How do I associate the entry with the exit without using SetStopLoss or SetProfitTarget AND allow simultaneous trades that are managed separately inside a strategy.

Example:
1. Enter 1 contract based on some criteria without a stop or target.
2. Enter another contract at a later time without a stop or target.
3. Now I have 2 positions open at different entry prices neither of which have a stop or target defined.
4. Exit criteria is encountered for the entry described in paragraph 2. I want to exit that position leaving the paragraph 1 position in play.

So, in other words, I want to manage each trade independently.

I think what I'll need to do is store order information in an array...Can't believe NT doesn't have this ability and maybe it does and I just don't know how to do it.

I can't figure out how to do that...

I know this isn't directly answering your question, but have you seen:

NJAMC Local Order Manager (LOM) Collaboration Please review the LOM WIKI before posting questions to this thread. ( Hi All, This thread is going to appeal more to Strategy Writers and Programmers. I have been an Elite member for quite some time now and have learned a lot about indicators and strategies …

Mike