ONBARUPDATE
if (Position.MarketPosition == MarketPosition.Long && s1 == true && ordercancelled == false)
{
CancelOrder (stopLossLong);
ordercancelled = true;
}
if (Position.MarketPosition == MarketPosition.Short && s1 == true && ordercancelled == false)
{
CancelOrder (stopLossShort);
ordercancelled = true;
}
ONORDERUPDATE
if (order.OrderState == OrderState.Cancelled && Position.MarketPosition == MarketPosition.Long && s1 == true && ordercancelled == true)
{
SubmitOrderUnmanaged (1, OrderAction.Sell, OrderType.Market, Position.Quantity, 0, 0, "", "StopLossLong");
ordercancelled = false;
}
if (order.OrderState == OrderState.Cancelled && Position.MarketPosition == MarketPosition.Short && s1 == true && ordercancelled == true)
{
SubmitOrderUnmanaged (1, OrderAction.BuyToCover, OrderType.Market, Position.Quantity, 0, 0, "", "StopLossShort");
ordercancelled = false;
}
the double order typically looks like this:
4/21/2022 11:38:16 AM Strategy 'OCOCHOP3 NT8/248797137': Cancelled custom managed order: orderId='527cca619dea48d18594dff41275c48e' account='Sim101' name='StopLossShort' orderState=Accepted instrument='ES 06-22' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=4471.75 quantity=1 tif=Gtc oco='4ded62d82e314d3d969029938a78fc8bShortExits' filled=0 averageFillPrice=0 onBehalfOf='' id=114795 time='2022-04-21 11:38:06' gtd='2099-12-01' statementDate='2022-04-21'
4/21/2022 11:38:16 AM Strategy 'OCOCHOP3 NT8/248797137': Entered internal SubmitOrderUnmanaged() method at 4/21/2022 11:38:16 AM: BarsInProgress=1 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='StopLossShort'
4/21/2022 11:38:16 AM Strategy 'OCOCHOP3 NT8/248797137': Entered internal SubmitOrderUnmanaged() method at 4/21/2022 11:38:16 AM: BarsInProgress=1 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='StopLossShort'
sometimes i get something like this:
4/21/2022 12:10:40 PM Strategy 'OCOCHOP3 NT8/248797137': Cancelled custom managed order: orderId='2ad9a7e4b0c549b4b52aabb6e9f5eb83' account='Sim101' name='StopLossLong' orderState=Accepted instrument='ES 06-22' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=4446.75 quantity=1 tif=Gtc oco='9db26c0a07a440958b1e1d052f6157ceLongExits' filled=0 averageFillPrice=0 onBehalfOf='' id=114904 time='2022-04-21 12:10:34' gtd='2099-12-01' statementDate='2022-04-21'
4/21/2022 12:10:41 PM Strategy 'OCOCHOP3 NT8/248797137': Entered internal SubmitOrderUnmanaged() method at 4/21/2022 12:10:41 PM: BarsInProgress=1 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='StopLossLong'
4/21/2022 12:10:41 PM Strategy 'OCOCHOP3 NT8/248797137': Entered internal SubmitOrderUnmanaged() method at 4/21/2022 12:10:41 PM: BarsInProgress=1 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='StopLossLong'
4/21/2022 12:10:47 PMSubmit Order Unmanaged market
4/21/2022 12:10:47 PMSubmit Order Unmanaged market

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