How to check IOrder object to see if a trade exited or not?

[texasnomad]

I have an IOrder object and would like to make sure that the trade exited at the limit price (my strategy has multiple entries & exits).

I looked through the OrderState properties but do not see one that corresponds to having "filled and exited at the limit price."

[NinjaTrader_Tim]

Hi texasnomad,

You could do something like...
if (order.OrderState == OrderState.Filled && entryOrder.AvgFillPrice == tryOrder.LimitPrice)

But since this is a limit order, the price is guaranteed.

[texasnomad]

Hi texasnomad,

You could do something like...
if (order.OrderState == OrderState.Filled && entryOrder.AvgFillPrice == tryOrder.AvgFillPrice.LimitPrice)

But since this is a limit order, the price is guaranteed.

Tim,

I don't understand why you used 3 different object names; order, entryOrder and tryOrder

At the time I place the trade, my code is:
g1 = EnterLongStopLimit(Lots1, currentLimitPrice, "LongG1");

Do I need to track the status of g1 with other IOrder objects? If so, how and when?

[NinjaTrader_Tim]

Hi texasnomad,

My apologies for the typos, should be "entryOrder"

If you want to create an IOrder and access information, you can set up the order as in at this page:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?IOrder

private IOrder entryOrder = null;

protected override void OnBarUpdate() 
{ 
    if (entryOrder == null && Close[0] > Open[0]) 
        entryOrder = EnterLong(); 
}

[texasnomad]

        protected override void OnPositionUpdate(IPosition position) { 
            if( position.Quantity == Lots2 + Lots3 && g3.OrderState == OrderState.Filled ) {
                /*if( position.MarketPosition == MarketPosition.Long ) {
                    SetStopLoss("LongG2", CalculationMode.Price, g2.AvgFillPrice + 0.5 * atr, false);    
                    SetStopLoss("LongG3", CalculationMode.Price, g3.AvgFillPrice + 0.5 * atr, false);    
                }*/
                if( position.MarketPosition == MarketPosition.Short  ) {
                    SetStopLoss("ShortG2", CalculationMode.Price, g2.AvgFillPrice - 0.5 * atr, false);    
                    SetStopLoss("ShortG3", CalculationMode.Price, g3.AvgFillPrice - 0.5 * atr, false);    
                }                
            }
            
            //Print("Position changed at " + Time[0].ToString() + ". Total lots: " + Position.Quantity);
        }

OK, I stumbled across OnPositionUpdate, which is half the battle. Initially, my problems was that all 3 order groups execute simultaneously. Because OnPositionUpdate keeps getting called, G3 enters and then immediately attempted to update the stops. I resolved it by refusing to update until G3 finishes entering and my total market units matches what I expect.

That said, I'm still curious how I can know if g1 is an open or closed trade...

[texasnomad]

Hi texasnomad,

My apologies for the typos, should be "entryOrder"

If you want to create an IOrder and access information, you can set up the order as in at this page:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?IOrder

private IOrder entryOrder = null;

protected override void OnBarUpdate() 
{ 
    if (entryOrder == null && Close[0] > Open[0]) 
        entryOrder = EnterLong(); 
}

Tim,

I just saw your latest post. I tried replacing
if( position.Quantity == Lots2 + Lots3 && g3.OrderState == OrderState.Filled ) {

with
if( g1.OrderState == OrderState.Filled && g1.AvgFillPrice == g1.AvgFillPrice.LimitPrice ) {

but g1.AvgFillPrice.LimitPrice is not recognized as a valid property of AvgFillPrice. Did you intend to say:
g1.AvgFillPrice == g1.LimitPrice ?

Also, do g1's properties update even after I create the object with EnterShortStopLimit()?

[NinjaTrader_Tim]

Hi texasnomad,

entryOrder.AvgFillPrice == entryOrder.LimitPrice