Second harmonic generation is enhanced at the surface lattice resonance in plasmonic nanoparticle arrays. We carried out a parametric investigation on two-dimensional lattices composed of gold nanobars where the centrosymmetry is broken at oblique incidence. We study the influence of the periodicity, the incidence angle and the direction of the linear input polarization on the second harmonic generation. Excitation of the surface lattice resonance either at the fundamental or second harmonic wavelength, achieved by varying the incidence angle, enhance the conversion efficiency. As a special case, we demonstrate that both the wavelengths can be simultaneously in resonance for a specific period of the lattice. In this double resonant case, maximum second harmonic power is achieved.