就像@TheLastStark表示的那样，问题已解决，即在关闭前通过票证选择订单。

最终的代码是这样的：

RefreshRates();
if(type == OP_BUY)
{
    currentPrice = NormalizeDouble(MarketInfo(symbol, MODE_ASK), vdigits);
}
else if(type == OP_SELL)
{
    currentPrice = NormalizeDouble(MarketInfo(symbol, MODE_BID), vdigits);
}

if (meetsRequirementsToClose(currentPrice))
{
    desiredPrice = currentPrice;


    // And then....
    int tickNum = OrderTicket();
    bool retVal = OrderClose(OrderTicket(), numLots, desiredPrice, currSlippage);
    if (retVal)
    {
        if (OrderSelect(tickNum,SELECT_BY_TICKET,MODE_HISTORY)== false)
        {
            //this.logger.error ("Error selecting the order");
             this.reportClosePrice (myOrderId, -1, desiredPrice, numLots, "closing");
        }
        else
        {
            this.reportClosePrice (myOrderId, OrderClosePrice(), desiredPrice, numLots, "closing");
        }
        return true;
    }
}