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Detecting when SetStopLoss is filled

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    Detecting when SetStopLoss is filled

    Hi,

    I am trying to keep track of the win/loss ratio within my strategy. I want to be able to count the number of stop loss orders and profit target orders that are filled.

    Is there a way to detect when a SetStopLoss() or SetProfitTarget() order is filled?
    I am using managed approach of course.
    My stop loss and profit target orders are generated within a strategy OnExecution method and I cant assign a name to them. (otherwise I could monitor them in OnOrderUpdate method)

    Thanks!

    #2
    Hello BillyRayValentine,

    Yes, it's possible. The tehnique needed to access these is demonstrated in this sample:
    Monitoring Stop-Loss and Profit Target Orders
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Excellent, thank you very much.
      Ray

      Comment

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