Торговые роботы своими руками. Урок 04

/// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Condition set 1
            if (SMA(N)[1] < SMA(N)[0])
            {
                EnterLong(DefaultQuantity, "");
            }

            // Condition set 2
            if (SMA(N)[1] > SMA(N)[0])
            {
                EnterShort(DefaultQuantity, "");
            }
        }

 public class SKS001v1 : Strategy
 {
 #region Variables
 // Wizard generated variables
 private double sL = 100; // Default setting for SL
 private int contracts = 2; // Default setting for Contracts
 private IOrder entryOrder = null; //рыночный ордер
 private IOrder entryOrdersL = null; //ордер стоп-лос

 // User defined variables (add any user defined variables below) 
 double oppos_price = 0; // цена открытия позиции
 double stlos_price = 0; // цена стоп-лоса
 #endregion

 /// <summary>
 /// This method is used to configure the strategy and is called once before any strategy method is called.
 /// </summary>
 protected override void Initialize()
 {
 Add(SMA(N));
 SetProfitTarget("", CalculationMode.Ticks, TP);
 SetStopLoss("", CalculationMode.Ticks, SL, false);

 CalculateOnBarClose = false;
 }

 /// <summary>
 /// Called on each bar update event (incoming tick)
 /// </summary>
 protected override void OnBarUpdate()
 {
 entryOrder = EnterLong(contracts); //значение entryOrder присваивается
 oppos_price = entryOrder.AvgFillPrice; // но AvgFillPrice дает почему-то всегда 0 ???
 stlos_price = oppos_price - sL;
 entryOrdersL = ExitLongLimit(contracts,stlos_price); // значение entryOrdersL остается null ???
 }
 }