public void OnData(TradeBars data)
{
bool IsMarketOpen = Securities["SPY"].Exchange.DateTimeIsOpen(Time);
if (IsMarketOpen)
{
NoOrderTime = Time.AddMinutes(10);
}

foreach (var security in selectedSymbols)
{
var openOrders = Transactions.GetOpenOrders(security);
if (Time <= NoOrderTime)
{
if (Portfolio[security].Invested==false)
{
if (openOrders.Count == 0)
{
SetHoldings(security, 0.1);
}
}
}
if (Time > NoOrderTime)
{
if (openOrders.Count > 0)
{
Transactions.CancelOpenOrders(security);
}
}
}

 

It seems that the above code is not working. Could someone help me? Thanks.