i am placing my stop orders in the
protectedoverridevoid OnExecution(IExecution execution) function.
if i get multiple fills, i want to ensure that i have only 1 stop order that matches the entire fill. how do i do that.
my stop order looks like this and will be called in for every execution that matches SIGNAL_ENTRY and will be multple if there are multiple fills related to the same entry order.
ExitLongStop(stopprice, SIGNALEXIT_STOP, SIGNAL_ENTRY);

Comment