I made a multitimeframe strategy (with the help of this example http://ninjatrader.com/support/forum...ead.php?t=5787 ) that dynamically adjusts its Trailing Stop based on Ask bars (even though it sends its short entry orders to Bid bars).
It worked properly when I ran it in the Strategy Analyzer (and generated dozens of exit fills.)
However, when I ran it in Market Replay it does not generate any exit fills.
My Control Center's Log files seem to show an error message when it tries to do an exit fill (as shown in the attached "LogFiles.csv").
I can also see it canceled the exit order it placed and did attempt any others as shown in attached screenshot 1.jpg.
Any idea what the issue can be?
Thanks
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