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?

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, …

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]) } }

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?

are you using the bool overloads

bukkan 

are you using the bool overloads

Can you give me a direction howto add this?

NinjaStrategies 

Can you give me a direction howto add this?

CancelAllOrders(true, true);