CancelOrder on multiple contracts

December 3rd, 2011, 01:00 PM

I am working on a strategy that can be used with multiple contracts.
It is using limitorders and when they are not filled, a condition must cancel them.

The problem is: only one contract is cancelled, see below.

//Entering Trades
if (Contracts==2) {entryOrderLong = EnterLongLimit(0,true,1,BuyPrice1,"EL1");entryOrderLong = EnterLongLimit)0,true,1,BuyPrice1,"EL2");}

//Cancelorders
if (Position.MarketPosition == MarketPosition.Flat && entryOrderLong != null && Close[0]>=CancelPrice)
{
CancelOrder(entryOrderLong);
}

How do I get both contracts cancelled?

December 3rd, 2011, 05:26 PM

you might get some clues here

Help wanted! Long/short strategy with cancel order and trail stop

Hey Folks am looking for some help with the attached strategy. It does everything I want it to do but only once! It will go long/short after entry signal with a stop loss and then if it is profit will trail the stop loss at the open [1] as coded. However, …

December 3rd, 2011, 10:39 PM

you can simply use

Code

CancelAllOrders(....)

alternatively for better management (i.e. not only for cancelling orders) i would prefer to have a list, like

in variables

Code

private List<IOrder> list = new List<IOrder>();

the trade managements

Code

IOrder order = EnterLong(....);
list.Add(order);
//enter the second order
order = EnterLong(...);
listAdd(order);

//cancellation logic

Code

for (int i = 0; i < list.Count; i++)
{
        if (condition)
        {
                CancelOrder(list[i])
         }
}

December 4th, 2011, 05:12 AM

bukkan

you can simply use

Code

CancelAllOrders(....)

I am using the managed approach and CancelAllOrders does not exist.

I am not that good in programming to fix it the other way you mentioned.

Everything works with 1 contract but using 2 or 3 contracts only one is cancelled.

Is there a way to edit my own code to fix this?

December 4th, 2011, 07:29 AM

are you using the bool overloads

December 5th, 2011, 08:33 AM

bukkan

are you using the bool overloads

Can you give me a direction howto add this?

December 5th, 2011, 08:53 AM

NinjaStrategies

Can you give me a direction howto add this?

CancelAllOrders(true, true);

CancelOrder on multiple contracts

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CancelOrder on multiple contracts