OBS.: SCheck(Sup(), 2) is a routine to verify if Sup() is below 2 * ThickSize of GetCurrentBid(). In same way, Rcheck(Res(), 2) is a routine to check if Res() is above 2 * TickSize of GetCurrentAsk().
1 - I use OnExecution to know when a EntryOrder in filled.
Regards
Eros

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