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Two orders in the same bar

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    Two orders in the same bar

    I need to cancel an order and to put a new order in the opposite side in the same bar. For example: "Cancel Buy Stop" and send "Sell Stop". But at the moment my strategies only can send one order in the same bar. How can I do it?

    #2
    soyjesus, you would need to Cancel order the BuyStop order, wait for the cancellation confirmation and then issue the new order in OnOrderUpdate().

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      #3
      Yes Bertrand, but if I have an active order (for Example, BuyStop) and when the next bar finish I need to cancel this BuyStop order and send a SellStop order inmediately, how can I do it?

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        #4
        You will need to work in OnOrderUpdate() then, cancel order the resting one and if the orderstate for this flips to .Cancelled send your new one, the event timing here is tied to orderstate change events, not the OnBarUpdate().

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