For China Stock Market, since there is 12 hour time difference, the only suitable order type for me is Market Order. That's why I want to change the limit order in the preload strategy to be the market order.
Say, there is a order: SellAtLimit(bar+1, p, 10.00, "LMT"). I modify this order to be the combination as the following:

CODE:
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However, it shows error message: Error processing symbol SZ001696 Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index

If I modify it to be:

CODE:
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It shows the same error.

What's wrong with it please? Could you please help? Thanks.

Given the code snippet, it's not possible to tell what's wrong with the Strategy. For a hint on what's failing, please refer to the Knowledge Base, Errors | Strategy > Index was out of range.