Catch Fill of Position.Close()

[mstreck]

Hi,

I have a strategy using Managed Approach, where I track the order fill of entries, stops, and limits in OnExecution().

I have one position closing event based on time of day, where I use Position.Close(). Is there a way to get the fill of the close being caught in OnExecution()?

Or must I use ExitLong / ExitShort methods instead?

Thanks,
Martin

[NinjaTrader_Jesse]

Hello,

You can test for this easily using a empty strategy.

protected override void OnBarUpdate()
{
			
	if(Position.MarketPosition == MarketPosition.Flat)
	{
		EnterLong();
	}
	else if(Position.MarketPosition == MarketPosition.Long)
	{
		Position.Close();
	}
}
		
protected override void OnExecution(IExecution e)
{
	if(e.Order!=null)
	{
		Print(e.Order.ToString());
	}
}

This would just enter and close the position over and over, in the Output window you can see the Print() which should be similar to: Order='NT-04813/Sim101' Name='Close' State=Filled I

Using the order named Close you would be able to access the values you need.

I look forward to being of further assistance.

[mstreck]

Thanks. Exactly what I was looking for.