Ok so this is for forex 1 minute bars. I want to trigger a market order if my limit order doesn't trigger after 30 seconds into the 1 minute bar.

Will the below code trigger correctly or is only called once and isn't called again after the elapsed 30 seconds?

I was originally just going to use
OrderState.Cancelled == order.OrderState,
but thats not until the next bar

 

Code

protected override void OnOrderUpdate(IOrder order) { if ( (order.Time.AddSeconds(30) == Time[0]) && (OrderState.Filled != order.OrderState) && (order.OrderState == OrderState.Working) ) { market order logic here} }

OnOrderUpdate is called when an order status is updated, not every X seconds.
In your case, I think you should use TriggerCustomEvent() with an EventHandler(), so you can have "something" called exactly every X seconds.