I'm using an ATM strategy that sends a buy/sell order at the end of a closed bar to enter with a Stop Limit order if the next bar makes a tick higher than the high/lower than the low of the previous bar.
Now, if the bar DOES NOT make that higher or lower tick, I'd like to cancel the order at the end of the bar. I obviously can't use the BarsSinceEntry command since the order state is "accepted" but not "filled" if the entry condition isn't met.
Thanks for pointing me in the right direction.
Regards
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