building a system always in the market

[jriverac]

Hallo,

I am trying to build a continuos system, always in the market, with the following code:

if (a == true)
{
EnterLongStop(DefaultQuantity, MyHigh, "");
}if (b == true)
{EnterShortStop(DefaultQuantity, MyLow, "");
}

However, it does not always reverse, sometimes it just closes the long position without going short (or viceversa) but sometimes it does it alright. I have read the Order Handling Rules and I understand NT sometimes ignore StopOrders but I do not see why.

Any comments?

Thanks!

[NinjaTrader_JoshP]

Have you tried using TraceOrders to determine the behavior of your orders? If an order is ignored you will be given a reason from the output.

[jriverac]

Well, The output says: Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

I do not understand the EnterStop orders. I thought if I were long, and the lines crossed, an order EnterShortStop will short the thing but sometimes it does, sometimes it doesn´t (Have a look at the picture).

[NinjaTrader_JoshP]

Are you reading the right line of output? You will only get that message if you are already long and submitted another long entry order. Stop orders are essentially market orders once the stop price is hit. That is the behavior they undertake. You will need to debug what you are experiencing. Use print functions that display information about Position.MarketPosition to try and figure out what is happening in your strategy.