double value for entry price and int value for entry bar

[NinjaTrader_Matthew]

Please see our reference sample on using a DataSeries object to store calculations:

http://www.ninjatrader.com/support/forum/showthread.php?t=7299

[kenb2004]

Hey Koganam

It's not that I am enamored, it's that I don't know a better way to capture the exact entry price. I could set it to the entry condition price, but that may or may not be the "actual" price. So if you had a condition: if(Flat) EnterLong(); How would you capture the entry price to a double without Position.AvgPrice, using the Managed Approach?
thanks

[kenb2004]

Hey Mathew

Thanks for the link, but I know how to set a dataseries object, but what I am unclear on is how to set it to a single entry price that holds that value unchanged? How do you capture the value of the entry price:
if(Flat) EnterLong();

[NinjaTrader_Matthew]

Ken,

I feel like data series is going to be overkill. If it's the price of a specific order you're looking for, I think you should switch to IOrders.


// declare separate IOrder objects

		private IOrder myfirstEntry = null;
		private IOrder mysecondEntry = null;
                private double entryPrice =0;

// enters first entry and store the fill price for only that order

			if(myCondition && Position.Quantity == 0)  // i've used position quantity as an alternative to checking for flat - you can do whatever you want here
			{
				myfirstEntry = EnterLong("first");
			}

			entryPrice = myfirstEntry.AvgFillPrice;

// allows additional entries with separate IOrder object

			if (my condition && Position.Quantity > 0)  
			{
				mysecondEntry = EnterLong("second");
			}

[kenb2004]

Mathew

I can not used IOrders. There are internal issues with OnExecution that caused problems in my strategy that Bret was aware of but never resolved the problem. So as a consequence I do not use Advanced Managed Approach any more and I am trying to simplify my coding. Even though this also seems to have it's drawbacks.

In any event my goal remains the same to capture a single entry price value as described using Managed Approach.

[koganam]

Hey Koganam

It's not that I am enamored, it's that I don't know a better way to capture the exact entry price. I could set it to the entry condition price, but that may or may not be the "actual" price. So if you had a condition: if(Flat) EnterLong(); How would you capture the entry price to a double without Position.AvgPrice, using the Managed Approach?
thanks

Understood. However, if you are using Limit orders, then the price that you set as the entry price will be the entry price or better: with limit orders, only favorable slippage is possible, and to that we certainly cannot object . Are you not using Limit orders?

That having been said, then just use the code I gave you, but do substitute the AvgPrice at entry. That code is already written to store that entry price in an independent double variable. IOW, for your initial entry, the AvgPrice will be the entry price. You store that in another variable, and what happens to AvgPrice after that is apropos of nothing.

[kenb2004]

Koganam

Yes, I always use limit orders. Thanks for your input...