Determining Original Order

[murfinp]

Hi

Suppose my strategy places two limit orders and they both get hit

prc = 900.25

EnterLongLimit(0,true,1,prc ,"BuyLimitOrder.1");
EnterLongLimit(0,true,1,prc+TickSize,"BuyLimitOrde r.2");

both have the same profit target but only 1 porfot target order gets hit

I can catch the execution of a target fill but how do I determine which original longLimit order it is related too the execution.name = "Profit target" and does not hold any information regarding the originating order.

Thanks

Paul

[NinjaTrader_JoshP]

Paul,

Please use the Trade class: http://www.ninjatrader-support.com/H...radeClass.html

[murfinp]

Paul,

Please use the Trade class: http://www.ninjatrader-support.com/H...radeClass.html

Josh

Thanks so just to be clear

so I can determine my original LimitPrice from a "profit target" execution (within OnExecution) by:

original price = Performance.RealtimeTrades[0].Entry.Order.LimitPrice

Where "Entry" is original opening execution
and "Entry.Order" is the original limit order

Thanks

[NinjaTrader_JoshP]

That is correct.

[murfinp]

That is correct.

Sorry Josh ... one last thing can you confirm that my OnExecution function will always get called in line with the update of the trade class so that if I reference Trade[0] it will always be the last trade and it is not possible that the trade class gets updated more than once before my OnExecution function gets called ... I am running a high frequency model and I need to be sure my OnExecution function is always called in line with the state of the Trade class

Thanks

Paul

[NinjaTrader_JoshP]

Paul,

Trade objects are updated at the completion of a trade (entry + exit). The completion of the trade may or may not be in line with OnExecution. Especially since there are entries as well as partial fills that can occur.

[murfinp]

Paul,

Trade objects are updated at the completion of a trade (entry + exit). The completion of the trade may or may not be in line with OnExecution. Especially since there are entries as well as partial fills that can occur.

Sorry Josh I did not pose the question very well ... basically if the OnExecution is called with a "profit target" execution can I get the original entry price from

lastTrade = Performance.RealtimeTrades[Performance.RealtimeTrades.Count - 1];
entryExecution = lastTrade.Entry;
entryOrder = EntryExecution.Entry.Order;
entryLimitPrice = entryOrder.LimitPrice;

Thanks

[NinjaTrader_JoshP]

Provided that was the last and final execution, yes.

[murfinp]

Provided that was the last and final execution, yes.

Josh

Sorry to be a real pain on this but it is very important to my strategy ... let me ask this question another way ... I get a call into my OnExecution function with a execution.Name = "profit target" how do I get the associated entry price regardless of whether this execution is associated with a total fill or a partial fill of my original opening order ...

Thanks again

[NinjaTrader_JoshP]

You cannot. If you are worried about this I suggest you to not use the Set() methods and take over full control with the Exit() methods. Then just submit with a string name that is unique enough for you to ID which entry it came from.

[murfinp]

You cannot. If you are worried about this I suggest you to not use the Set() methods and take over full control with the Exit() methods. Then just submit with a string name that is unique enough for you to ID which entry it came from.

ok thanks .. so if i know my unique entry signal before i place my selllimit can i place my exitselllimit before i place my selllimit - i am only looking fot a couple of ticks so don't really want a delay beween placing the sell limit and the exitselllimit

[NinjaTrader_JoshP]

You can place whatever orders you want as long as they do not violate one of the order handling rules outlined at the bottom of this article: http://www.ninjatrader-support.com/H...tml?Overview36

[murfinp]

You can place whatever orders you want as long as they do not violate one of the order handling rules outlined at the bottom of this article: http://www.ninjatrader-support.com/H...tml?Overview36

Hi again Josh

Ok I am trying to use the following to open a market order with a targt and stop

EnterLong open at market
ExitLongLimit my target for above order
ExitLongStop my stop for above order

EnterLong(0,1,"My Entry Signal");
ExitLongLimit(0,true,1,targetPrice,"my exit target signal","my entry signal");
ExitLongStop(0,true,1,stopPrice,"my stop exit signal","my entry signal");

but I am not seeing my target/stop orders in the dom or in the working orders ... what am i doing wrong ... and if you can help me with that should i be calling EntetLong first or last

Thanks

[NinjaTrader_JoshP]

You need to be mindful of capitalizations. You can't be capitalizing the string name in one and not in another.

Not sure what you mean by first and last.

[murfinp]

You need to be mindful of capitalizations. You can't be capitalizing the string name in one and not in another.

Not sure what you mean by first and last.

sorry that was my typo in the question ... i am using a preset string so it must be the same ...?

i mean should i make the exit calls first to set up the stops/targets (like with the set functions) or after the call to EnterLong