I am starting to handle my own rejected orders with RealtimeErrorHandling.StopCancelCloseIgnoreRejects and OnOrderUpdate()
I want to keep the strategy running but close positions and cancel orders.
I am using Set methods for stop and profit.
My question is:
If I exit the open position using Position.Quantity and ExitLong(Qty) will the related SetStopLoss order automatically be closed through the OCO relationship when the position is closed or will I have to also explicitly close the stop and profit orders with CancelOrder()?
Thanks
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