I have a problem with my strategy.

On chart it looks like the order has been closed, but on Super Dom the order is still there. And after this, on chart the order appears to exit again.

Please look on the attached chart:



I have a single target long (in the place where you see the arrow), but I have two orders on exit.

Here are my entry conditions:

 

Code

protected override void OnBarUpdate() { EntryHandling = EntryHandling.UniqueEntries; ManageOrders(); ManageExit(); if ((Position.MarketPosition == MarketPosition.Short | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntryNo && CrossAbove(QQE(RSI_Period, SF).Value1, QQE(RSI_Period, SF).Value2, LookBackCross) && EMA(EMAperiod1)[0] > EMA(EMAperiod2)[0] ) GoLong(); else if ((Position.MarketPosition == MarketPosition.Long | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntryNo && CrossAbove(QQE(RSI_Period, SF).Value2, QQE(RSI_Period, SF).Value1, LookBackCross) && EMA(EMAperiod1)[0] < EMA(EMAperiod2)[0] ) GoShort(); else if ((Position.MarketPosition == MarketPosition.Short | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntryNo && QQE(RSI_Period, SF).Value1[0] > QQE(RSI_Period, SF).Value2[0] && CrossAbove(EMA(EMAperiod1), EMA(EMAperiod2), LookBackCross) ) GoLong(); else if ((Position.MarketPosition == MarketPosition.Long | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntryNo && QQE(RSI_Period, SF).Value1[0] < QQE(RSI_Period, SF).Value2[0] && CrossAbove(EMA(EMAperiod2), EMA(EMAperiod1), LookBackCross) ) GoShort(); // entry ergodic else if ((Position.MarketPosition == MarketPosition.Short | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntry && CrossAbove(QQE(RSI_Period, SF).Value1, QQE(RSI_Period, SF).Value2, LookBackCross) && EMA(EMAperiod1)[0] > EMA(EMAperiod2)[0] && Ergodic(3, 5, 14).Main[0] >= 25 ) GoLong(); else if ((Position.MarketPosition == MarketPosition.Long | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntry && CrossAbove(QQE(RSI_Period, SF).Value2, QQE(RSI_Period, SF).Value1, LookBackCross) && EMA(EMAperiod1)[0] < EMA(EMAperiod2)[0] && Ergodic(3, 5, 14).Main[0] <= -25 ) GoShort(); else if ((Position.MarketPosition == MarketPosition.Short | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntry && QQE(RSI_Period, SF).Value1[0] > QQE(RSI_Period, SF).Value2[0] && CrossAbove(EMA(EMAperiod1), EMA(EMAperiod2), LookBackCross)&& Ergodic(3, 5, 14).Main[0] >= 25 ) GoLong(); else if ((Position.MarketPosition == MarketPosition.Long | Position.MarketPosition == MarketPosition.Flat) && ErgodicEntry && QQE(RSI_Period, SF).Value1[0] < QQE(RSI_Period, SF).Value2[0] && CrossAbove(EMA(EMAperiod2), EMA(EMAperiod1), LookBackCross) && Ergodic(3, 5, 14).Main[0] <= -25 ) GoShort(); }

Can someone help?

Quoting 

Can someone help?

If you have tested this on a market replay, then problem is probably with fills.

Go to tools----> options------> simulator tab-----> check " enforce immediate fills "
and then again test on a market replay.

Of course under real market conditions, you may get similar 2 fills when you exit with market order.