Strategy 'MyCrossover/79360561': An Set() method to submit an exit order at '7/7/2016 1:00:00 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
I have reproduced it with the SampleMACrossOver strategy code. I attached the code to this post. I ran it on Market Replay on the CL 08-16 contract, 60 minute candles, for 7/7/16 and it created the above error. If you comment out one of the two SetProfitTarget and EnterLongStopMarket, then it works without crashing.
Is this a bug?
Thanks!
Bryan
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