Allow ModifyOrder() to change the LotSize

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Tantalus
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Allow ModifyOrder() to change the LotSize

#1 Postby Tantalus » Wed Jan 04, 2012 7:19 pm

In order to use Pending Orders with a controlled risk strategy, the size of the order would need to be adjusted on a bar-by-bar basis until it was executed. This is not possible with the current version of ModifyOrder(). The alternative would be to delete and re-create each pending order every bar, so the new order would have a different LotSize than the previous one. That would be very inefficient.

Add one argument (LotSize) to the ModifyOrder() function and life would be much simpler.
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