Error: PlaceOrder: entry execution for existing position missing

[bfalls]

I have a strategy that was working fine in live data but fails in Playback data. It is a strategy that only swaps from long to short and always has a stop loss, so it is always in a position. Also, for the reverse position code I make sure that the Exit*() finishes by testing in OnOrderUpdate that the contract count for the order and for the stop loss has gone to zero, only then do I submit another SetStopLoss() and Enter*() in the opposite direction. So it should be back to a flat position when I enter again. What does this error message mean? Thanks for any help. See image:

[bfalls]

To fix this I simplified things a bit and made the SetStopLoss() call once in OnStateChange(), changing it from using a calculated Price to simply a Ticks offset. That still didn't fix it. But moving the Enter*() call from OnOrderUpdate to OnBarUpdate right after the call to Exit*() seems to have done the trick. I'll try it out again on live data when the futures open up again. It seems to be working now with Playback data.