I am building a strategy that enters two limit orders. How can I determine which of the two limit orders was executed when the OnExecution() method is triggered? The purpose here is to identify the limit order that was not executed and cancel it. Please provide the answer in sample code.

 

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Hcoffin1941, I am new to NinjaTrader, but I think, you would be having two names for the two limit orders, so you should be able to check the status of the order with something like "if (order.OrderState == OrderState.Filled)".
Like I said, I am new to NT and this forum. I am still learning, so please excuse me if I am wrong.