I see that I can get the average filled price using Position.AvgPrice, but how can I get a list of the separate orders with their actual filled prices when they have been filled in different batches?
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Multiple positions
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Multiple positions
I have a question about multiple contracts. In the below example, I placed an order for 5 ES contracts. The order was split, 1 contract @ 1922.25 and 4 contracts @ 1922.0.
I see that I can get the average filled price using Position.AvgPrice, but how can I get a list of the separate orders with their actual filled prices when they have been filled in different batches?Tags: None
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Hello risingfire,
Are you trying to find this with code?
If so, you can detect the fill price of each execution.
protected override void OnExecution(IExecution execution)
{
Print(execution.Price);
}
You can also view the executions in the performance report for the script.- In the Strategies tab of the Control Center right-click the instance of the strategy
- Select Strategy Performance -> select Real-time, Historical & Real-time, or Historical depending on which trades you want to see
- Select the Executions tab
Are you trying to find the executions from the Control Center that are not from code?
Click the Executions tab of the Control Center.Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostAre you trying to find this with code?
If so, you can detect the fill price of each execution.
protected override void OnExecution(IExecution execution)
{
Print(execution.Price);
}
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