It looks simple enough to iterate Account.All, call Account.CreateOrder(), and then use Account.Submit(). This takes a lot of parameters but I was able to get it to work.
However, getting profit/stop orders in seems to be a challenge. I'd be happy if the Managed approach worked here, but it doesn't seem to do anything. Also, in my testing I was not getting a callback to OnExecuteUpdate(), thus I am at a bit of a loss as to how to proceed. I am using a market entry so I could in theory submit all 3 orders at the same time and hope I get the fill price I expect, but this seems a little off.
I'm really hoping to avoid the need for multiple strategies looking at the same market data.
Thanks!
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