This helper is a favorite of mine to use in models to handle OnSecuritiesChanged
event to maintain internal state in light of additions/removals. Sometimes, the
internal state objects implement IDisposable, and without this code, they would
never be disposed. A good usage of IDisposable here would be to remove any items
that are only used by that single security related internal state such as a consolidator
VWAP will submit market orders while the current price is more favorable than VWAP.
STD will submit market orders while the current price is a configured number of
standard deviations away from the mean in the favorable direction.
Michael Handschuh