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Add grandchild orders to One Triggers Other Orders - #2715

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AlexCatarino merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:feature-9828-oto-grandchild
Sep 25, 2026
Merged

AlexCatarino merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:feature-9828-oto-grandchild

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Names the grandchild in the OTO chain snippet and states how LEAN holds, orders, and cancels it, from the QuantConnect/Lean#9828 regression algorithms. Adds an example with a three-order chain: entry, take profit, and re-entry.

The example uses the order factory, so it isn't marked testable until QuantConnect/Lean#9828 merges.

Test plan

  • docs-style linter passes on the One Triggers Other Orders page.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
@AlexCatarino
AlexCatarino merged commit d0173c7 into QuantConnect:master Sep 25, 2026
@AlexCatarino
AlexCatarino deleted the feature-9828-oto-grandchild branch September 25, 2026 12:31
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