Nonlinear dynamics in an optoelectronic delayed feedback semiconductor laser and its application in sensing are studied. We analyze the theories of stability and period of the laser. A route to quasi-periodic bifurcation or a stochastic state from stability is numerically analyzed by shifting the feedback level. The induced dynamics are found to be in one of four distributions (stable, periodic pulsed, period-three pulsed, and undamping oscillating). An external injection into the laser results