Order Pending Cancel

[NewCode]

I am attempting to cancel a pending order if it does not execute within my DM criteria at the current candle due to slippage or whatever the case may be. Can you help with this. I have the slippage set during the back test to get more precise outcomes as i know slippage can change on a per trade basis. I was thinking IO order was the way to go about it but i can't figure out how to code the pending order cancel if trade conditions change.

if ( CrossAbove(DM(14).DiMinus, DM(14).DiPlus, 1))

//////////////////Entry//////////////
{entryOrder = EnterShortLimit(0, true, DefaultQuantity, Close[0] , "Short Limit");

SetProfitTarget("Short Limit", CalculationMode.Percent, 5);
ExitShort("", "Short Limit");
}

if(CrossAbove(DM(14).DiPlus, DM(14).DiMinus, 1)
&&DM(14).DiPlus[6] > DM(14).DiMinus[6])
{
ExitShort("", "Short Limit");
}

protected override void OnOrderUpdate(IOrder order)
{
if ( entryOrder != OrderState.Filled
&&DM(14).DiPlus[0] > DM(14).DiMinus[0])
{
CancelOrder(entryOrder);
}
}

[NinjaTrader_AlanP]

Hello NewCode,

Thank you for your note.

From the code sample provided its not clear what the issue is however I would suggest seeing the following links which provide samples of how to submit profit target and stop loss orders as well as how to cancel a working order.

Default Strategy: Using OnOrderUpdate() and OnExecution() methods to submit protective orders

https://ninjatrader.com/support/forum/showthread.php?t=7499

Default Strategy: Using CancelOrder() method to cancel orders

https://ninjatrader.com/support/forum/showthread.php?t=18890

If you still need additional help please upload the complete strategy along with the behavior you are seeing vs expected.

Please let us know if you need further assistance.