Does anyone have a piece of code to reverse orders in Unmanaged approach?
My sequence so far:
1) Identify the trigger for reverse
2) Cancel the STOP and TARGET orders
3) Submit another Order to turn the current position to FLAT
4) Submit order with new position
4) Submit new STOP and TARGET (OnExecutionUpdate).
The problem is when the volume peaks and it does have time to clear de status order. It left some orders behind.
Thanks
Comment