So it turns out you have to configure the TMF after you call enterTrade.
Code
int do_tmf(){
	printf("#\ndo_tmf() invoked");
	return 0;
}
function run() {
	BarPeriod = 1440;
	set(LOGFILE);
	Verbose = 7|DIAG;
	LookBack = 0;
	assetList("AssetsIB");
	asset("DIS"); // DIS.t6,  Nov 1999 thru Feb 2022
	if(Init || is(LOOKBACK)) return;
	if(Bar==20){
		printf("#\nEntering trade...");
		TRADE T; memset(&T,0,sizeof(T)); 
		T.tEntryDate = wdate(0);	
		T.flags = TR_OPEN|TR_LONG;		
		// strcpy(T.Skill,Asset); // Asset
		// T.nID = 1000000+TradeID;
		// T.nLots = TradeLots*Multiplier;
		T.nLots = 1;
		// T.fStopLimit = Stop;
		// T.fTrailLimit = Trail;
		// T.fEntryPrice = TradeUnderlying;	
		T.fEntryPrice = priceC();	
		// T.manage = (void *) do_tmf;  // this does not work.
		TRADE* p = enterTrade(&T);
		if(p){
			printf("#\nTrade entry confirmed.");
			p->manage = (void *) do_tmf; // But this does.
		}
		else{
			printf("#\nTrade entry failed.");
		}
	}
	if(Bar==30){
		printf("#\nExiting long...");
		exitLong();
	}
	if(Bar==40){
		quit("All done.");
	}
}

/*  OUTPUT: 


Load AssetsIB
History DIS.t6
DIS 5609 ticks read
1289(1872) bars 2017-01-03..2022-02-14 generated
DIS: 0..1288, 2017-01-03..2022-02-14
V 2.475 on Thu 22-04-21 14:22:33 (Zorro S Subscription)
Test: test_entertrade1 DIS 2017..2022
Assets AssetsIB

[1: Wed 17-01-04 15:40] 102.10/102.92\101.73/102.87 -0.03
[2: Thu 17-01-05 15:40] 102.61/103.04\102.24/102.81 -0.03
[3: Fri 17-01-06 15:40] 103.42/104.69\103.16/104.34 -0.03
[4: Mon 17-01-09 15:40] 103.96/104.20\103.51/103.75 -0.03
[5: Tue 17-01-10 15:40] 103.31/104.19\102.78/103.77 -0.03
[6: Wed 17-01-11 15:40] 103.92/104.83\103.77/104.78 -0.03
[7: Thu 17-01-12 15:40] 103.52/104.36\102.86/102.95 -0.03
[8: Fri 17-01-13 15:40] 102.60/103.74\102.35/103.46 -0.03
[9: Tue 17-01-17 15:40] 103.32/104.29\103.07/103.37 -0.03
[10: Wed 17-01-18 15:40] 102.38/103.78\102.26/103.55 -0.03
[11: Thu 17-01-19 15:40] 103.33/103.41\102.52/102.71 -0.03
[12: Fri 17-01-20 15:40] 102.78/103.23\102.62/103.08 -0.03
[13: Mon 17-01-23 15:40] 102.77/103.10\102.03/102.56 -0.03
[14: Tue 17-01-24 15:40] 102.64/103.46\102.52/103.31 -0.03
[15: Wed 17-01-25 15:40] 103.62/103.80\103.40/103.44 -0.03
[16: Thu 17-01-26 15:40] 103.60/104.00\103.38/103.46 -0.03
[17: Fri 17-01-27 15:40] 103.87/104.74\103.55/104.65 -0.03
[18: Mon 17-01-30 15:40] 105.18/106.32\104.32/106.22 -0.03
[19: Tue 17-01-31 15:40] 105.88/106.08\105.30/105.94 -0.03
[20: Wed 17-02-01 15:40] 106.00/107.22\105.96/106.56 -0.03
Entering trade...
[DIS::L02002] Enter Long  1@106.56
Trade entry confirmed.
do_tmf() invoked

