my cancelOrder doesn´t work in onMarketData. Is there any restriction? When the condition in onmarketdata is true then the new limitorder "LLa" is correctly working but the limitorder "iLa" that should be cancelled is persisting.
if(...true)
CancelOrder(entryOrderiLa);
entryOrderiLa = null;
entryOrderiLLa=EnterLongLimit(0,true,1,linevalue-2*TickSize, "iLLa");
When the new limit "iLLa" is there then this shows that conditions are OK. Why isn´t the "iLa" cancelled?
Thank you!
Tony
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