Entires Per Direction & Exit Before Enter

[hbmiles2000]

Greetings,

I'm having to separate problems with my strategy after backtesting:

1) The concurrent entries at any one time is exceeding my EntriesPerDirection = 1 I set in the initialize method.
2) In a few instances, the strategy is exiting first, then entering later in time - I have no idea what is causing this.
Thanks in advance for the help,
hbmiles2000

[NinjaTrader_RyanM1]

Hello bmiles2000,

1) It should not exceed EntriesPerDirection = 1 unless you also have EntryHandling = UniqueEntries and multiple uniquely named rules.

2) This can happen in multi time frame strategies, when using set statements like SetStopLoss() and SetProfitTarget. Should you have multiple Bars objects of the same instrument and are using Set() methods in your strategy, you should only submit orders for this instrument to the first Bars context of that instrument. This is to ensure your order logic is processed correctly and any necessary order amendments are done properly.

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

Please let us know if we can offer additional clarification.