Counting quantity executed

[darckeen]

Hey NT crew,

I'm trying to count the quantity executed using this code:

 
protected override void OnExecution(IExecution execution)
{
if (execution.Order == null) return;
quantity += execution.Quantity;
}

The count i'm getting is around 10% under the total from the execution grid view.

The strategy uses managed orders with ExitOnClose and reverses occasionally.

Any idea why this code isn't counting the quantity correctly?

[NinjaTrader_Bertrand]

darckeen, like the reverses are irritating you, for example on a SampleMA strategy reversing constantly you will see the same # of executions as there are closed trades because the reverse is just one execution with a high enough qty.