This is where I am:
If (my condition)
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, entryPrice, 0, TimeInForce.Day, orderId, "Str1", atmStrategyId);
}
And it's all ok. But...
How can I cancel an order that is not filled? I would like to cancel that order, if not filled, after a number (decided by me) of bars.
Any idea? Thanks!
Comment