multi limit orders at same time

[philli4093]

Ok, it's either late or I am missing something here really obvious. Hope someone can help.

I have written a strategy--this is my first, that I want to set 3 limit orders when I have a positive condition. I started using managed orders.

I set

EntriesPerDirection = 3;
EntryHandling = EntryHandling.UniqueEntries;

Which should allow multiple orders ( I only want one order per iorder object)



To do this I simply put these lines in my code

Order1=EnterLongLimit(torder,"1");
Order2=EnterLongLimit(torder-1,"2");
Order3=EnterLongLimit(torder2,"3");

I used a different signalname and assigned each it's own iorder object holder so I can track.

Code works, but I am only getting the first order placed.
I turned on tracing, and I am getting an error in the trace

" Ignored PlaceOrder() method at " for my "2" and "3" orders

What am I doing wrong. I played with changing the entryhanding settings, but still no fix.


here is the trace

4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='1' Mode=Ticks Value=13 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='2' Mode=Ticks Value=19.5 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='3' Mode=Ticks Value=26 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='1' Mode=Price Value=1873.25 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='2' Mode=Price Value=1873.25 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='3' Mode=Price Value=1873.25 Currency=0 Simulated=False
4/1/2014 9:34:12 AM Entered internal PlaceOrder() method at 4/1/2014 9:34:12 AM: BarsInProgress=0 Action=Buy OrderType=Limit Quantity=1 LimitPrice=1876.50 StopPrice=0 SignalName='1' FromEntrySignal=''
4/1/2014 9:34:12 AM Amended open order: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1876.50 StopPrice=0 SignalName=1' FromEntrySignal=''
4/1/2014 9:34:12 AM Entered internal PlaceOrder() method at 4/1/2014 9:34:12 AM: BarsInProgress=0 Action=Buy OrderType=Limit Quantity=1 LimitPrice=1875.50 StopPrice=0 SignalName='2' FromEntrySignal=''
4/1/2014 9:34:12 AM Ignored PlaceOrder() method at 4/1/2014 9:34:12 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1875.50 StopPrice=0 SignalName='2' FromEntrySignal='' Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'
4/1/2014 9:34:12 AM Entered internal PlaceOrder() method at 4/1/2014 9:34:12 AM: BarsInProgress=0 Action=Buy OrderType=Limit Quantity=1 LimitPrice=1874.25 StopPrice=0 SignalName='3' FromEntrySignal=''
4/1/2014 9:34:12 AM Ignored PlaceOrder() method at 4/1/2014 9:34:12 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1874.25 StopPrice=0 SignalName='3' FromEntrySignal='' Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

[NinjaTrader_Bertrand]

philli4093, thanks for the post - I agree, would not expect that outcome with the details you posted - can you still reproduce today? Which market / timeframe were you working on? Is this on our latest NT7 R22 release version?

What would happen if you enter all at the same price torder? Would those orders fill in one bar per price action? As otherwise they would expire unfilled in the default managed approach...