Cap control function

[pakricard]

Hi:
I wish to control in a simple way if there has been a too large gap filling my order.

So, plan to write a function like

function IsGapTooLarge()
{
if ((theoretical_entry_price - real_entry_price) > 5 ticks)
{
close the trade.
}
}

1) How can I get the real entry price for a trade?
2) Is there a Entry method to enter at a fixed price (Like EnterLongStop but at a fixed price, if not, ignore the order)?

Thanks!

[NinjaTrader_JC]

Hello pakricard,

If you only have one order you may use the Position.AvgPrice to get this.

http://www.ninjatrader.com/support/helpGuides/nt7/avgprice.htm

Otherwise, if you have multiple orders you may get the actual entry price in OnExecution() method like the following example:

private IOrder entryOrder = null;
    
protected override void OnBarUpdate()
{
	if(MarketPosition.Flat == Position.MarketPosition && !Historical)
	{
		entryOrder = EnterLong("EnterLong");
	}
}

protected override void OnExecution(IExecution execution)
{
	if(execution.Order == entryOrder)
	{
		Print("Filled price: "+execution.Price);
	}
}