Working orders detected in OnOrderUpdate but not OnExecution method

[llstelle]

I am trying to get my OnExecution method to perform some actions when it detects a working order, like this:

protected override void OnExecution(IExecution execution)
{
            if (execution.Order != null && _yEntryOrder == execution.Order &&
            execution.Order.OrderState == OrderState.Working)
            { 
                Print(execution.ToString() + "\t\tOrder working.");
            }
}

When I run this in live simulation, OnExecution detects my filled and cancelled orders, but doesn't detect my working orders.

On the other hand, if I used the OnOrderUpdate method to detect any working orders, like this:

protected override void OnOrderUpdate(IOrder order)
{
            if (_yEntryOrder != null && _yEntryOrder == order && 
            _yEntryOrder.OrderState == OrderState.Working)
            {
                Print("Order working.");
            }
}

...the print action is carried out correctly. Is there a reason why OnExecution can't detect working orders? Is this just a simulation behavior?

Thanks!

[NinjaTrader_Bertrand]

llstelle, this would be expected and you would see the same live as well - OnExecution strictly deals with feedback on executions only, this would not include an order update going to 'working' state.

[llstelle]

Thank you!

Can I also confirm that OnExecution does not deal with the following order states?

- OrderState.Cancelled
- OrderState.PendingSubmit
- OrderState.Accepted
- OrderState.Unknown

[NinjaTrader_Bertrand]

Thank you!

Can I also confirm that OnExecution does not deal with the following order states?

- OrderState.Cancelled
- OrderState.PendingSubmit
- OrderState.Accepted
- OrderState.Unknown

That's correct.

[llstelle]

That's correct.

Thank you so very much. I hope you have a wonderful week ahead of you!

[yades]

best wy to check if I have pending orders

Hi there

I run a script that alerts me via email when the market is favorable for my trading, however when the strategy sends an order to the market (limit or stop) I would like to avoid getting alerts, whats the best way to filter this?

would something like this work?

else if (Position.MarketPosition == MarketPosition.Flat && (entryOrderShort !=null || entryOrderLong !=null)) 										
				{

[NinjaTrader_Bertrand]

yades, yes checking for the flat state in OnBarUpdate() with the 'non taken' IOrder objects should be sufficient, so you're not getting alerted anymore once that changes to having a position or any order long / short would be working hence the IOrder used.