At this point I'm just trying to understand how the some of the limit order-related events are processed.
My understanding is if I use EnterLongLimit( ) and set liveUntilCancelled = false then the limit order will be cancelled at the end of the current bar (i.e., the next time OnBarUpdate() is called. Is this correct?
However, if I set liveUntilCancelled = true then the limit order will stay active until any of the 3 events occur: 1) the order is filled, 2) it expires, or 3), the CancelOrder() method is call. Is this correct?
Please let me know if I'm missing something (anything) that will help w/using liveUntilCancelled.
Thx,
Lou
My understanding is if I use EnterLongLimit( ) and set liveUntilCancelled = false then the limit order will be cancelled at the end of the current bar (i.e., the next time OnBarUpdate() is called. Is this correct?
However, if I set liveUntilCancelled = true then the limit order will stay active until any of the 3 events occur: 1) the order is filled, 2) it expires, or 3), the CancelOrder() method is call. Is this correct?
Please let me know if I'm missing something (anything) that will help w/using liveUntilCancelled.
Thx,
Lou
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