my strategy puts orders from "ATCenterProxy.interop".
In this case , if I make orders by "Limit order", I can cancel market orders as obsolete if not filled
within 10 seconds?
I want to increase "cancel market orders after 10 seconds" into the below code.
Code: Select all
S1570op.category = MTPA_OrdrCtgry.eMTPA_OC_Limit;
S1570op.action = MTPA_OrdrActn.eMTPA_OA_Buy;
S1570op.contracts = (int)T_Unit;
S1570op.limit_price = Bids_1570;
PlaceOrder(S1570, S1570Symbol, S1570Account, S1570op, S1570Exchange);