For example, the strategy determines a condition where we want to place a buy stop limit to wait for the condition to play out but then the signal goes away. Enter order:
EnterLongStopLimit( 1, entryPrice, entryPrice, "tagLongOrderT1" );
How does that get cancelled if we know the signal is lost? I've looked at CancelOrder(IOrder order), but it sounds like I shouldn't use that. Does ExitLong(string fromEntrySignal) cancel the order if it is not filled?
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