ORIGINAL:
// Buy 1 entryBuyOrder = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt1, offsetBase(1) - orderTypeSign * this.buy_OFFSET1 * TickSize, 0, "Long Limit1_" + Instrument.Id, "Long Limit1"); // Buy 2 entryBuyOrder1 = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt2, offsetBase(1) - orderTypeSign * this.buy_OFFSET2 * TickSize, 0, "Long Limit2_" + Instrument.Id, "Long Limit2"); // Buy 3 entryBuyOrder2 = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt3, offsetBase(1) - orderTypeSign * this.buy_OFFSET3 * TickSize, 0, "Long Limit3_" + Instrument.Id, "Long Limit3"); // Sell 1 entrySellOrder = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt1, offsetBase(-1) + orderTypeSign * this.sell_OFFSET1 * TickSize, 0, "Short Limit1_" + Instrument.Id, "Short Limit1"); // Sell 2 entrySellOrder1 = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt2, offsetBase(-1) + orderTypeSign * this.sell_OFFSET2 * TickSize, 0, "Short Limit2_" + Instrument.Id, "Short Limit2"); // Sell 3 entrySellOrder2 = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt3, offsetBase(-1) + orderTypeSign * this.sell_OFFSET3 * TickSize, 0, "Short Limit3_" + Instrument.Id, "Short Limit3");
// Buy 1 entryBuyOrder = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt1, offsetBase(1) - orderTypeSign * this.buy_OFFSET1 * TickSize, 0, "Long Limit1_" + Instrument.Id, "Long Limit1"); // Sell 1 entrySellOrder = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt1, offsetBase(-1) + orderTypeSign * this.sell_OFFSET1 * TickSize, 0, "Short Limit1_" + Instrument.Id, "Short Limit1"); if (entryBuyOrder.OrderState == OrderState.Filled) // Buy 2 entryBuyOrder1 = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt2, offsetBase(1) - orderTypeSign * this.buy_OFFSET2 * TickSize, 0, "Long Limit2_" + Instrument.Id, "Long Limit2"); if (entryBuyOrder.OrderState == OrderState.Filled) // Buy 3 entryBuyOrder2 = CreateOrder(0, OrderAction.Buy, OrderType.Limit, buy_qnt3, offsetBase(1) - orderTypeSign * this.buy_OFFSET3 * TickSize, 0, "Long Limit3_" + Instrument.Id, "Long Limit3"); if (entrySellOrder.OrderState == OrderState.Filled) // Sell 2 entrySellOrder1 = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt2, offsetBase(-1) + orderTypeSign * this.sell_OFFSET2 * TickSize, 0, "Short Limit2_" + Instrument.Id, "Short Limit2"); if (entrySellOrder.OrderState == OrderState.Filled) // Sell 3 entrySellOrder2 = CreateOrder(0, OrderAction.SellShort, OrderType.Limit, sell_qnt3, offsetBase(-1) + orderTypeSign * this.sell_OFFSET3 * TickSize, 0, "Short Limit3_" + Instrument.Id, "Short Limit3");
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