protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time) { // Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected. // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not gauranteed to be complete if it is referenced immediately after submitting if (order.Name == "myEntryOrder" && orderState == OrderState.Filled) entryOrder = order; if (entryOrder != null && entryOrder == execution.Order) Print(execution.ToString()); }
if (order.Name
should be
if (execution.Order.Name
and should comment
// Assign entryOrder in OnOrderUpdate() be
//Assign entryOrder in OnExecutionUpdate?
Comment