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Cannot open 2 stop limit orders simultaneously

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    Cannot open 2 stop limit orders simultaneously

    Hello
    I'm trying to open 2 stop limit order in different directions (long and short)

    Code:
                if (_orderShort == null)
                {
                    _orderShort = EnterShortStopLimit(0, true, 1, Close[0] - 50 * TickSize,
                        Close[0] - 55 * TickSize, "Short stop limit");
                }
    
                if (_orderLong == null)
                {
                    _orderLong = EnterLongStopLimit(0, true, 1, Close[0] + 50 * TickSize,
                        Close[0] + 55 * TickSize,
                        "Long stop limit");
                }
    The problem is that the only one order (first) executed. The second always returns null.
    In example above EnterLongStopLimit always returns null. If I swap them and call
    1) EnterLongStopLimit
    2) EnterShortStopLimit
    then EnterShortStopLimit will return null.

    It seems NT cannot hold 2 stop limit orders simultaneously. Is the any way to make it working?

    #2
    Hello rfsettling,

    Unfortunately, this would violate the internal order handling rules.
    From the help guide:
    "Methods that generate orders to enter a position will be ignored if:
    ...
    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"

    Below is a link to the help guide on 'Internal Order Handling Rules that Reduce Unwanted Positions'.


    A similar post can be found here about reversing positions.



    Instead you would need to switch the unmanaged approach which allows you to send any orders you would like and hand no internal order handling rules.
    Chelsea B.NinjaTrader Customer Service

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