In the IBindingList sample we ship, Essential Studio\3.3.0.0\Windows\Grid.Windows\Samples\DataBound\Hierarchical\Customers, adding this event handler makes the pencil go away everytime you tab out of an edited cell. If you comment out the EndEdit call, the pencil stays as long as you are on the same row.
private void gridDataBoundGrid1_CurrentCellMoved(object sender, GridCurrentCellMovedEventArgs e)
{
this.gridDataBoundGrid1.Binder.EndEdit();
}
Are you using 3.3? If you subscribe to CurrentCellMoved in our sample as above, does it work for you there? Can you upload a sample showing the problem?