Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

OnExecutionUpdate

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    OnExecutionUpdate

    could someone check that I have this right ..

    Code:
    		protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
    		{
    			if (execution.Order.Name.StartsWith("EnterLong"))
    			{
    				if (orderState == OrderState.Filled || orderState == OrderState.PartFilled)
    		  		{
    					//long position open
    			 	}
    			}
    			else if (execution.Order.Name.StartsWith("ExitLong"))
    			{
    				if (orderState == OrderState.Filled || orderState == OrderState.PartFilled)
    				{
    					//long position closed				
    				}
    			}
    			else if (execution.Order.Name.StartsWith("ExitLongLimit"))
    			{
    				if (orderState == OrderState.Accepted)
    		  		{
    					//ExitLongLimit accepted
    				}
    				else if (orderState == OrderState.Cancelled)
    		  		{
    					//ExtLongLimit cancelled e.g. CancelOrder()
    				}
    				else if (orderState == OrderState.Filled || orderState == OrderState.PartFilled)
    		  		{
    					//ExitLongLimit filled, long position closed
    				}
    			}
    		}
    I used the following order names e.g. EnterLong, ExitLong & ExitLongLimit
    Last edited by delTik; 04-27-2016, 10:13 AM.

    #2
    Hello delTik,

    I would not be able to say if this is correct as the code that places the entry orders is not included. The names you are looking for would need to match the signal names used for the order.

    Using string.StartsWith is fine to use.

    You can also use IOrders to match orders.

    For the most part this looks fine.
    The question is, when you test the code does it do what you are expecting?
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by burtoninlondon, Today, 12:38 AM
    0 responses
    9 views
    0 likes
    Last Post burtoninlondon  
    Started by AaronKoRn, Yesterday, 09:49 PM
    0 responses
    14 views
    0 likes
    Last Post AaronKoRn  
    Started by carnitron, Yesterday, 08:42 PM
    0 responses
    11 views
    0 likes
    Last Post carnitron  
    Started by strategist007, Yesterday, 07:51 PM
    0 responses
    13 views
    0 likes
    Last Post strategist007  
    Started by StockTrader88, 03-06-2021, 08:58 AM
    44 responses
    3,983 views
    3 likes
    Last Post jhudas88  
    Working...
    X