Условия возникновения событий Strategy.OrderChange, Strategy.NewOrder, Strategy.NewMyTrades

private class MyStrategy : ActionStrategy
{
    public void CreateOrder()
    {
        Order order = base.CreateOrder(OrderDirections.Buy, 1600, 1);
        order.Type = OrderTypes.Conditional;
        order.StopCondition = new QuikStopCondition
        {
            Type = QuikStopConditionTypes.TakeProfitStopLimit,
            StopPrice = 1600,
            StopLimitPrice = 1600,
            Offset = new Unit(),
            Spread = new Unit()
        };
    }
}

...

_strategy.NewStopOrder += o => Debug.WriteLine("NewStopOrder " + o.Id);
_strategy.StopOrderChanged += o => Debug.WriteLine("StopOrderChanged " + o.Id);

_strategy.CrateOrder();

using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text;

using Ecng.Collections;
using Ecng.Trading.Algo;
using Ecng.Trading.Algo.Strategies;
using Ecng.Trading.BusinessEntities;
using Ecng.Trading.Quik;

namespace VolumeStrategy
{
class StopOrderStrategy : Strategy
{
public double StopLoss = 20;
public double TakeProfit = 40;
public double Offset = 5;
public double Spread = 5;
public int Slippage = 5;

public StopOrderStrategy()
: base()
{
base.Volume = 1;
}

protected override void OnRunning()
{
base.NewMyTrades += OnNewMyTrades;
base.StopOrderChanged += OnStopOrderChanged;

base.OnRunning();
}

protected override void OnStopping()
{
base.NewMyTrades -= OnNewMyTrades;
base.StopOrderChanged -= OnStopOrderChanged;

base.OnStopping();
}

protected override bool OnProcess()
{
if (base.ProcessState == StrategyProcessStates.Stopping)
{
base.CancelActiveOrders();

return false;
}

return true;
}

public void MakeTrade(OrderDirections direction)
{
double price = base.Security.GetMarketPrice(direction, MarketPriceTypes.Following);

Order order = base.CreateOrder(direction, price, this.Volume);

var strategy = new MarketQuotingStrategy(order, new Unit(), new Unit());
strategy.IsForts = true;
strategy.Start();
base.ChildStrategies.Add(strategy);
}

private void OnNewMyTrades(IEnumerable<MyTrade> trades)
{
foreach (var trade in trades)
{
File.AppendAllText("Trades.txt", trade.Trade.Time.ToString() + " " + trade.Order.Direction.ToString() + " " + trade.Trade.Price.ToString() + Environment.NewLine);
}

if (base.PositionManager.Position != 0)
{
// protect current position with stop order
CreateTakeProfitAndStopLimit();
}
}

private void OnStopOrderChanged(Order order)
{
File.AppendAllText("StopOrders.txt", "Stop Order: " + base.StopOrders.Count.ToString() + ": " + Environment.NewLine);
File.AppendAllText("StopOrders.txt", order.Time.ToString() + " " + order.Direction.ToString() + " " + order.Price.ToString() + Environment.NewLine);
}

private void CreateTakeProfitAndStopLimit()
{
MyTrade myTrade = base.MyTrades.Last<MyTrade>();
Trade trade = myTrade.Trade;
OrderDirections tradeDirection = myTrade.Order.Direction;

Unit offsetUnit = new Unit(this.Offset);
Unit spreadtUnit = new Unit(this.Spread);

OrderDirections direction = (tradeDirection == OrderDirections.Buy ? OrderDirections.Sell : OrderDirections.Buy);
double takeProfitPrice = trade.Price;
double stopLossLimitPrice = trade.Price;
double stopLossPrice = trade.Price;

if (tradeDirection == OrderDirections.Buy)
{
takeProfitPrice += this.TakeProfit;
stopLossLimitPrice -= this.StopLoss;
stopLossPrice = stopLossLimitPrice - this.Spread;
}
else
{
takeProfitPrice -= this.TakeProfit;
stopLossLimitPrice += this.StopLoss;
stopLossPrice = stopLossLimitPrice + this.Spread;
}

Order order = base.CreateOrder(direction, stopLossPrice, trade.Volume);
order.Type = OrderTypes.Conditional;
order.StopCondition = new QuikStopCondition
{
Type = QuikStopConditionTypes.TakeProfitStopLimit,
StopPrice = takeProfitPrice,
StopLimitPrice = stopLossLimitPrice,
Offset = offsetUnit,
Spread = spreadtUnit
};

base.RegisterOrder(order);
}
}
}

System.ArgumentException: Элемент с тем же ключом уже был добавлен.
в System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)
в System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)
в Ecng.Trading.Quik.QuikTrader.#=qXtQgb_1Ivhr4cZlEBJS4ADM1O1bKVoCg9CtJr5uqcrk=.#=qwlIQWfo3qufLtkzLgdg_0w==(IList`1 #=qxm4X8NPgjxU5efFmY7R3Lw==, Func`2 #=qVtb7jPsPoFV1EKgfGAxHlw==)
в Ecng.Trading.Quik.DdeTable.#=qy8NUWUI7mXZMNnXZFsWcYg==(IList`1 #=qkc1RQGHvGXkONrB1lfHMpw==, Action`2 #=qe7FTlw34xv_zxSllAk2THw==, Action`1 #=qyr$xSlYGt0D7OlEnBcjGtw==)
System.InvalidOperationException: Инструмент с кодом MRKHG для бумажной позиции не найден.
в Ecng.Trading.Quik.QuikTrader.#=qXtQgb_1Ivhr4cZlEBJS4ADM1O1bKVoCg9CtJr5uqcrk=.#=qXkUJcA3Ro6L4MDrPNg5BmA==(IList`1 #=qHmE5DnVpWK_g0VXdi3KT9A==, Func`2 #=qNjk1r8Yt4irfrN9i3uAhYw==)
в Ecng.Trading.Quik.DdeTable.#=qy8NUWUI7mXZMNnXZFsWcYg==(IList`1 #=qkc1RQGHvGXkONrB1lfHMpw==, Action`2 #=qe7FTlw34xv_zxSllAk2THw==, Action`1 #=qyr$xSlYGt0D7OlEnBcjGtw==)