Here is some of the Code. Any help would be greatly appreciated.
if (
orderId.Length == 0
&& atmStrategyId.Length == 0
Blah Blah
)
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.Action.Buy, OrderType.Limit, Close[0] -1 * TickSize, 0, TimeInForce.Day, orderId, "Blah", atmStrategyId);
}
elseif (
orderId != null
&& Close[0] == orderId.LimitPrice + 4 * TickSize)
{
CancelOrder(orderId);
}
if (
orderId.Length == 0
&& atmStrategyId.Length == 0
blah blah)
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.Action.Sell, OrderType.Limit, Close[0] -1 * TickSize, 0, TimeInForce.Day, orderId, "blah", atmStrategyId);
}
elseif (
orderId != null
&& Close[0] == orderId.LimitPrice - 4 * TickSize)
{
CancelOrder(orderId);
}
Comment