I'm having an issue with market orders not filling when testing in Backtest.
I found this post helpful: https://ninjatrader.com/support/foru...er-not-filling
However, it seems that I've found a new instance of the market order not filling. I've used the Visual Studio debugger to set breakpoints in both OnExecutionUpdate and OnOrderUpdate to confirm that all orders are canceled or filled and all order variables are set to null.
Yet the new order still does not fill. This only happens in the same case as the post above, when the strategy attempts to enter on the bar immediately following an exit.
Since the order does not fill there is no more trading for the duration of the time frame.
Any ideas on how to fix this without forcing the strategy to wait a bar?
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