I have some logic in OnOrderUpdate that will set my profit & stop loss as below
protected override void OnOrderUpdate(Cbi.Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment)
{
if(order.OrderState == OrderState.Filled)
{
if (order.IsShort)
{
ExitShortStopMarket((double)openingRangeHigh, @"cover loss", @"short");
ExitShortLimit(StrategyHelpers.GetProfitTargetBasedOnRR(Close[0], (double)openingRangeHigh, RR), @"cover profit", @"short");
}
else
{
ExitLongStopMarket((double)openingRangeLow, @"sell loss", @"long");
ExitLongLimit(StrategyHelpers.GetProfitTargetBasedOnRR(Close[0], (double)openingRangeLow, RR), "sell profit", @"long");
}
}
}​
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