Last Trade Type

[spaceTrader]

spaceTrader, I'm sorry. Thanks for ringing my bell here. This is something that the Trade class would provide as well, each trade would have an entry and exit IExecution object to offer to check for example the execution time and compare - http://www.ninjatrader.com/support/h.../nt7/trade.htm

The pairing itself on the strategy level is done by signal name, however in the account performance reports you would see it strictly done on the FIFO principle.

One quick glance at the example in given link - It is evaluating the trade in OnBarUpdate(), this is something i am already struggling to get rid of. I guess i want it to do in OnExecution(), would it be possible and will it give me correct result in Historeical data Backtesting process ?

[NinjaTrader_Bertrand]

spaceTrader, yes you can access it in this context as well, and it would also be called in historical processing. However the updated trade would be guaranteed to be included only is the position update is fully processed, that is on the next OnBarUpdate call then.

Generally this sequence would be seen as orders / execution / positions are processed -

OnOrderUpdate() > OnExecution() > OnPositionUpdate()