I would like to clarify that it is possible to use the CancelOrder() method with code other than the entryOrder bar method in the sampleCancelOrder strategy (as per the code below).
// If entryOrder has not been filled within 3 bars, cancel the order. else if (entryOrder != null && CurrentBar > barNumberOfOrder + 3)
Admittedly I haven't tried anything else yet because I wasn't sure.
Regards,
suprsnipes
SOLVED:
An OR is represented in C# with 2 pipe characters: ||
The TimeFilter reference sample also uses an OR this way. I didn't realise.
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