Monitoring Stop Orders on strategies using ATM

[pmaglio]

Hi,

Trying to use the method described in http://www.ninjatrader.com/support/h...rgetorders.htm

I could not find the way to make it work on StopN orders ;

string[,] orders = GetAtmStrategyStopTargetOrderStatus("STOP1", "idValue");

// Check length to ensure that returned array holds order information
if (orders.Length > 0)
{
for (int i = 0; i < orders.GetLength(0); i++)
{
Print("Average fill price is " + orders[i, 0].ToString());
Print("Filled amount is " + orders[i, 1].ToString());
Print("Current state is " + orders[i, 2].ToString());
}
}

How can I get the number of contracts removed and the avg price of Stop1, 2 and 3 ?
( Is that possible ? )

[NinjaTrader_RyanM1]

Hi pmaglio,

Yes, this is possible. Multiple stop and target names are the same for all ATM strategies. You pass in the right name for the order name expected in GetAtmStrategyStopTargetOrderStatus: Stop1, Stop2, Stop3 and Target1, Target2, Target3.

[pmaglio]

The trouble is that for "TARGETX" it works fine but for "STOPX" I get always ;

Average fill price is 0
Filled amount is 0
Current state is accepted or working....

[NinjaTrader_RyanM1]

There could be timing issues if the atm strategy is flat when trying to access. One suggestion is to Print() from OnMarketData()

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

[pmaglio]

Thanks Ryan,

Placing the code inside OnMarketData made the trick...

Now I get the Filled status ;

for (int i = 0; i < orders.GetLength(0); i++)
Print(CurrentBar+", "+i+", "+orders[i,0]+", "+orders[i,1]+", "+orders[i,2]);
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Accepted
9703, 0, 0, 0, Working
9703, 0, 99.21, 1, Filled

Thanks !