Some Limit Orders Not Placed in Backtest

[JagelBagel]

Thank you Jesse.

I believe I have found the reason that some limit orders are not being placed. After live testing my original strategy on some fast series today, I noticed that it is failing to place limit orders only if there is an active limit order on the other side of the market. If I remove the opposite side's order manually (meaning my Level object still believes it has an active order, but NinjaTrader knows there is not), then the submission stops failing. Do you know what may cause this issue? It happens with and without the loop and I believe it is an internal error or constraint, because my logic is working as expected.

[NinjaTrader_ChelseaB]

Hello JagelBagel,

This would be a violation of the internal order handling rules for the managed approach.

From the help guide:
"Methods that generate orders to enter a position will be ignored if:
•A position is open and an order submitted by a non market order 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
•A position is open and two or more Entry methods to reverse the position are entered together. In this case the second Entry order will be ignored.
•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"

https://ninjatrader.com/support/helpGuides/nt8/managed_approach.htm

If you want to have opposing orders working orders, you would need to use the unmanaged approach and submit orders with SubmitOrderUnmanaged().

https://ninjatrader.com/support/helpGuides/nt8/unmanaged_approach.htm

[JagelBagel]

Okay thank you ChelseaB. The weird thing is that it only did that sometimes, and even if I didn't cancel all orders on the opposite side submit would work once any random one was cancelled manually.

For anyone else who may be having a similar issue and doesn't want to use the unmanaged approach, my solution was to have only one level active at a time and this works fine for my specific strategy. I got the closest level, and had that order active until it was filled or it was no longer the closest level.

Thank you Jesse and ChelseaB for your help and suggestions!