"On" stop loss

[dafonseca]

I want my strategy not generating any new trade X minutes after a stop loss order,, How can I set a variable on a stop loss event? is there any ready method to handle this?

[NinjaTrader_ChelseaB]

Hi dafonseca,

To detect a stop loss filling:

protected override void OnExecution(IExecution execution)
{
if (execution.Order.Name == "Stop loss")
{
// execute code
}
}

[dafonseca]

I see.
One thing..

Should I insert : protected override void OnExecution(IExecution execution)
inside OnBarUpdate()?

[NinjaTrader_ChelseaB]

Hello dafonseca,

No, do not add the OnExecution method to the OnBarUpdate method.

The OnExecution() method is a method just like OnBarUpdate. Put OnExecution below or above OnBarUpdate, but outside of it.

Below is a link to the help guide on OnExecution().
http://www.ninjatrader.com/support/h...nexecution.htm

[dafonseca]

Something weird has happened, When I insert this part on my code, without change anything on OnBarUpdate, my backtesting results change radically.
Any clue?
protected override void OnExecution(IExecution execution)
{
if (execution.Order.Name == "Stop loss")
{
// execute code
}
}

[NinjaTrader_ChelseaB]

Hi dafonseca,

This code does not actually do anything.

May I see your script to see how you have added this code?

To export your script do the following:

• Click File -> Utilities -> Export NinjaScript
• Enter a unique name for the file in the value for 'File name:'
• Select the strategy from the objects list on the left -> click the right facing arrow ">" to add the strategy to the export
• Click the 'Export' button -> click 'yes' to add any referenced indicators to the export -> click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 7/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

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

[NinjaTrader_ChelseaB]

To update other forum members, the issue was using the Order child object of the execution object. It is not always there.

We changed:
protected override void OnExecution(IExecution execution)
{
if (execution.Order.Name == "Stop loss")
{
// execute code
}
}

To:
protected override void OnExecution(IExecution execution)
{
if (execution.Name == "Stop loss")
{
// execute code
}
}

And was able to correct the issue.