I am trying to use the AtmStrategyCancelEntryOrder method to cancel an limit order if the price moves 3 ticks away using the sample atm strategy.
How do I reference the limit order using ATM strategy commands.
I have previously used IORDER management. It looks something like this
if (entryOrder1 != null && entryOrder1.LimitPrice != null && Close[0] == entryOrder1.LimitPrice + 3 * TickSize)
{
CancelOrder(entryOrder1);
}
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