private Order entryOrder = null;
 
protected override void OnBarUpdate()
{
  // submit order under valid condition
  // note that the order assignment and handling is done in OnOrderUpdate()
  if (entryOrder == null && Close[0] > Open[0])
    EnterLongLimit(Close[0] - 1, "myEntryOrder");
}
 
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
  // assign incoming order
  if (entryOrder == null)
  {
    // check that order matches by signal name, that order is not in terminal state
    if (order.Name == "myEntryOrder" && !Order.IsTerminalState(order.OrderState))
        entryOrder = order;
  }
 
  if (entryOrder != null && entryOrder == order)
  {
    // set "entryOrder" to null if it is Cancelled, Filled, Rejected, Unknown
    if (Order.IsTerminalState(entryOrder.OrderState))
        entryOrder = null;
  }
}