Implementing take profit orders after limit order has been filled and cancelling orders.

From the provided code, it seems like you are trying to implement a trading strategy where you place a limit order to enter a position and then place a stop market order as a stop loss. However, I noticed that you are not implementing a take profit order after your limit order gets filled.

To implement a take profit order, you can use the LimitOrder function again with a higher price for a long position or a lower price for a short position. This order will get executed when the price reaches the specified level, thus securing your profit.

Also, you mentioned that you are having trouble canceling the take profit and stop loss orders after one gets filled. To achieve this, you can use the OrderTicket objects returned by the order functions (LimitOrder, StopMarketOrder, etc.) and the OrderTicket.Cancel() method.

You can store the OrderTicket objects of your stop loss and take profit orders in instance variables and then in the OnOrderEvent method, check if one of them gets filled. If it does, you can cancel the other one.

Here is a simplified example based on the information provided:

class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        # ... your initialization code ...
        self.stop_loss = None
        self.take_profit = None

    def OnData(self, data):
        # ... your trading logic ...
        if condition_to_place_orders:  # replace with your condition
            quantity = 10  # replace with your quantity
            buy_price = 100  # replace with your price
            stop_loss_price = 95  # replace with your price
            take_profit_price = 105  # replace with your price
            self.order_ticket = self.LimitOrder(self.symbol, quantity, buy_price)
            self.stop_loss = self.StopMarketOrder(self.symbol, -quantity, stop_loss_price)
            self.take_profit = self.LimitOrder(self.symbol, -quantity, take_profit_price)

    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Filled:
            if self.stop_loss is not None and orderEvent.OrderId == self.stop_loss.OrderId:
                self.take_profit.Cancel()
            elif self.take_profit is not None and orderEvent.OrderId == self.take_profit.OrderId:
                self.stop_loss.Cancel()

Please replace the placeholders with your actual trading logic and values. This is a basic example and might need adjustments based on your specific needs.

For more information, you can refer to the following sources:

• Order Types Documentation
• Forum Discussion on OrderTickets and Updating Orders
• Forum Discussion on Support for One-Cancels-The-Other Order