How to get code to fire whenever a manually entered order is filled

[nicbizz]

Hi,

I would like a block of code in my Strategy to fire anytime an order is filled, whether that order was placed algorithmically or manually. I'm assuming it has something to do with OnExecution(), but my following block of code produces nothing:

protected override void OnExecution(IExecution execution)
{
	if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
	{
		Print("Time: " + Time[0]);
	}
				
}

What am I missing? Any assistance is much appreciated.

Thanks.

-Nick

[NinjaTrader_CalH]

Hello Nicbizz,

Thank you for your post.

You won't be able to get other strategy's or manual orders executions to show up in one strategy. The OnExecution only works per the instance of the strategy running and will only get called for orders placed by that strategy.

Let me know if I can be of further assistance.

[nicbizz]

Hi Cal,

Thanks for the prompt reply.

Is there anyway I can manage an order placed manually using the Strategy code?

For example, I would like to automatically enter an exit order (based on certain criteria) when a manually entered long order is filled.

Or how about code to check if I'm long any positions at all? (Position.MarketPosition only applies for entries managed by a Strategy)

Thanks.

-Nick

[NinjaTrader_CalH]

Nick,

There is an unsupported method for grabbing the account information.

Essentially you would query the Account information allowing you to create OrderUpdate or ExecutionUpdate handlers.

See the link below for more information
http://www.ninjatrader.com/support/f...ad.php?t=55718

[nicbizz]

Cal,

Thanks!

Long shot here, but is there also an unsupported method to access manual executions through the Strategy system?

-Nick

[NinjaTrader_CalH]

Nick,

Yes, there is. When you have queried the account you then need to create an event handler for ExectionUdpateEvent -

account.Execution += new ExecutionUpdateEventHandler(MyExecution);

[nicbizz]

Looks like I'll need to experiment a bit with the code.

Thanks for the pointers, Cal.

-Nick