OnExecution

[neb1998]

Can the Onexecution method use variables from the onbarupdate method? I cant seem to get a price i am storing inside a variable of onbarupdate to transfer to the onexecution method. I am just getting a 0.

I cant run the same logic to create this value in the onexecution since it does not update per bar or per tick.

[neb1998]

Well i was able to fix this by using a custom return method, but i am going to need to know how to as i add the multitime frame elements to my strategy.

Thanks,

[NinjaTrader_RyanM1]

Hello neb1998,

Yes, it depend on the scope of the variables. If you declare in the Variables region, then you can use anywhere in the strategy.

[neb1998]

I have done so, and the variable is available in each method but when i am in the onexecution method the variable is only updating on execution even though the logic is within the onbarupdate. Is there a way for the variable to reflect the price change on each bar yet be specified as a price for an order within onexecution?

[NinjaTrader_RyanM1]

Sorry, I'm not sure what you are trying to do. Can you please share a code snippet and brief description of what you expect it to do?

[neb1998]

protected override void OnExecution(IExecution execution)
{
Print(myBarsSinceEntry.ToString());
if (myBarsSinceEntry > 0)
{

if ( entryOrder != null && entryOrder == execution.Order && Position.MarketPosition == MarketPosition.Long )
{
//Print(entryOrder.ToString());
//Print(execution.Order.ToString());


//trailing exit limit order
exitlimit1 = SubmitOrder(0,OrderAction.Sell,OrderType.Limit,ent ryOrder.Filled ,GetCurrentBid()+5,0,"2","Limit1");

//money management stop order, does not need updated
exitstop1 = SubmitOrder(0,OrderAction.Sell,OrderType.Stop,entr yOrder.Filled ,0, entryOrder.LimitPrice-mmstp(),"2", "MM");

//profit target limit order, set below trailing stop
exitprofit = SubmitOrder(0,OrderAction.Sell,OrderType.Limit,ent ryOrder.Filled,entryOrder.LimitPrice+profit(),0,"2 ", "profit");

//if (execution != null) { PrintWithTimeStamp("execution ---" + execution.Order.ToString()); }
}
}

There is the Code, The problem at the moment is that ever since i have tried to add the myBarsSinceEntry variable to the onexecution method i am getting object reference not set to an object........within the onbarupdate method.

I have the myBarsSinceEntry calculation of CurrentBar-Mybar within the onbarupdate as i need it to be monitored in real time and not per execution.

I want to set a condition so that the exit cannot take place on the same bar the order enters on.

I have tried using barssinceentry(0,"",0) and it doesnt allow any orders to execute either. Since there are no signal names with unmanaged i am not sure what to put in the quotes although i have tried my IOrder objects and they do not work, with or without quotes.


The problem in simple terms seems to be that calculating a variable within onbarsupdate and then trying to recover the REAL TIME variable within the onexecution method. I would imagine since the onexecution method only updates per execution. I worked around this by using methods() for my limit, money management, and profit target but this will not work in all cases.

ps. This is a long entry, long exit only system. No Reversals. Will be handled with a sep strategy.

[NinjaTrader_JoshP]

neb1998,

Your best bet then is to try and isolate to find exactly which line in the code the object reference error is being hit on. Please use try-catch blocks throughout your code to try and isolate. For an example, please see here: http://www.ninjatrader.com/support/f...ead.php?t=9825