Entry, Exit and Position Issue

[RhinoGG]

Using v6.5
I have an issue with Entry and Exit in a Multi Time Frame Strategy when an Exit Condition and Entry Condition fires on the same bar. I don't believe the problem is due to the Multi Time Frame as I set the entries/exits on the condition of BarsInProgress =0. I'm attempting to manage the position/direction using local variables, but I'm sure there may be a cleaner way to do this. On the same OnBarUpdate event, can the strategy Exit one direction and Enter the other, as I've coded in the code below?

Logs from the Executions tab;

Time E/X Position Name
8:40:56 Entry 1L LONG_ENTRY
9:10:41 Exit - Sell
9:10:41 Entry 1S Close Position
9:10:42 Entry 2S SHORT_ENTRY
9:49:40 Exit 1S Buy to cover



if (BarsInProgress == 0)
{
//Exit Conditions
if (_position = true)
{
if (_longposition = true)
{
if (exit_condition)
{
ExitLong("LONG_ENTRY");
_longposition = false;
_position = false;
}
}
if (_shortposition = true)
{
if (exit_condition)
{
ExitShort("SHORT_ENTRY");
_shortposition = false;
_position = false;
}
}
}

//Entry Conditions
if (_position == true) return;

if (long_entry_condition)
{
EnterLong("LONG_ENTRY");
_longposition = true;
_position = true;
}
if (short_entry_condition)
{
EnterShort("SHORT_ENTRY");
_shortposition = true;
_position = true;
}
}

[NinjaTrader_RyanM1]

Hello RhinoGG,

You are running into our internal order handling rules here. An exit and entry will not be processed on the same bar.

By default entries will reverse a position. If you want reversal behaviour you can combine your conditions for exit and entry and then only submit the entry order.



Methods that generate orders to exit a position will be ignored if a strategy position is open and:

• An order submitted by an enter method (EnterLongLimit() for example) is active and this entry order is used to open a position in the opposite direction