I want to accomplish the following:
1. Enter a limit order (based on the price of the close of the bar +/- an offset), and then check whether the order was filled upon the end of next bar. If not, cancel and replace the order based on the new price +/- offset. Repeat the process until the order is finally filled.
2. Check for partial fills and update the order accordingly. Say, initial order was for 10 lots and only 2 were filled. Then, the updated order quantity should be 8.
3. Have the order handling code running in a different BarInProgress than the rest of the code.
I am not sure I should hire or develop? Please shed some light. Are there any samples in the public domain addressing this?
Thanks
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