How do I know if an IOrder is already exited?

[AntiMatter]

E.g. i have a list of IOrder objects, and I want to loop over them, and find out which ones have hit stop losses, and which are still open?

[NinjaTrader_Bertrand]

AntiMatter, you would need to check their respective fillstates, for examle in OnOrderUpdate().

[AntiMatter]

After the initial entry order being filled, isn't this always "OrderState.Filled", even if we have since closed this position? I would like to know if an entryOrder is now closed/flat.

[NinjaTrader_Bertrand]

Correct, after an order is filled, you would see the terminal .Filled state being reported - if you'd like to check the strategy position state you can use Position.MarketPosition

[AntiMatter]

The problem I have is that I have multiple entry orders for a given instrument. Thus I could still be long with Order1, but now flat (having hit my stoploss) with order2.

With Position.MarketPosition, it will reveal that I am long
With OrderState, both will be Filled.

How do I determine that Order1 is still long, but order2 is now flat?

[NinjaTrader_Austin]

AntiMatter, it sounds like you'll need to write some custom code to keep track of the position. You could keep track of executions in OnExecution() and then every time Order1 is filled long, you add 1 to the position counter and every time it is filled short you subtract 1 from the position counter.

[AntiMatter]

OK, no shortcuts, darn it.

Thanks nonetheless.

[AntiMatter]

Hmmmn, how do I catch that my stoploss has been hit?

[NinjaTrader_Brett]

Hello,

You would need to compare the order ID of your stop loss to the order ID that got filled.

Please see this sample monitoring your stop loss:

Monitoring Stop-Loss and Profit Target Orders

Let me know if I can be of further assistance.