protected override void OnExecutionUpdate()
if(execution.Order.Name == "C4" && execution.Order.OrderState == OrderState.PartFilled)
{
SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.Limit, execution.Order.Filled/2, (execution.Order.AverageFillPrice + (AlvoTicks4*TickSize)), 0.0, ocoString, "TargetC4");
SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, execution.Order.Filled, 0.0, (execution.Order.AverageFillPrice - ((AlvoTicks4/2)*TickSize)), ocoString, "StopLossC4");
}
else if(execution.Order.Name == "C4" && execution.Order.OrderState == OrderState.Filled && sumFilled == execution.Order.Filled)
{
SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.Limit, execution.Order.Filled/2, (execution.Order.AverageFillPrice + (AlvoTicks4*TickSize)), 0.0, ocoString, "TargetC4");
SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, execution.Order.Filled, 0.0, (execution.Order.AverageFillPrice - ((AlvoTicks4/2)*TickSize)), ocoString, "StopLossC4");
}
Log:
============
StopPrice=18535,75 SignalName='V1'
LimitPrice=18533,25 StopPrice=0 SignalName='TargetV1'
StopPrice=18542,25 SignalName='StopLossV1'
Passed without error...............................
LimitPrice=0 StopPrice=0 SignalName='V2'
LimitPrice=18533,25 StopPrice=0 SignalName='TargetV2'
StopPrice=18537,00 SignalName='StopLossV2'
Passed without error...............................
LimitPrice=0 StopPrice=0 SignalName='V3'
LimitPrice=18533,25 StopPrice=0 SignalName='TargetV3'
LimitPrice=0 StopPrice=18537,00 SignalName='StopLossV3'
Passed without error...............................
NOW ERROR::::
01/04/2024 07:05:00 Strategy 'RoboOCOUnmanaged/323791933': Entered internal SubmitOrderUnmanaged() method at 01/04/2024 07:05:00: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=4 LimitPrice=0 StopPrice=0 SignalName='V4'
PASSOU AQUI...............................
01/04/2024 07:05:00 Strategy 'RoboOCOUnmanaged/323791933': Entered internal SubmitOrderUnmanaged() method at 01/04/2024 07:05:00: BarsInProgress=0 Action=BuyToCover OrderType=Limit Quantity=2 LimitPrice=18533,25 StopPrice=0 SignalName='TargetV4'
01/04/2024 07:05:00 Strategy 'RoboOCOUnmanaged/323791933': Entered internal SubmitOrderUnmanaged() method at 01/04/2024 07:05:00: BarsInProgress=0 Action=BuyToCover OrderType=StopMarket Quantity=4 LimitPrice=0 StopPrice=18537,00 SignalName='StopLossV4'
PASSOU AQUI...............................
PASSOU AQUI...............................
01/04/2024 07:05:00 Strategy 'RoboOCOUnmanaged/323791933': Entered internal SubmitOrderUnmanaged() method at 01/04/2024 07:05:00: BarsInProgress=0 Action=BuyToCover OrderType=StopMarket Quantity=2 LimitPrice=0 StopPrice=18534,50 SignalName='StopLossV4'
Strategy 'RoboOCOUnmanaged/323791933': An order has been ignored since the stop price ‘18534.5’ near the bar stamped ‘04/01/2024 07:05:00’ is invalid based on the price range of the bar. This is an invalid order and subsequent orders may also be ignored.
01/04/2024 07:05:00 Strategy 'RoboOCOUnmanaged/323791933': Ignored SubmitOrderUnmanaged() method at 01/04/2024 07:05:00: BarsInProgress=0 Action=BuyToCover OrderType=StopMarket Quantity=2 LimitPrice=0 StopPrice=18534,50 SignalName='StopLossV4' FromEntrySignal='' Reason='Invalid order price, please see log tab'
PASSOU AQUI...............................8
Strategy 'RoboOCOUnmanaged': Error on calling 'OnBarUpdate' method on bar 169: Object reference not set to an instance of an object.
01/04/2024 07:05:00 CancelAllOrders: BarsInProgress=0

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