How to get the entry signal or bars array index for an open position

[cunparis]

I have a multi-timeframe strategy and when it comes to my exit I want it to exit on the same bars array (timeframe)? How can I know what bars array was used for the entry?

What I'm doing now is I create my entrySignal so that it contains the bars array and I exit using the entry signal parameter so it only exits on the right timeframe. the only disadvantage to this is that I submit exit orders that are not valid (due to the entry signal not matching), and that I don't know ahead of time if the exit will work.

Is there a better way?

[NinjaTrader_Bertrand]

Hi cunparis, could you please post some of your entry / exit codes as sample? Also you can also use BarsInProgress() to check which Bars object has called the OnBarUpdate() and then submit your orders - http://www.ninjatrader-support.com/H...BarSeries.html

[cunparis]

Hi cunparis, could you please post some of your entry / exit codes as sample? Also you can also use BarsInProgress() to check which Bars object has called the OnBarUpdate() and then submit your orders - http://www.ninjatrader-support.com/H...BarSeries.html

Hi Bertrand thank you for your offer to help. Here is my entry & exit:

                    EnterLong(1, 1, "L" + BarsInProgress);

                    ExitLong("exit", "L" + BarsInProgress);

What I'm doing is using BarsInProgress to tag my entries so that I can see what timeframe I used in the list of trades and also so I can match up my exit.

With the exit, when the exit condition is met on each timeframe, it will try to exit. Only the right one will succeed. I think it's a bit sloppy. What I'd like to know is there a way to get the BarsArray of the current position. Like this:

// Made up the next line just for this example
if(Position.BarsArray == BarsInProgress) {
  ExitLong("exit", "L" + BarsInProgress);
}

If this isn't possible then there is another choice: I store the BarsArray of the entry in a variable.

Thanks

[NinjaTrader_Bertrand]

Hi cunparis, I see thanks - you could check into the Positions array for your code - http://www.ninjatrader-support.com/H...Positions.html

Although I'm not 100% sure, because it's normally used in a multi instrument context...

The variable way looks straightforward to me...

Merry Christmas!

[cunparis]

Hi cunparis, I see thanks - you could check into the Positions array for your code - http://www.ninjatrader-support.com/H...Positions.html

Although I'm not 100% sure, because it's normally used in a multi instrument context...

The variable way looks straightforward to me...

Merry Christmas!

The Positions array won't work because it's per instrument. So Positions[0] will contain the position whether it was entered on barsarray 0 or 1.

Looks like the variable way is the way to go. I'll have to use a hashtable because it's multi-instrument.

Thanks and Merry Christmas to you too!