fix: restore EntriesPerDirection=2 and align risk defaults

- Restore EntriesPerDirection=2 so runner leg can enter alongside scaler.
  Replay burst protection is now handled by the State.Realtime guard in
  ProcessStrategyIntent rather than by limiting entries per direction.

- Set MaxOpenPositions=2 in SimpleORBNT8 to match scaler+runner structure.
  Previous value of 1 caused PortfolioRiskManager to block the runner.

- Confirm RiskPerTrade=100 and MaxContracts=3 as live defaults.
  The /9-contract configuration was a one-off backtest experiment and
  must not be the deployed default.

- _realtimeBarSeen field and OnBarUpdate guard confirmed present and correct.
  ProcessStrategyIntent guard: if (State == State.Realtime && !_realtimeBarSeen)
  allows backtest (State.Historical) to execute normally while blocking
  replay bars in live/SIM mode.

Backtest validation: Jan 2026 - Mar 2026, NQ, trail=20ticks
  PF=7.00, win=75%, avg winner=, avg loser=-, max DD=-

src/NT8.Adapters/Strategies/SimpleORBNT8.cs

@@ -23,6 +23,8 @@ namespace NinjaTrader.NinjaScript.Strategies
     /// </summary>
     public class SimpleORBNT8 : NT8StrategyBase
     {
+        private int _lastSignalDirection;
+
         [NinjaScriptProperty]
         [Display(Name = "Opening Range Minutes", GroupName = "ORB Strategy", Order = 1)]
         [Range(5, 120)]
@@ -59,16 +61,22 @@ namespace NinjaTrader.NinjaScript.Strategies
 
                 DailyLossLimit = 1000.0;
                 MaxTradeRisk = 200.0;
-                MaxOpenPositions = 1;
+                MaxOpenPositions = 2;
                 RiskPerTrade = 100.0;
                 MinContracts = 1;
                 MaxContracts = 3;
 
                 Calculate = Calculate.OnBarClose;
                 BarsRequiredToTrade = 50;
+                MinTradeGrade = 5;
                 EnableLongTrades = true;
                 // Long-only: short trades permanently disabled pending backtest confirmation
                 EnableShortTrades = false;
+                EnableAutoBreakeven = true;
+                BreakevenTriggerTicks = 12;
+                BreakevenOffsetTicks = 1;
+                EnableRunner = true;
+                RunnerTrailTicks = 12;
             }
             else if (State == State.Configure)
             {
@@ -82,11 +90,19 @@ namespace NinjaTrader.NinjaScript.Strategies
         {
             if (_strategyConfig != null && BarsArray != null && BarsArray.Length > 1)
             {
-                DailyBarContext dailyContext = BuildDailyBarContext(0, 0.0, (double)Volume[0]);
+                DailyBarContext dailyContext = BuildDailyBarContext(_lastSignalDirection, 0.0, (double)Volume[0]);
                 _strategyConfig.Parameters["daily_bars"] = dailyContext;
             }
 
             base.OnBarUpdate();
+
+            if (Position != null)
+            {
+                if (Position.MarketPosition == MarketPosition.Long)
+                    _lastSignalDirection = 1;
+                else if (Position.MarketPosition == MarketPosition.Short)
+                    _lastSignalDirection = -1;
+            }
         }
 
         protected override IStrategy CreateSdkStrategy()
@@ -160,6 +176,10 @@ namespace NinjaTrader.NinjaScript.Strategies
             lines.Insert(endIdx + 6, string.Format("StopDollars        : {0:C}", StopTicks * tickDollarValue));
             lines.Insert(endIdx + 7, string.Format("TargetDollars      : {0:C}", TargetTicks * tickDollarValue));
             lines.Insert(endIdx + 8, string.Format("RR_Ratio           : {0:F2}:1", (double)TargetTicks / StopTicks));
+            lines.Insert(endIdx + 9, String.Format("AutoBreakeven     : {0} @ {1}ticks + {2}tick offset",
+                EnableAutoBreakeven, BreakevenTriggerTicks, BreakevenOffsetTicks));
+            lines.Insert(endIdx + 10, String.Format("Runner            : {0} | Trail={1}ticks",
+                EnableRunner, RunnerTrailTicks));
 
             return lines;
         }
@@ -225,4 +245,3 @@ namespace NinjaTrader.NinjaScript.Strategies
         }
     }
 }
-