Partial fills help

[shadowfax]

Hi,

I am having an issue during partial fills where I am missing the confirmation in OnExecutionUpdate.

Background: I enter a position using 3 separate brackets (Bracket 1, 2, 3). In OnExecutionUpdate, I wait until all are filled and then set profits/target.

The issue is that sometimes on partial orders, I will get confirmation that 1 or 2 of the brackets were filled, but never on the last bracket - so my target/stops never get set.

Any advice on what I might be doing wrong?

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
		{
			if (execution.Order != null && execution.Order.Name == "Long Entry 1")
			{
				if (execution.Order.OrderState == OrderState.Filled)
				{
					order1Filled = true;
					orderTime = execution.Order.Time;
					logEntry(Instrument.MasterInstrument.Name+"\t"+"Bracket 1 Filled - Quantity: "+execution.Order.Quantity+"\t"+"Price: "+execution.Order.AverageFillPrice);
				}
			}
			if (execution.Order != null && execution.Order.Name == "Long Entry 2")
			{
				if (execution.Order.OrderState == OrderState.Filled)
				{
					order2Filled = true;
					orderTime = execution.Order.Time;				
					logEntry(Instrument.MasterInstrument.Name+"\t"+"Bracket 2 Filled - Quantity: "+execution.Order.Quantity+"\t"+"Price: "+execution.Order.AverageFillPrice);
				}
			}
			if (execution.Order != null && execution.Order.Name == "Long Entry 3")
			{
				if (execution.Order.OrderState == OrderState.Filled)
				{
					order3Filled = true;
					orderTime = execution.Order.Time;
					logEntry(Instrument.MasterInstrument.Name+"\t"+"Bracket 3 Filled - Quantity: "+execution.Order.Quantity+"\t"+"Price: "+execution.Order.AverageFillPrice);
				}
			}
			
			
			if (bracketUnits == 1 && order1Filled)
				orderFilled = true;
			if (bracketUnits == 2 && order1Filled && order2Filled)
				orderFilled = true;
			if (bracketUnits == 3 && order1Filled && order2Filled && order3Filled)
				orderFilled = true;
			
			if (orderFilled)
				logEntry(Instrument.MasterInstrument.Name+"\t"+"Order Complete - Quantity: "+Position.Quantity+"\t"+"Price: "+Position.AveragePrice);

			
			// set stop and profit targets
			if (orderFilled && !setTargetsFlag)
				setTargets();
			}

Thanks,
Alex