Cancel Order Using Managed Approach

[NinjaTrader_RyanM1]

That's saying that the object order, raised by OnOrderUpdate, matches your myEntryOrder object. "order" is used as it's descriptive for the type of object you're working with, but you can use anything there.

This does the same thing:
protected override void OnOrderUpdate(IOrder cupCake)
{
if (myEntryOrder != null && myEntryOrder == cupCake)

[Baseheadz]

Gotcha. Thanks for the excellent help

[Baseheadz]

Ryan, how could you do this with an ATM strategy? Leaving everything else the way it is now. When I try to compile, the line for myEntryOrder which creates the strategy ID will return the error: "Cannot implicitly convert type 'bool' to NinjaTrader.Cbi.IOrder'

protected override void OnBarUpdate()
{

if ((myEntryOrder == null)
&& CrossAbove(Close, EMA(LengthMA), 1)

{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
myEntryOrder = AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, (Close[0] ), 0, TimeInForce.Day, orderId, "myatmtemplatename", atmStrategyId);
barNumberOfOrder = CurrentBar;
}

//Cancels Limit order************************************
if ((myEntryOrder != null) &&(CurrentBar > barNumberOfOrder + 7))
{
CancelOrder(myEntryOrder);

}
}

//ON ORDER UPDATE BELOW
protected override void OnOrderUpdate(IOrder order)
{
if (myEntryOrder != null && myEntryOrder == order)
{
// Reset the entryOrder object to null if order was cancelled without any fill
if (order.OrderState == OrderState.Filled || order.OrderState == OrderState.Cancelled)
{
myEntryOrder = null;
}
}

}

[NinjaTrader_RyanM1]

You won't be able to use IOrders the same with an ATM strategy. You need the ATM methods for this.

http://www.ninjatrader.com/support/helpGuides/nt7/atm_strategy_methods.htm

http://www.ninjatrader.com/support/helpGuides/nt7/atmstrategycancelentryorder.htm