So we want to be able to set an initial stop loss order then later change it into a parabolic stop. We've tried the following in backtesting and realtime strategy using market replay.
Initially tried to do the initial stop loss using SetStopLoss(), then use SetParabolicStop() to change existing stop loss but that doesn't work.
Next, tried using CancelOrder() on existing stop loss order then call SetParabolicStop() and order didn't get cancelled.
Also, tried just having initial stop loss using SetParabolicStop() but with 0 accel/accelmax/accelstep then later resubmit using another SetParabolicStop() call and that didn't work. Cancelling that parabolic stop order using CancelOrder() before doing another SetParabolicStop() call didn't work either.
Is there a certain condition that CancelOrder() won't work on a stop loss order? Thanks.
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