Access working orders

[boaza]

Is there a way to access all working orders without assigning them first to some local class variable?

[NinjaTrader_Bertrand]

Hi boaza, unfortunatelty this would not be possible - the strategy instance would only know about it's own individual orders associated, you can check their states if you work with the IOrder objects then.

[boaza]

OK Thanks.
How can I access orders placed using the SetStopLoss() and SetProfitTarget()?

[NinjaTrader_Bertrand]

You would need to capture their IOrder 'returns' first basially, like shown in this sample :

http://www.ninjatrader.com/support/forum/showthread.php?t=5790

[boaza]

Thanks Bertrand.
Regarding the aforesaid sample code: the manual warns against using OnOrderUpdate() to track fills. I do not intend to track fills, but to capture each time the profit target and stop loss prices are updated via the SetStopLoss() and SetProfitTarget() methods.

Some questions:

• I may use this info to make decisions in my strategy. Is it OK to use this method, or do you recommend calculating the price when I call SetStopLoss()/SetProfitTarget() manually? (i.e. infer the price from the ticks and the entry price)
• When is this method called? Just before the order is actually sent to the broker? Just after?

Thanks,
Boaz

[NinjaTrader_RyanM1]

Hi Boaz,

Yes, OnOrderUpdate() can be used to expose details about stop loss and profit target prices directly. For the most precision on the actual values, you can work directly there. There isn't one best way to do things, so if your self calculated values are accurate and work well in your strategy, can use those as well.

The OnOrderUpdate() method is called everytime an order managed by a strategy changes state. An order will change state when a change in order quantity, price or state (working to filled) occurs.

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

It will go through some order state changes before the order arrives to broker. Can see this page for the listing of these.

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