protected override void OnOrderUpdate(IOrder order)
{
if (ZBOrder != null && ZBOrder.Token == order.Token && order.OrderState == OrderState.Filled )
{
ZBWrk = true;
Print("***********************FILL**************** ********");
Print("QTY:"+order.Quantity.ToString());
if (sBuySell=="S")
{
//ZNOrder = EnterShortLimit(1,true,order.Quantity,GetCurrentBi d(1), "SPRD2");
ZNOrder = EnterShort(1,order.Quantity,"SPRD2");
Print("SELL ZN:" + (GetCurrentBid(1)));
}
if (sBuySell=="B")
{
//ZNOrder = EnterShortLimit(1,true,order.Quantity,GetCurrentBi d(1), "SPRD2");
ZNOrder = EnterLong(1,order.Quantity,"SPRD2");
Print("BUY ZN:" + (GetCurrentAsk(1)));
}
Print("***********************FILL**************** ********");
ZBOrder = null;
}
}
Comment