CreateOROGroup()

Description

If two orders are linked via a CreateOROGroup, it means that once the one order has been executed, the order size of the second order is reduced by the order volume of the first order.

Usage

CreateOROGroup(IEnumerable<IOrder> orders)

Parameter

An order object of type IOrder as a list

Example

private IOrder oStopLong = null;
private IOrder oLimitLong = null;


protected override void OnInit()
{
   IsAutoConfirmOrder = false;
}


protected override void OnCalculate()
{

   oStopLong =  SubmitOrder(new StrategyOrderParameters
                {
                    Direction = OrderDirection.Buy,
                    Type = OrderType.Stop,
                    Quantity = DefaultOrderQuantity,
            StopPrice = Close[0] * -1.1,
                    SignalName = "strategyName",
                });




   oLimitLong =  SubmitOrder(new StrategyOrderParameters
                {
                    Direction = OrderDirection.Buy,
                    Type = OrderType.Limit,
                    Quantity = DefaultOrderQuantity*0.5,
            Price = Close[0] * 1.1,
                    SignalName = "strategyName",
                });

   CreateOROGroup(new List<IOrder> { oLimitLong, oStopLong });
}

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