[21: Thu 17-02-02 15:40] -0.70 -0.70 0/1 106.47/106.79\105.84/105.90 -0.03

Thursday 17-02-02  Profit +0.41 ----
[DIS::L02002] -0.70 s0.0 c105.9 e106.6

do_tmf() invoked

[22: Fri 17-02-03 15:40] -1.00 -1.00 0/1 106.18/106.42\105.52/105.60 -0.03

Friday 17-02-03  Loss -0.30 ----
[DIS::L02002] -1.00 s0.0 c105.6 e106.6

do_tmf() invoked

[23: Mon 17-02-06 15:40] -1.70 -1.70 0/1 105.24/105.46\104.65/104.90 -0.03

Monday 17-02-06  Loss -0.70 ----
[DIS::L02002] -1.70 s0.0 c104.9 e106.6

do_tmf() invoked

[24: Tue 17-02-07 15:40] -2.24 -2.24 0/1 104.98/105.06\104.14/104.36 -0.03

Tuesday 17-02-07  Loss -0.54 ----
[DIS::L02002] -2.24 s0.0 c104.4 e106.6

do_tmf() invoked

[25: Wed 17-02-08 15:40f] -2.24 -2.24 0/1 104.90/106.68\104.34/104.36 -0.03

Wednesday 17-02-08  Profit 0 ----
[DIS::L02002] -2.24 s0.0 c104.4 e106.6

do_tmf() invoked

[26: Thu 17-02-09 15:40] -1.77 -1.77 0/1 104.43/105.17\104.36/104.83 -0.03

Thursday 17-02-09  Profit +0.47 ----
[DIS::L02002] -1.77 s0.0 c104.8 e106.6

do_tmf() invoked

[27: Fri 17-02-10 15:40] -1.99 -1.99 0/1 104.69/105.12\103.96/104.61 -0.03

Friday 17-02-10  Loss -0.22 ----
[DIS::L02002] -1.99 s0.0 c104.6 e106.6

do_tmf() invoked

[28: Mon 17-02-13 15:40] -1.62 -1.62 0/1 104.31/105.22\104.26/104.98 -0.03

Monday 17-02-13  Profit +0.37 ----
[DIS::L02002] -1.62 s0.0 c105.0 e106.6

do_tmf() invoked

[29: Tue 17-02-14 15:40] -0.97 -0.97 0/1 105.12/105.63\104.87/105.63 -0.03

Tuesday 17-02-14  Profit +0.65 ----
[DIS::L02002] -0.97 s0.0 c105.6 e106.6

do_tmf() invoked

[30: Wed 17-02-15 15:40] -1.11 -1.11 0/1 105.23/105.97\105.13/105.49 -0.03

Wednesday 17-02-15  Loss -0.14 ----
[DIS::L02002] -1.11 s0.0 c105.5 e106.6

Exiting long...
Exit  DIS  (0)
[DIS::L02002] exit
[DIS::L02002] Sell 1@105.50: -1.10 Bid 105.47 at 15:40:00 Wed
Opn 106.56 Cls 105.50 Spr 0.03 Slp 0.01 Rol 0.00 Com 0.01 Lif 10 Net 1
Max Loss 0.00 -> 1.10
Max Bars 0 -> 30-20
do_tmf() invoked

[31: Thu 17-02-16 15:40] 105.64/106.15\105.40/106.00 -0.03
[32: Fri 17-02-17 15:40] 105.55/105.80\104.86/105.37 -0.03
[33: Tue 17-02-21 15:40] 105.26/105.52\105.12/105.33 -0.03
[34: Wed 17-02-22 15:40] 105.02/105.58\104.87/105.43 -0.03
[35: Thu 17-02-23 15:40] 105.60/105.79\104.92/105.06 -0.03
[36: Fri 17-02-24 15:40] 104.95/105.62\104.45/105.62 -0.03
[37: Mon 17-02-27 15:40] 105.25/105.77\105.15/105.54 -0.03
[38: Tue 17-02-28 15:40] 105.32/105.70\105.15/105.40 -0.03
[39: Wed 17-03-01 15:40] 105.95/107.04\105.95/106.31 -0.03
[40: Thu 17-03-02 15:40] 106.27/106.47\105.75/105.88 -0.03
Loss -1.10$  MI -0.0180$  DD 2.24$  Capital 55.00$
Trades 1  Win 0.0%  Avg -110.1p  Bars 10
AR -0%  PF 0.00  SR 0.00  UI 0%  R2 0.41

All done.

*/