An Exit() method to submit an exit order has been ignored

[molecool]

I have seen this one in the forum and understand why it would be triggered. However, I don't use exit orders intra-day as I'm simply flipping orders via EnterLong and EnterShort. The one time I use an exit order explicitly (i.e. the trade is not being exited via a stop) is at the end of the trading session.

Anyway, this is what I'm getting:

An Exit() method to submit an exit order at '10/15/2012 10:29:00 AM' has been ignored.

So this happens in the middle of the trading session (EST time being used) and it doesn't make much sense. The strategy seems to be running fine and I don't see any inconsistencies in behavior.

Also, strangely enough this error only happens once and it only happens on the very first day my strategy starts running. If I set the chart back a few days it will trigger that error on that first day. Then it runs fine for hundreds of days without that error showing up again.

Any pointers/ideas would be welcome.

[NinjaTrader_Matthew]

What are you Min. Bars Required set to on the strategy? If you lower this to 0 days, do you still get this same error?

[molecool]

Yes, I set it to 0 minutes and the problem is still present.

[NinjaTrader_Matthew]

molecool,

If you're getting Exit method ignores without using any explicit exit methods, we'd need a reproducible scenario sent into development to determine why this occurring.