Open filled orders collection

[BCGAU]

Hi


I’m looking for a collection/list etc of filled orders. Note: not NT’s “Trades” which represent a matching open and close. Just the current filled, but not closed orders.


NT must track these, for example with managed orders, so I presume its exposed and doesn’t have to manually coded but I just can’t see it in the help doc.


Regards Bruce

[NinjaTrader_Bertrand]

Bruce, you could only access the orders / orderstates that you specific strategy would manage, not all orders currently working by NT (manual ones for example as well).

For a strategy script you would work with the IOrder objects :

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

[BCGAU]

Hi Bertrand

I was only considering orders generated as part of a strategy.

A practical context would be scaling into a position.

For example, assume managed orders = true direction is long and each order contains a unique entry signal name.
order 1 @ price 1 with stop loss set at 0.5
some time later
order 2 @ price 2 with stop loss set at 1.5
some time later
order 3 @ price 3 with stop loss set at 2.5

At some point in time one or more of the stop losses could be changed, for example to move the stop loss to a break even price.

To achieve this the SetStopLoss method requires the parameter "fromEntrySignal", which I would expect to obtain by walking a collection of open orders.

So is there a collection containing all orders for the strategy that have been filled?

Regards Bruce

[NinjaTrader_Bertrand]

Thanks Bruce, for monitoring the Set Stop / Target orders please see this example showing how to 'collect' them as they would not offer a native IOrder return - http://www.ninjatrader.com/support/f...ead.php?t=5790

[BCGAU]

Hi Bertrand

Thanks for your assistance. I did several searches of the forum prior to creating the post but did not find these examples.


As a general point, I presume the ArrayList handling in the sample code should have a synchronized wrapper to ensure thread safety.


Thanks again Bruce