IPosition - How do you target one of several similar positions?

[exnihilo]

I need to identify and track prior positions in a given instrument. For example:

Position #1 - Long at 1.20
Position #2 - Long at 1.19

I've found some code here: http://ninjatrader.com/support/forum...ead.php?t=7499

which has:

if (Position.MarketPosition == MarketPosition.Long && ...

http://ninjatrader.com/support/helpGuides/nt7/?iposition.htm

This code seems to identify a single Long position. My question again is; How could I differentiate between multiple Long (or Short) positions? I was thinking about creating my own "Trade" object, Example:

public class Trade {
public int BarNum { get; set; }
public string OrderType { get; set; }
public double FillPrice { get; set; }
}

and tracking it using List<Trade> but then I came across IPosition. After looking at the NT Documentation, IPosition doesn't quite do what I need. Any ideas on how to accomplish this?
Thank You!

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

Generally to track orders and base logic on those orders, you could utilize the IOrder object which is generated upon submitting the order.

The sample you had provided shows this:

private IOrder entryOrder

The object entryOrder can be checked if the current Execution or OrderUpdate event was that order. If so, you could delegate logic based on the result of that order such as Filled or PartFilled. You could also store this object in a custom structure as you have shown as a type IOrder for later use. Using this information, you could populate your own custom variables as needed and later use these variables in logic where needed.

The strategy its self will only report Long, Short or Flat along with a quantity. If you need further tracking you would need to develop the system that works with the logic you are currently using. As an example, if you needed to track what Bar the order was filled on, you could use the Execution override to find when it was Filled and populate the custom object with that information.

I look forward to being of further assistance.

[bltdavid]

public class Trade {
public int BarNum { get; set; }
public string OrderType { get; set; }
public double FillPrice { get; set; }
}

Yep, you're on the right track.

Jesse's suggestion is a good one. I've done something similar in my own private framework, using a class I've called "OrderGroup".

 public class OrderGroup
 {
     public int BarNum;
     public string OrderType;
     public double FillPrice;
     private IOrder EntryOrder;
     private IOrder StopOrder;
     private IOrder TargetOrder;
 }

Then create an array of OrderGroups, with 2 elements.

I've gone the extra mile in my own framework to handle multiple exits from a single entry order -- which means an array of target orders.

 public class OrderGroup
 {
     public int BarNum;
     public string OrderType;
     public double FillPrice;
     private IOrder EntryOrder;
     private IOrder StopOrder;
     private IOrder[] TargetOrder = new IOrder[4];
 }

Multiple exits implies using unmanaged orders.

Design your class to handle all details of your orders. For example, my OrderGroup class contains additional details for my order's BreakEven stop, AutoTrail stop, and CustomTrail stop (all of which are separate classes).

My container classes don't have a lot of methods, they just organize and group the order details more elegantly than separate variables. I think you get the idea.