Simple Limit Strategy with CancelOrder

[stefy]

I'm developing a simple strategy based on entering a limit order and then canceling it if not filled in 3 bars. I get no trades at all. That's what I did:

In the Variables region

private IOrder myEntryOrder = null;

OnBarUpdate():

// Entry Long Condition

if (myEntryOrder == null)
{
myEntryOrder = EnterLongLimit(1, true, DefaultQuantity, MaxRange, "LongLimit");
}

// Cancel LimitOrders condition
if (BarsSinceEntry() >= 3)
CancelOrder(myEntryOrder);

// Exit Condition Long
if (conditions
&& Position.MarketPosition == MarketPosition.Long)

{
ExitLong("Take Profit Long", "LongStopLimit");
myEntryOrder = null;
}

// Stop Loss Long
if (conditions
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("LongStopLoss", "LongStopLimit");
myEntryOrder = null;
}

Thank you