Unable to cancel Stop Limit order prior to being filled

[mattbsea]

Hello -


When I find a trade entry, I am calling:

double long_limit = High[1] + (TickOffsetLong * Instrument.MasterInstrument.TickSize);
​EnterLongStopLimit(long_limit, long_limit - Instrument.MasterInstrument.TickSize, "GoLong");
​

I record the order object in OnOrderUpdate():

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
​{

if (m_order != null && m_order.IsBacktestOrder && State == State.Realtime)
  m_order = GetRealtimeOrder(m_order);

if(order.Name == "GoLong")
{
m_order = order;
}

if (m_order != null && m_order == order)
  {
      if (order.OrderState == OrderState.Cancelled && order.Filled == 0)
          m_order = null;
      if (order.OrderState == OrderState.Filled)
          m_order = null;
  }
}

Later if I find the entry should be canceled, I call:

CancelOrder(m_order);

OnBarUpdate only allows Realtime, so there shouldn't be any historical orders:

// Make sure this strategy does not execute against historical data
if(State != State.Realtime)
  return;

However, the call to CancelOrder() has to effect. The Stop Limit order remains. How can I cancel the stop limit prior to fill?

[mattbsea]

Disregard!

I needed to use the long form of EnterLongStopMarket and set isLiveUntilCanceled = true

Now it works.

Never mind!