Detecting order processed to initialise variables

[kylie]

Hi,

I have been writing a strategy (on bar close) that keeps track of a number of variables (basically keeping track of pivot points). If the correct sequence does not appear, the strategy re-initialises the variables so it can start searching again. If the correct sequence does appear, it enters a position and then trails a stop using either SetTrailStop or ExitLongStop. However with either of these stop options, I don't know when these orders have been triggered an exit from my position so that the strategy can re-initialise the variables to start searching for the next trade. Can someone please let me know how I can detect this?

The only other way I have had this concept of reinitialising working in the past is to run the strategy on a tick-by-tick basis and then manually trigger ExitLong orders and reinitialise the variables at the same time. It is not my preference to have it running on a tick basis so if anyone could help, I would really appreciate it.

Regards,
Kylie.

[NinjaTrader_Bertrand]

Kylie, if you're working with the Set() methods you would need to capture their token in the OnOrderUpdate() - http://www.ninjatrader.com/support/f...ead.php?t=5790

The Exit() methods would directly offer IOrder access so you could check their states as needed.

http://www.ninjatrader-support.com/HelpGuideV6/IOrder.html

[kylie]

Hi Bertrand,

Sorry for the delay in responding but thank you very much for the information. I hadn't looked into this type of order monitoring but the reference samples are very helpful.

Regards,
Kylie.