Open Positions in Backtest

[tbmuc]

Hello,

I would like to place a market order with a SL and a TP. If my understanding is right, it must be split into an EnterLong() and an ExitLongStopLimit() order. How can I make sure, that the ExitLongStopLimit() is only executet once for every order.

Eg.
if ( ..)
{

EnterLong();

ExitLongStopLimit(tp, sl);
}

will cause an execution of the ExitLongStopLimit() even if the EnterLong is not executed due to the "Entries per direction" limit.

It is possible to get the number of positions during backtests?

if (Performance.LongTrades.Count == 0)
{

EnterLong();

ExitLongStopLimit(tp, sl);
}

seems not to work during backtests.

Best Regards

Thomas

[NinjaTrader_RyanM1]

Hi Thomas,

Exit methods will not submit orders if there is not a position. Turn TraceOrders on and then could see messages to the effect An exit order was submitted but no position exists to exit.

If you wanted to verify you are in a position before submitting, could use

if (Position.MarketPosition == MarketPosition.Long) { }

ExitLongStopLimit() will submit only one order and not both profit target and stop loss. It would be the stop loss portion, so if you wanted a profit target would need to be a separate
ExitLongLimit()