Moving from Metatrader / NinjaTrader to QuantConnect - C#

5. how to detect exact moment when RSI crosses Level 30, not when it's above this level, but when it's crossing it?

6. Tried to implement Bracket Orders, Market + Stop Loss + Take Profit, synchronous version works but incredibly slow, anf if I try to place Stop Loss and Limit orders from separate thread they are placed at price 0, why?

Synchronous version - works fine but slow:

var order = MarketOrder(iSymbol, iVolume);
Transactions.WaitForOrder(order.OrderId);
var orderSL = StopMarketOrder(iSymbol, -iVolume, price - iSL);
var orderTP = LimitOrder(iSymbol, -iVolume, price + iTP);

Asynchronous - place order at price 0:

var order = MarketOrder(iSymbol, iVolume);

iOrders[order.OrderId] = order;

var process = new Thread((data) => {
Log("#### " + data + " : " + iSL + " : " + iTP + " : " + price + " : " + iSymbol);
Transactions.WaitForOrder(order.OrderId);
var orderSL = StopMarketOrder(iSymbol, -iVolume, price - iSL);
var orderTP = LimitOrder(iSymbol, -iVolume, price + iTP);
});

process.Start(price);

Results:

I think I figured out my question #6 about order at zero price, reason - I was using order incorrectly above or below the price, now I'm trying to use StopMarketOrder for my Stop Loss and Take Profit orders and have another issue - they all execute as simple Market Orders at the moment of placing.

According to the logs, orders should use these values.

2017-11-21 00:00:00 :### Price : 82.54000000000 vs SL : 77.54000000000 vs TP : 92.54000000000
2017-11-22 00:00:00 :### Price : 83.73000000000 vs SL : 78.73000000000 vs TP : 93.73000000000

Meanwhile, both, SL and TP gets executed at current prices, 82.54 and 83.73