Exit on close caused a position to open Potential BUG

[frostengine]

Here are the executions for this afternoon (all live account). I have an exit on close set up for 600 seconds before closing. Its also worth noting my entry logic uses if Time[0].Hour<15 || Time[0].Hour>17. This should prevent trading at 5:00 EST.

$GBPUSD Buy 1000 1.56 08/07/12 11:30 AM Entry 1 000L
$GBPUSD Sell 1000 1.56 08/07/12 04:50 PM Exit on close

At this point everything is fine, the 600 seconds before, the position got closed out. Then this happened:

$GBPUSD Sell 1000 1.56 08/07/12 05:03 PM Entry 1 000S
$GBPUSD Sell 1000 1.56 08/07/12 05:03 PM 2 Exit on close (at this point I have 2 lots short now)
$GBPUSD Buy 1000 1.56 08/07/12 05:11 PM Exit 1 000S

That buy took out 1 lot, and left my account short 1 lot. How did this happen? Why did it have an exit on close at 5:03? And the entry etc.

Any ideas on what happened here? I am running NinjaTrader 7.0.1000.10

[NinjaTrader_JC]

Hello frostengine,

Could you send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support. Make sure the Log and trace files box is checked to the left.

Please reference the forum in the body of the email, and in the subject line put: ATTN: JC.

Happy to be of further assistance.

[frostengine]

Done, thanks