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Just re-read your early messages and must confess I missed where you referred to "closing the next ordertype 0". In my haste (and using Safari on iPhone whilst on the move), I read it as "closing the next order". That's why I supported your removal of the loop. Apologies for that.
CB
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Personally, I use continue instead of return... perhaps someone could clarify, but I think return would end the start function so not only do you fail to send this order, It won't send anymore and will just wait to start a new tick.
CB, I wonder, could you confirm that my understanding for the use of return(0) and continue in this loop is correct or not...
Thanks
V