if(lastFill == 0.0 && okToTrade)
{
lastFill = e.Price;
tierCount = 0;
upOrder = EnterShortLimit(contractsPerEntry, e.Price + (stop_ticks * TickSize), "OpenShort");
dnOrder = EnterLongLimit(contractsPerEntry, e.Price - (stop_ticks * TickSize), "OpenLong");
}
where upOrder and dnOrder are IOrder interfaces.
the logfile says one of the orders is being ignored, which is obvisouly the second order since the first order goes pending. I read in the Help files that this simultaneous limit orders in opposite directions is not possible. Is there a work around for this?
I am using NT 6.5
Regards,
ajhg4
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