Too many entries

[Wintermute]

I have a problem with my strategy it's making more entries(two) than it should(one), from time to time. I tried a few things, but nothing seems to work.
My strategy is:
-buy on Friday's one tick above highest high of last ten days, if the 10 day simple moving average is above the 40 day simple moving average.
-if I get filled, I exit my position on Monday;

I want to make only one entry. I made two filters to prevent additional entries:
-X variable which prevents from extra orders( enter only if X == false);
-EntriesPerDirection=1,(EntryHandling=EntryHandling .AllEntries);

but I still get two entries;

Bellow i Attach a code:

        protected override void OnBarUpdate()
        {
			if(Time[0].DayOfWeek==DayOfWeek.Friday && Time[0].Hour>=OpeningOrderHour && X==false)
			{
            	if (SMA(BarsArray[1],SMA1Period)[0] > SMA(BarsArray[1],SMA2Period)[0])
            	{
					Max=MAX(Highs[1],highestHighPeriod)[0];
					BuyPrice=Max + TickSize;
					if(Open[0]>BuyPrice)
					{
						pozycja=EnterLong();
						Print("Before " + Time[0].ToString() + " " + X.ToString());
						SetStopLoss(CalculationMode.Ticks, 100);
						X=true;
						Print("After " + Time[0].ToString() + " " + X.ToString());
					}
            	}
			}
			if(Time[0].DayOfWeek!=DayOfWeek.Friday && Time[0].DayOfWeek!=DayOfWeek.Saturday && Time[0].DayOfWeek!=DayOfWeek.Sunday && Time[0].Hour>=closingTradeHour)
			{
			ExitLong();	
			}
		}
        protected override void OnPositionUpdate(IPosition pozycja)
		{
			if(pozycja.MarketPosition==MarketPosition.Long)
				X=true;
			if(pozycja.MarketPosition==MarketPosition.Flat)
				X=false;			
		}

I tried Print() method to see what is going on before making entry and right after entry and I still can't figure it out. It's seems like X variable is changing itself from true to false. Example :
Friday at 7:02 X == false(condition to make entry) then strategy is making entry and changing X to true. X is supposed to be true until Monday morning.
Friday at 7:09 is making another entry and X is false again(don't know why it changed to false and don't know why strategy is ignoring EntriesPerDirection=1).

I am attaching results screen shot, with two entries.
I don't know what to do, please help.

[NinjaTrader_JoshP]

Wintermute,

What you would want to try is tracking your X variable. Try putting a print for its state outside of all if-statements at the beginning of your OnBarUpdate().

[Wintermute]

Thanks for Your replay. I did what You said. I put print() outside of all if-statements at the beginning of your OnBarUpdate(). And that's what I got:

X variable On Bar Update: 2003-01-23 21:57:00 False
X variable On Bar Update: 2003-01-23 21:58:00 False
X variable On Bar Update: 2003-01-24 07:01:00 False
X variable just before entry2003-01-24 07:01:00 False
X variable right after entry 2003-01-24 07:01:00 False
X variable On Bar Update: 2003-01-23 22:00:00 True
X variable On Bar Update: 2003-01-24 07:02:00 False
X variable On Bar Update: 2003-01-24 07:03:00 False
X variable On Bar Update: 2003-01-24 07:04:00 False
X variable On Bar Update: 2003-01-24 07:06:00 False
X variable On Bar Update: 2003-01-24 07:07:00 False
X variable On Bar Update: 2003-01-24 07:08:00 False
X variable just before entry2003-01-24 07:08:00 False
X variable right after entry 2003-01-24 07:08:00 False
X variable On Bar Update: 2003-01-24 07:09:00 True
X variable On Bar Update: 2003-01-24 07:10:00 True

My session template set's beginning of session at 7:00 and end of session at 22:00. This output is very surprising for me. Seems like strategy is first getting data of 2003-01-24 07:01:00 then it moves back to 2003-01-23 22:00:00 and than again it goes to 2003-01-24 07:02:00(situation colored in red). I checked my data and it seems alright. I am lost, I don't know what's going on.

Any ideas what can I do to make it right?

[NinjaTrader_Bertrand]

Wintermute, is this a MultiSeries strategy you're working with here?

[Wintermute]

Yes it is, Primary Bars are 1 minute $EURUSD and secondary Bars are 1 day $EURUSD.

[NinjaTrader_Bertrand]

You would then need to ensure to filter the OnBarUpdate() for the needed BarsInProgress calls you wish to see, without any restrictions logic is run for each bar update seen :

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

[Wintermute]

Thank You very much. It workes good now.

[NinjaTrader_Bertrand]

I'm glad to hear that, thanks for posting the update.