Calculate all fills

Aylin

Junior Member

Join Date: Feb 2017

Posts: 22
#1

Calculate all fills

01-31-2018, 04:52 AM

we have problems with the calculation of the fills.
In some cases, fills are ignored and appear in the evaluation as an open position. Partial execution already consider in the code.

Is three any samle code how calculate all fills

THanks in advance
Tags: None
NinjaTrader_AlanP

NinjaTrader Customer Service

Join Date: Apr 2016

Posts: 2860
#2

01-31-2018, 09:21 AM

Hello Aylin,

Thank you for your note.

At the following link you will find an example of how you can check an orderstate for filled, as well as documentation on checking for part fills.

NinjaTrader 8

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order.htm

The following link provides a sample of how you could monitor for a fill,

Strategy: Using OnOrderUpdate() and OnExecution() methods to submit protective orders - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/showthread.php?t=7499

The OnOrderUpdate() and OnExecution() methods are reserved for experienced programmers. Instead of using Set() methods to submit stop-loss and profit target orders, you can submit and update them manually through the use of IOrder and IExecution objects in the OnOrderUpdate() and OnExecution() methods. The OnOrderUpdate()

Regarding fills being ignored, could you please provide more information on the issue?

I look forward to your reply.

Alan P.NinjaTrader Customer Service
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