Unable to acquire ext price at target

[roland_nt]

Once an ATM controlled strategy goes flat because it hit a target, it does not seem to be possible to find out the exit price. The following code gives an error message
string[,] orders = GetAtmStrategyStopTargetOrderStatus("TARGET1", atmStrategyIdn[lim]);

// Check length to ensure that returned array holds order information
if (orders.Length > 0)
{
for (int i = 0; i < orders.GetLength(0); i++)
{
Print(CurrentBar + " upOrdS Target Status" +
" target fill price is " + orders[i, 0].ToString() +
" Qty " + orders[i, 1].ToString() +
" state is " + orders[i, 2].ToString());
}
}
Is there a workaround?

[NinjaTrader_Bertrand]

Hi Roland, you are correct this is a current known limitation, once the ATM strategy is terminated there would be no way to access this info.

[tquinn]

I'm capturing EntryPrice,EntryBar, ExitPrice,ExitBar. This has been running for a week OK, If the entry and exit occur on the same bar the code needs to run in OnMarketData(), if it can be guaranteed the entry and exit occur on separate bars then OnBarUpdate() is OK. I'm running 1 Order / Strategy, if you use multiple Orders/Strategy the approach should still work but coding would be more complicated.

psuedoCode
At OrderCreate
{
EntryPrice=0,EntryBar=0,ExitPrice=0,ExitBar=0
}
if(EntryBar=0){
if(MarketPosition(StrategyId) !=Flat && GetAtmEntryOrderStatus(OrderId)==Filled) // Trade was filled this (Bar/Tick)
{ // Capture Entry Info
EntryBar=CurrentBar;
EntryPrice=GetAtmEntryOrderStatus; // Like your code
}
}
if(ExitBar=0){
if(MarketPosition(StrategyId) ==Flat && GetAtmEntryOrderStatus(OrderId)==Filled) // Trade was exited this (Bar/Tick)
{
ExitBar=CurrentBar;
ExitPrice=Calculate Based on( Entryprice above plus GetAtmRealizedPnL)
}
}

[roland_nt]

Finding exit price of closed ATM strategy

Very clever:
Use entry price (which is known) and add realized PNL to it.
Brilliant tquinn..
A real head slapper.
Thank you.