Tracking orders from entry to exit

[harri06665]

Hello,
New to the forum, and trying to figure out how to track a trade from entry to execution to exit. Does the Trades class do this? (see sample code below)... I'm trying to iterate through all open positions and close them if they meet certain criteria. Thanks.

protected override void OnBarUpdate()
{
// Condition set 1
if (Close[0] > Close[10]
&& Close[0] > Close[20] + 0.0005
&& Close[0] > Close[20])
{
EnterLong(100000);
}


for (int i=0; i < Performance.RealtimeTrades.Count; i++)
{
if(Performance.RealtimeTrades[i].Entry.Order.OrderState == OrderState.Filled
&& Performance.RealtimeTrades[i].Exit.Order.OrderState != OrderState.Filled)
{
if(Performance.RealtimeTrades[i].Entry.Price - Close[0] > .00025
&& Performance.RealtimeTrades[i].Entry.MarketPosition == MarketPosition.Long)
{
ExitLongLimit(Close[0] - .0001);
}

if(Performance.RealtimeTrades[i].Entry.Price - Close[0] < -.0005
&& Performance.RealtimeTrades[i].Entry.MarketPosition == MarketPosition.Long)
{
ExitLongLimit(Close[0] - .0001);
}
}
}
}

[NinjaTrader_JoshP]

Hi harri06665,

Welcome to the NinjaTrader Support Forums. The Trades class will not do what you want. The Trades are available only after they have closed and completed. i.e. entry and exit.

Instead I suggest you take a look at IOrder and IExecution objects along with the OnOrderUpdate() and OnExecution() methods. You can track your orders from there.

[Anagoge]

I think it would be useful if NT allowed you to get a list of all active orders, rather than having to manually store references to each submitted order, and manually remove the order from your list of orders when the order closes or is canceled. NT already knows the list of active orders, so it would be great if there was an exposed API to get a list of them.

[NinjaTrader_JoshP]

Thank you for the suggestion. I will forward it to development.