Entry Price question

[gyoung]

I have a strategy that has two positions opened at different values.
How do I get the individual fill prices for each entry instead of the AvgPrice?
Can't seem to find this in the docs.
thanks,
Gary

[NinjaTrader_JoshP]

Gary,

You would want to keep track of it through the IOrder or IExecution object related to your entry orders.

http://www.ninjatrader.com/support/helpGuides/nt7/iorder.htm

http://www.ninjatrader.com/support/helpGuides/nt7/iexecution.htm

These would need to be tracked individually.

[gyoung]

Missed the "Filled" value on the IOrder type.
thanks,
Gary

[KBJ]

You would want to keep track of it through the IOrder or IExecution object related to your entry orders.

http://www.ninjatrader.com/support/helpGuides/nt7/iorder.htm

http://www.ninjatrader.com/support/helpGuides/nt7/iexecution.htm

These would need to be tracked individually.

Josh,

The IOrder help page has this description:

Filled - An int value representing the filled amount of an order

Since it is an "int" instead of a "double", I interpret this to mean that "filled" is the number of contracts filled from that order, as opposed to the price the order was filled at. Is that correct?

Similarly, in the IExecution help page, it says this:

Quantity - An int value representing quantity of an execution

And once again I'd like to think this means at "quantity" is the number of contracts as opposed to the price? Is this correct?

Missed the "Filled" value on the IOrder type.

Gary,

If I've interpreted the "Filled" field in the IOrder correctly, this is not going to get you the price. Instead, you probably need to check the Price field of an IExecuion from the OnExeution event.

[NinjaTrader_JoshP]

KBJ,

You are correct.

[KBJ]

You are correct.

Josh,

Thanks for the acknowledgement.

Is there some way to get this into your documentation department so this clarification gets into the manual/help?

Ideally, it would be nice to see the help continuously updated so that for each new release it becomes clearer and more complete.

And if such help file updates and changes could be made available instantly or daily for web-access, this would in the end make your job much easier (i.e., you'd probably get fewer stupid questions that were based on misunderstandings that were long-ago cleared up if only someone could find these answers in the reams and reams of support forum topics.)

You may have seen my other comment recently about pro-actively updating the help... I hope I'm not beating a dead horse.

[gyoung]

Josh,
I agree with KBJ.
If there was a little more "meat" and substance to the documentation, I would not have half as many questions.
I finally figured it out on my own but after many print statements to see what exactly was going on.

Documentation is a pain but is a necessity in this environment.

My 2 cents worth.

Gary

[NinjaTrader_JoshP]

The Help Guide is indeed continually updated. Unfortunately the updates only become available with each release. The reason the web help is not updated on a "real-time" basis is because it takes a considerable amount of time to rebuild the Help Guide for each edit. We would end up spending so much time trying to put up new versions that its just not a good use of time and resources. I do see value in this option though. If there is considerable time between releases or significant changes to the Help Guide I will look into possibilities of pushing updated Help Guides between releases going forward.

That being said, improving and adding more content to the Help Guide is an ongoing process as we definitely do see value in it. It is a slow going process though since, for the most part, the information is sufficient when used in conjunction with the reference samples we have put out and a little trial and error.

[gyoung]

Thanks Josh,
I do understand the level of effort it takes to keep documentation up to par with development activities.
I believe a lot of us would benefit from a little higher priority in this area and now that releases are starting to slow down, maybe you can start peeling off a few hours to focus on this.

Appreciate your help.
Gary

[KBJ]

The reason the web help is not updated on a "real-time" basis is because it takes a considerable amount of time to rebuild the Help Guide for each edit.

I was thinking more along the lines of something like an automated procedure that runs at midnight or maybe 3AM every night so users are always assured of (at most) a 1-day's delay in seeing the "latest and greatest" docs if they look at Ninja's website online.

[NinjaTrader_JoshP]

KBJ,

Unfortunately there is no infrastructure in place available for such automation. There are many steps to updating the Help Guide which just requires a human sitting there going through all the procedural motions to get it built and put online.