The entries work fine with no problems, and so do the associated targets and stops. For a Long position, targetOrder_2 (one contract) is placed higher than targetOrder_1.
targetOrder_1 is hit first and correctly cancels the associated stopOrder_1. However, it also cancels the target and stop for my second entry (targetOrder_2 and stopOrder_2). So I am left with a long position with no protection.
Below is the data from the output window:
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Buy OrderType=Limit Quantity=2 LimitPrice=0.9612 StopPrice=0 SignalName='Long_1' FromEntrySignal=''
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=0.9612 StopPrice=0 SignalName='Long_2' FromEntrySignal=''
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=0.9554 SignalName='Stop_1' FromEntrySignal='Long_1'
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Limit Quantity=1 LimitPrice=0.9629 StopPrice=0 SignalName='Target_1' FromEntrySignal='Long_1'
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=0.9554 SignalName='Stop_2' FromEntrySignal='Long_2'
2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Limit Quantity=1 LimitPrice=0.9668 StopPrice=0 SignalName='Target_2' FromEntrySignal='Long_2'
2/10/2009 8:13:30 AM Cancelled pending exit order, since associated position is closed: Order='74107f903d454e43a20499a9e11ad200/Replay101' Name='Stop_1' State=Accepted Instrument='6S ##-##' Action=Sell Limit price=0 Stop price=0.9553 Quantity=2 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Stop Tif=Day Oco='' Filled=0 Fill price=0 Token='74107f903d454e43a20499a9e11ad200' Gtd='1/12/2099 12:00:00 AM'
2/10/2009 8:13:31 AM Cancelled pending exit order, since associated position is closed: Order='51d4986c970f43609e0eab308bc0affe/Replay101' Name='Target_2' State=Working Instrument='6S ##-##' Action=Sell Limit price=0.9682 Stop price=0 Quantity=1 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Limit Tif=Day Oco='' Filled=0 Fill price=0 Token='51d4986c970f43609e0eab308bc0affe' Gtd='1/12/2099 12:00:00 AM'
2/10/2009 8:13:31 AM Cancelled pending exit order, since associated position is closed: Order='2c0b9ae404594fbd893eb8989e6e6af1/Replay101' Name='Stop_2' State=Accepted Instrument='6S ##-##' Action=Sell Limit price=0 Stop price=0.9554 Quantity=1 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Stop Tif=Day Oco='' Filled=0 Fill price=0 Token='2c0b9ae404594fbd893eb8989e6e6af1' Gtd='1/12/2099 12:00:00 AM'

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