OnOrderUpdate()

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protected override void OnOrderUpdate(Cbi.Order order, double limitPrice, double stopPrice,
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    int quantity, int filled, double averageFillPrice,
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    Cbi.OrderState orderState, DateTime time, Cbi.ErrorCode error, string comment)
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{
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    Print("The most current order state is: " + order.OrderState);   // OrderState.PartFilled
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    Print("This particular order update state is: " + orderState); // OrderState.Working
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}

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private Order entryOrder = null;
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protected override void OnBarUpdate()
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{
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    if (entryOrder == null && Close[0] > Open[0])
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        EnterLong("entryOrder");
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}
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protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
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{
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    // check if the current order matches the orderName passed in "EnterLong"()
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    // Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
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    // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately after submitting
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    if (order.Name == "entryOrder")
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        entryOrder = order;
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    // if entry order exists
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    if (entryOrder != null && entryOrder == order)
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    {
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        Print(order.ToString());
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        if (order.OrderState == OrderState.Cancelled)
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        {
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            // Do something here
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            entryOrder = null;
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        }
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    }
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}