1. JForex platform for Trader Contest allows only one order per instrument and five orders in total. Make sure you meet these requirements.
2. USD/MXN and USD/ZAR instruments have a wide bid/ask spread in pip terms. Make sure your SL and TP are set outside of the spread or else your order could end up closing immediately after it's filled.
3. If your order gets rejected then too low value of slippage parameter could be the reason. Set your slippage parameter to a greater value.
I would say slippage>100 and try not to order on high volatility period. Otherwise - slippage between 500-1000. Suprisingly, my order on USDMXN worked well without changing any settings on real acc, so maybe it was just the time of the order.
Also remember, to have serious SL on that one, IMHO not the best pair for contests- unless something really important happens in Mexico.