I am using IOrder arrays to store orders. I find that I can instantiate all array types at the begin of OnBarUpdate except for entry order objects.
For entry orders, I have to submit each order manually and then instantiate them in an array. Only after that, can the arrays of stop orders, target orders, entry orders, and numerica values associated with the same order know each other.
Should that be the case? Any generaic caveats using IOrder object arrays?
Regards,
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