{
myEntryOrder = EnterShortLimit(0,true,SizeES-voladjustES,CurrentDayOHL(Opens[0]).CurrentOpen[0],"ES SHORT");
SetStopLoss("ES SHORT", CalculationMode.Price, CurrentDayOHL(Opens[0]).CurrentOpen[0]), false);
SetProfitTarget("ES SHORT", CalculationMode.Price, PriorDayOHLC(Closes[0]).PriorClose[0]+3);
}
{
if (order.Name == "myEntryOrder" && orderState == OrderState.Filled)
myEntryOrder = order;
// Convert to market order if second limit order rejected
if (myEntryOrder != null && myEntryOrder == order)
{
// Rejection handling
if (order.OrderState == OrderState.Rejected)
{
myEntryOrder = EnterShort(0,SizeES-voladjustES,"ES SHORT MARKET");
SetStopLoss("ES SHORT MARKET", CalculationMode.Price, 3000 + CurrentDayOHL(Opens[0]).CurrentOpen[0]), false);
SetProfitTarget("ESSHORT MARKET", CalculationMode.Price, PriorDayOHLC(Closes[0]).PriorClose[0]+5);
}
}
}
Comment