The goal is to update Stops of any active order every time OnBarUpdate() is called.
I was trying this example on a MarketReplay connection with a entry create by hand using a ATM in the SuperDOM.
protected override void OnBarUpdate() { foreach (Order order in Account.Orders) { if(Order.IsTerminalState(order.OrderState)){ // Print(order.ToString()); } else { // Try to change the stop if (order.OrderType == OrderType.StopMarket){ int sign = 1 ; // Let assume entry is Long double new_price = order.StopPrice + sign * TickSize; new_price = order.Instrument.MasterInstrument.RoundToTickSize(new_price); Print(strinf.Format(" -- sign: {2}: changing stop {0} --> {1}", order.StopPrice, new_price, sign)); ChangeOrder(order, order.Quantity, order.LimitPrice, new_price); } } } }
Can anyone show me what I am missing?
Thanks in advance
--
Asterio
Comment