiting the secondary timeframe OnBarUpdate(). Note that we set the EntriesPerDirection property to 1 during initialization.

We recently moved the strategy to 7.0 and found that the order (re)entry on the secondary TF is intermittently having the order rejected with the following error:

'Exceeded entry signals limit based on EntryHandling and
EntriesPerDirection properties'

and a null IOrder is returned. We are currently testing an "all in/all out" strategy so it's not currently a problem but would be for a "scale in" strategy.

Attached is a copy of the output window with our log entries and NT log entries (TraceOrders property is set to true).

[NinjaTrader_RyanM1]

Hello Paulca,

We discovered early on that even though we are only trading on the Primary TF, an entry order (a stop entry) has to be resubmitted on both TF's otherwise the order is cancelled when exiting the secondary timeframe OnBarUpdate().

This shouldn't be a requirement. You can submit orders to only one time frame, and use the liveUntilCancelled property = true for the order to remain active beyond the bar it's submitted on.