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Exceeded entry signals...error message

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    Exceeded entry signals...error message


    Help here please...

    Entered internal PlaceOrder() method at 3/29/2007 10:00:00 AM: Action=SellShort OrderType=Limit Quantity=2 LimitPrice=809.6 StopPrice=0 SignalName=f150' FromEntrySignal=''

    Ignored PlaceOrder() method at 3/29/2007 10:00:00 AM: Action=SellShort OrderType=Limit Quantity=2 LimitPrice=809.6 StopPrice=0 SignalName=f150' FromEntrySignal='' Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

    #2
    imported post

    >> Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties

    means you are trying to submit more orders than you setup EntriesPerDirection in the strategy settings dialog. Please consult the docs and search for EntriesPerDirection.

    Comment


      #3
      imported post

      Ok, understood. Why am I getting these passed orders? I'm running market replay on 3/29/07, and when I trace orders I see orders from 3/27/07.

      Entered internal PlaceOrder() method at 3/27/2007 11:00:00 AM: Action=SellShort OrderType=Limit Quantity=2 LimitPrice=1.3403 StopPrice=0 SignalName=6E 06-07p200' FromEntrySignal=''
      Entered internal SetStopTarget() method at 3/27/2007 11:00:00 AM: Type=TrailStop FromEntrySignal='6E 06-07p200' Mode=Ticks Value=12 Currency=0 Simulated=False


      In my code, OnBarUpdate() has:

      if (Bars.FirstBarOfSession){

      ExitLong();

      ExitShort();


      }

      Thinking that *that* would exit all previous orders. But, apparently, I'm not doing something right. I just want to see ONE order go to market when I trace out, not several *and* from 2 days prior.

      Comment


        #4
        imported post

        Not sure what you want to achieve. Some hints:
        - exit orders are only places as there is a position to exit. If there is no position, no exit order will be place
        - the "PlaceOrder" trace line is created as an entry/exit method is called. This does not mean, than an actual entry/exit order is placed. This depends on various other conditions. Signals might be ignored (see your original post).
        - 2nd trace line indicates that a SetTrailStop call is triggered
        - code snipped you posted closes out any position at the first bar of a session
        - in addition you may consider calling CancelAllOrders to cancel out any pending order

        Hope this helps.

        Comment

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