Filled vs. Quantity

[Baruch]

Thanks Josh,
If it behaves as you stated then its OK.

Baruch

[Baruch]

Hi,
One more question. How do you distinguish btw. longs and short?
The sample strategy shows only longs.

        protected override void OnExecution(IExecution execution)
        {
   /* We advise monitoring OnExecution to trigger submission of stop/target orders instead of OnOrderUpdate() since OnExecution() is called after OnOrderUpdate()
   which ensures your strategy has received the execution which is used for internal signal tracking. */
   if (entryOrder != null && entryOrder.Token == execution.Order.Token)
   {
    if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
    {
     // Stop-Loss order 4 ticks below our entry price
     stopOrder  = ExitLongStop(0, true, execution.Order.Filled, execution.Order.AvgFillPrice - 4 * TickSize, "MyStop", "MyEntry");
     
     // Target order 8 ticks above our entry price
     targetOrder = ExitLongLimit(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + 8 * TickSize, "MyTarget", "MyEntry");
     
     // Resets the entryOrder object to null after the order has been filled or partially filled
     if (execution.Order.OrderState != OrderState.PartFilled)
     {
      entryOrder  = null;
     }
    }
   }
   
   // Reset our stop order and target orders' IOrder objects after our position is closed.
   if ((stopOrder != null && stopOrder.Token == execution.Order.Token) || (targetOrder != null && targetOrder.Token == execution.Order.Token))
   {
    if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled)
    {
     stopOrder = null;
     targetOrder = null;
    }
   }
  }

[NinjaTrader_RyanM1]

Hi Baruch,

You need to create separate order objects for shorts. The sample is written to illustrate the principles, but you can name objects whatever you like and create additional ones.

if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
{
// Stop-Loss order 4 ticks below our entry price
longStopOrder  = ExitLongStop(0, true, execution.Order.Filled, execution.Order.AvgFillPrice - 4 * TickSize, "MyLongStop", "MyLongEntry");
[COLOR="Red"]shortStopOrder  = ExitShortStop(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + 4 * TickSize, "MyShortStop", "MyShortEntry");[/COLOR]
     
// Target order 8 ticks above our entry price
longTargetOrder = ExitLongLimit(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + 8 * TickSize, "MyTarget", "MyEntry");
     
// Resets the entryOrder object to null after the order has been filled or partially filled
if (execution.Order.OrderState != OrderState.PartFilled)
{
entryOrder  = null;
}
}

[Baruch]

Rayn hi,
You didn't understand my question. The question is how do you know when to execute a longstop and when a shortstop? How do you know if the original order is a long or a short?

Baruch

[NinjaTrader_JoshP]

You can check the execution.Order.Name of the order being filled. If it is the long order then submit your long ones. If it is the short one, do the short stops.