Submitting a Buy Limit at the same time as Sell Limit (Problem)

[vjsworld]

I am building a spread strategy for trading futures. I place a buy and sell simultaneously on Instrument1, based off of Instrument2's bid/ask.

When I do this during MarketDepthUpdates:
------------------------------------------------------------------------
////////////////////////// ENTRY LOGIC ///////////////////////////////////
//Submit the Orders
if (Instr1MP == 0 && Instr1BuyOrder == null)
{
Instr1BuyOrder = EnterLongLimit(0, true, 1, LEInstr1LimitPrice, "");
Print("Submit Buy");
}
if (Instr1MP == 0 && Instr1SellOrder == null)
{
Instr1SellOrder = EnterShortLimit(0, true, 1, SEInstr1LimitPrice, "");
Print("Submit Sell");
}
------------------------------------------------------------------------

NT will only submit the Buy Order. In the output window, the "Submit Sell" just rolls, so I know the " if (Instr1MP == 0 && Instr1SellOrder == null) " condition is true, which means there must be a problem with my order?

If I put the sell stuff above the buy stuff the "Submit Buy" rolls in the output window. So obviously I have a conflict somewhere once one order is submitted.

Any suggestions?

[NinjaTrader_Ray]

You can't submit two simultaneous entry orders on a single instrument. This violates the current order handling limitations.

More information on this at the link below, sroll down to the "Internal Order Handling Rules..." section.

http://www.ninjatrader-support.com/HelpGuideV6/Overview36.html

[vjsworld]

OK,
that's all I need to know.
THANKS!