ExitLongLimit ignored

[Walter]

Dear,
I'm testing my strategy and I note that sometimes exitlonglimi is ignored.
Trace orders reports that There already is a matching, filled exit order in place.
I debug with visual studio and I check orders list but there aren't orders whit same price..
You can see a complete trace:

06/01/2011 16:25:00 Entered internal PlaceOrder() method at 06/01/2011 16:25:00: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=2 LimitPrice=1,3074 StopPrice=0 SignalName='BETA_SCALP_EUR_DOL_TRAIL_TargetLong_01 ' FromEntrySignal='BETA_SCALP_EUR_DOL_TRAIL_EnterLon g_01'
06/01/2011 16:25:00 Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=2 LimitPrice=1,3074 StopPrice=0 SignalName=BETA_SCALP_EUR_DOL_TRAIL_TargetLong_01' FromEntrySignal='BETA_SCALP_EUR_DOL_TRAIL_EnterLon g_01' Reason='There already is a matching, filled exit order in place'


thanks

[NinjaTrader_Brett]

Hello,

Thanks for the note.

It doesnt have to be an exit order at the same price. When your using the managed approach there are some rules to order submission which are designed to keep you out of a error state.

Please see this rules:

Internal Order Handling Rules that Reduce Unwanted Positions

http://www.ninjatrader.com/support/helpGuides/nt7/managed_approach.htm

Methods that generate orders to exit a position will be ignored if:

•A position is open and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction
•A position is open and an order submitted by a set method (SetStopLoss() for example) is active