//******* RELEVANT CODE
protected override void OnOrderUpdate(IOrder order)
{
Log("DTMT2: " + Time[0].ToString() + order.ToString(), NinjaTrader.Cbi.LogLevel.Error);
if (order.Action == Action.Buy && order.OrderState == OrderState.Filled)
{
buyprice=order.AvgFillPrice;
sellprice=buyprice*sellstop;
exitOrder = ExitLongStop(sellprice, "Initial Stop", "EDC Purchase");
}
}
//******************************
THis is what shows up in logs for ExitLongStop() orders -
9/10/2009 7:39:00 AMOrder='NT-00010/Back101' Name='Initial Stop' State=Cancelled Instrument='EDC' Action=Sell Limit price=0 Stop price=119.3801 Quantity=0 Strategy='EDC' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='257cd921dce241f791ddb255a3c47c26' Gtd='12/1/2099 12:00:00 AM'
9/10/2009 7:39:00 AMOrder='NT-00010/Back101' Name='Initial Stop' State=PendingCancel Instrument='EDC' Action=Sell Limit price=0 Stop price=119.3801 Quantity=0 Strategy='EDC' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='257cd921dce241f791ddb255a3c47c26' Gtd='12/1/2099 12:00:00 AM'
9/10/2009 7:38:00 AMOrder='NT-00010/Back101' Name='Initial Stop' State=Working Instrument='EDC' Action=Sell Limit price=0 Stop price=119.3801 Quantity=0 Strategy='EDC' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='257cd921dce241f791ddb255a3c47c26' Gtd='12/1/2099 12:00:00 AM'
9/10/2009 7:38:00 AMOrder='NT-00010/Back101' Name='Initial Stop' State=Accepted Instrument='EDC' Action=Sell Limit price=0 Stop price=119.3801 Quantity=0 Strategy='EDC' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='257cd921dce241f791ddb255a3c47c26' Gtd='12/1/2099 12:00:00 AM'
9/10/2009 7:38:00 AMOrder='NT-00010/Back101' Name='Initial Stop' State=PendingSubmit Instrument='EDC' Action=Sell Limit price=0 Stop price=119.3801 Quantity=0 Strategy='EDC' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='257cd921dce241f791ddb255a3c47c26' Gtd='12/1/2099 12:00:00 AM'
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