Could u check whether the entryOrder[] index 3 is correct (see the example code below extracted from your Help page)? My reading of your other Help page seem to indicate the index should be 2. Thanks for looking into this.
Example:
protectedoverridevoidOnBarUpdate()
{
// ATM strategy methods only work during real-time
if(State!=State.Realtime)
return;
string[]entryOrder=GetAtmStrategyEntryOrderStatus("orderId");
// checks if the entry order exists
// and the order state is not already cancelled/filled/rejected
if(entryOrder.Length>0&&entryOrder[3]=="Working")
{
AtmStrategyCancelEntryOrder("orderId");
}
}
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