Hello,

I currently have a multitimeframe strategy setup on 4 range and 1 range bars. 4 range handle the entry conditions and initial entry order, while the 1 range series handles order cancellation if the close price moves 2 ticks away from entry order.
The problem im having is that once an order has been placed, a cancellation preceeds it immediately.

 

Code

if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0) {    if (Bla Bla) {      entryOrder1 = EnterLongLimit(0, true, DefaultQuantity, Close[0] - 2 * TickSize, "Long 1a");      Buy = true;} if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 1) {    if (Buy == true && entryOrder1 != null && entryOrder1.LimitPrice != null && Close[0] == entryOrder1.LimitPrice + 2 * TickSize) {     CancelOrder(entryOrder1);    Buy = false;}

The issue seems to be the use of Close[0] in BarsArray = 1. If I use Closes[0][0], it will wait for next 4 range bar to close before cancelling order, which is too far away.
I cannot use Indicator(BarsArray[1])[0] command as the indicator is custom 3rd party.

Any ideas on how to combat this?

Thanks

James

James,

Did you ever get this figured out? I'm having the same problem.

Thanks,

Conad