Counting the number of orders sent

[boaza]

As I'm begging to hit the messaging limit on CME, what's the best way to count the number of orders (new / replace / cancel) that NT actually sends?

(I was thinking counting them in OnOrderUpdate(), but perhaps there is a simpler solution).

Boaz

[NinjaTrader_RyanM1]

Hi Boaz,

OnOrderUpdate is the best place if you are interested in monitoring order state changes. Each category you list there can probably be associated with a specific order state.
new = PendingSubmit
replace = PendingChange
Cancel = PendingCancel or Cancelled

[boaza]

While we're at it, what's the best way to determine the order's signal (meaning Entry, Profit Target or Stop Loss). Right now I'm doing

if (order.Name == "Stop loss") {...}

, but is there somthing more generic and efficient than string comparison?

[NinjaTrader_Bertrand]

boaza, this would be what you need to use with the Set() methods that do not offer IOrder returns, if suitable the IOrder returns offer a more elegant way with the .Name property : http://www.ninjatrader.com/support/h...nt7/iorder.htm