enter order ignored warning

[edstaffin]

Hi,
In one of my strategies I occasionally get
"An Enter() method to submit an entry order at "some time" has been ignored. Please search on the term 'Internal Order Handling Rules ..."

1. Where can I set a break point to catch this in a try block? I've set try blocks all over the place trying to trace this and have had no success.

2. Where/how can I track this down to understand what triggered this?

3. How to tell which of the several things mentioned in the help guide is the one rule that was broken?

Thanks ... Ed

[NinjaTrader_PaulH]

Hello edstaffin,

Thanks for your post.

If you have identified a specific date/time and instrument of the last occurrence then you might try downloading market replay for that day and then rerun to see if you can reproduce the condition/error which would be a good step to diagnosing the issue. With Market replay you can stop replay just before the error time and observe what the conditions are regarding active orders.

You may want to consider turning on TraceOrders as a means to capture the information, however as it is an occasional error you could generate a lot of information before finding the issue. http://ninjatrader.com/support/helpG...raceorders.htm

If the error you are seeing is on an Enter() method then there are a limited number of possibilities to check (from the helpguide):

Methods that generate orders to enter a position will be ignored if:
• A position is open and an order submitted by an exit method (ExitLongLimit() for example) is active and the order is used to open a position in the opposite direction
• A position is open and an order submitted by a set method (SetStopLoss() for example) is active and the order is used to open a position in the opposite direction
• The strategy position is flat and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction
• The entry signal name is not unique