Cancelling orders with Cancel() can only be accomplished with "PENDING" orders.  If an order is "FILLED" or rejected, it can't be cancelled.

When PlaceOrder() is called to execute a new order, it returns a valid "OrderID" (if the order was not rejected).  This OrderID should be stored within your code for future reference.

   NewEntryOrder = mentts.call("PlaceOrder","GAIN","BUY","MARKET",tempsymbol,(GAINMultiplier*DefEntryContracts),0,"GTC");

The variable "NewEntryOrder" contains the return value from PlaceOrder() .  To determine if the order was properly placed, we should check to see if NewEntryOrder is greater than zero.

  if (NewEntryOrder > 0) {

       //  new order placed successfully.

  }

At this point, MTS has received a request for a new order and MTS returned a valid order ID.  Thus, we could cancel this order with a call to Cancel() .  But first, we need to make sure the status is still PENDING and not FILLED.

if (Time_To_Cancel_Entry) {

   var OrderStatus = mentts.call("GetOrderStatus","GAIN",NewEntryOrder);

    if (OrderStatus  == "PENDING") {

        mentts.call("Cancel","GAIN",NewEntryOrder);

    }

}

Now, running an effective auto-execution trading system means we need to verify NewEntryOrder was actually cancelled