I need some help, Here is a slimmed down version of what I am trying to do:

 

Code

// In Variables Section List<double>listLongOrderLevels = new List<double>(); //end Variable Section //In OnBarUpdate //Conditions to find price listLongOrderLevels.Add(prc) //Logic to Find Nearest price level privatedouble FindNearestLongLevel () { //Compare current price with levels in List object, Return Closest price } //Ready to place Order x = FindNearestLongLevel(); EnterLongLimit(x);

Now i need to remove the levels from the list object only after the order is filled. I will have to override the OnExecution method.

 

Code

protectedoverridevoid OnExecution(IExecution execution) { listLongOrderLevels.Remove(execution.Price); }

There is where the problem comes, it removes the level if a stop or target is also on it

So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?

Laserdan 

I need some help, Here is a slimmed down version of what I am trying to do: There is where the problem comes, it removes the level if a stop or target is also on it So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?

You would need to introduce IOrder:
Something like this:

 

Code

// In Variables Section List<double>listLongOrderLevels = new List<double>(); IOrder entryorder; //end Variable Section //In OnBarUpdate //Conditions to find price listLongOrderLevels.Add(prc) //Logic to Find Nearest price level privatedouble FindNearestLongLevel () { //Compare current price with levels in List object, Return Closest price } //Ready to place Order x = FindNearestLongLevel(); entryorder = EnterLongLimit(x); protectedoverridevoid OnExecution(IExecution execution) { if (entryorder != null && execution.Order.Token == entryOrder.Token) listLongOrderLevels.Remove(execution.Price); }

Thanks, I will see where it takes me...I knew it was something like that.

Once again, thanks roonius..wrks like a charm. Now on to the next phase...