When submitting target / stop orders in the OnExecution method, in the sample, we have ...
// Stop-Loss order 4 ticks below our entry price
stopOrder = ExitLongStop(0, true, execution.Order.Filled, execution.Order.AvgFillPrice - 4 * TickSize, "MyStop", "MyEntry");
// Target order 8 ticks above our entry price
targetOrder = ExitLongLimit(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + 8 * TickSize, "MyTarget", "MyEntry");
Please let me know if my understanding of execution.Order.Filled versus execution.Quantity is correct.
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