I´m programming a breakout strategy with CalculateOnBarClose = true. But in some moments i need to send a EnterLongStop and a EnterShortStop order at a same bar. After that, i wait a execution of one. When one order are filled, the strategy need to cancel the other.
However, just will known about the execution of the first order in the next bar.
How can i cancel the second order before the end of the bar?
Thanks for any help,
PH

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