namespace QuantConnect 
{   
    public class LimitOrderPractice : QCAlgorithm
    {

        private string symbol = "FB";
        private decimal price;
        private int quantity = 10;
        LimitOrder buyOrder = null;

        private List<OrderTicket>_openLimitOrders = new List<OrderTicket>();
       
        public override void Initialize() 
        {
            SetStartDate(2016, 08, 22);
            SetEndDate(2016, 08, 22); 
            SetCash(25000);
            AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
        }

        public void OnData(TradeBars data) 
        {
        	price = Securities[symbol].Close;
        	
        	// if profit target is reached, liquidate.
        	
        	if (Portfolio.HoldStock && price >= 124.30m)
		    {
		    	Liquidate();
		    	
		    // if there is still any partial fill left on the limit order, cancel it.
		    	
		    	if (_openLimitOrders != null)
		    	{
		    		_openLimitOrders.Clear();
		    	}
            } 
            
            // if limit order is filled, cancel it.
            
         	if (_openLimitOrders != null && buyOrder.Status == OrderStatus.Filled)
        	{
        		_openLimitOrders.Clear();

        	}

			// if slate is clear and trigger price is met, enter new limit order to buy.
			
			if (!Portfolio.HoldStock && price > 124.15m && _openLimitOrders == null) 
            {
            	var newTicket = LimitOrder(symbol, quantity, 124.10m);
            	_openLimitOrders.Add(newTicket);
            	buyOrder = (LimitOrder)Transactions.GetOrderById(newTicket);

            }
        }
    }
}