I need to update some statistics when the trading for the day is done, so I attempted to query the "Exit on close" order and use it to trigger the final statistical display. Not being able to get the information, I decided to find out if any information at all was available from code, as the information is clearly in the log. No thanks, I will if I must, but I would rather not have to scrape the log to use as my function update trigger. 
I have attached a simple Strategy, made to guarantee that there will be "Exit on Close" orders, and to print some data about all executions. The output shows many orders being successfully queried and reported, but not a single order named "Exit on close". Was this a design decision that some executions cannot be queried even by name?
I have attached a simple Strategy, made to guarantee that there will be "Exit on Close" orders, and to print some data about all executions. The output shows many orders being successfully queried and reported, but not a single order named "Exit on close". Was this a design decision that some executions cannot be queried even by name?
Code:
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class ExitOnCloseTest : Strategy
{
#region Variables
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
ExitOnClose = true;
ClearOutputWindow();
DefaultQuantity = 100;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 1) return;
if (Close[1] > Open[1] && Close[0] > Open[0]) EnterLong(DefaultQuantity, "LongEntry");
if (Close[1] < Open[1] && Close[0] < Open[0]) EnterShort(DefaultQuantity, "ShortEntry");
}
protected override void OnExecution(IExecution execution)
{
if (execution.Order != null)
{
Print("*************************");
Print("Execution Time: " + execution.Order.Time);
Print("Execution Name: " + execution.Order.Name);
Print("*************************");
}
}
#region Properties
#endregion
}
}
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