I wrote a simple strategy to enter the market with EnterLong() or EnterShort() on immediate enabling of the strategy with a custom trailing strategy.
This strategy works fine on Mirus and on Replay. The system actually enters the order (opens a position) on immediate execution.
The strategy however does not work on MB, it will not open a position.
It seems to work fine if I put an event like SMA crossover to trigger the entry but it will not open the position if there is no such trigger.
Traceorders show that the entry was submitted and then cancelled at the end of the candle and resubmitted.
To ensure that it is not my code, I used the strategy wizard to create a strategy to EnterLong() if market is flat, nothing else and executed the strategy with the same results.
How do I get around this?
I have tried an EnterLongLimit with a price well above the current price (just in case it was a bid/ask issue) and this does not work as well.
Thanks

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