How to get the current Order

[toyogo00]

Hi,

After I submited few entry orders. (see example)
I can only see the last position status by checking the "Position". Is there a command to monitor the current order (such as "Order")?

OnBarUpdate()
{
if (cond1) EnterLong("T1");
if (cond1) EnterLong("T2");
if (cond1) EnterLong("T3");
if (Position.MarketPosition != MarketPosition.Flat){
Print("P:" + Position.ToString());
if (Order.Name == "T2") { /* looking for Current Order */
Print("Order:" + Order.ToString());
}
}
}

Regards,
Toyogo

[NinjaTrader_Ray]

Sure, OnOrderUpdate() -

More information - http://www.ninjatrader-support.com/H...derUpdate.html

[toyogo00]

Hi,

OnOrderUpdate only triggerred whenever there is a state change. It doesn't help in my case. I want to monitor the current price against each order (eg. I've 3 orders onhand) inside OnBarUpdate(). What command is available?

Regards,
Toyogo

[NinjaTrader_Dierk]

OnOrderStatus triggers as the price of the order is changed. Thus, you can monitor any order price change.

[toyogo00]

Hi,

I am saying that in my case, I do not change the order price after entering it through EnterLong(). However, the market price or when I do a backtesting, is the historical price keep advancing and changing. Therefore it will not trigger the OnOrderUpdate. I want to be able to call the order (of cause, one way is to use ord1=EnterLong() to keep the variable as a reference). I am looking for a standard variable for order such as "Position" where I can check the curent position.

Regards,
Toyogo

[NinjaTrader_Dierk]

Not sure I follow. If you change the order price, then OnOrderStatus would be fired (even on backtest). If you don't change the order price then you would need to code a variable like Josh suggested in your other thread on the same issue.

The current position can be checked on the Position property.

[toyogo00]

Not sure I follow. If you change the order price, then OnOrderStatus would be fired (even on backtest). If you don't change the order price then you would need to code a variable like Josh suggested in your other thread on the same issue.

The current position can be checked on the Position property.

Hi,

You've got my point, "The current position can be checked on the Position property". However, it only has

Position.AvgPrice
Position.GetProfitLoss
Position.MarketPosition
Position.Quantity

I want to be able to find the order property of the current position such as order.Name etc.

Regards,
Toyogo

[NinjaTrader_Dierk]

A position is not an order. A position could be built from multiple orders. Thus, there is no reference back from a position to the orders which built the position.

[toyogo00]

A position is not an order. A position could be built from multiple orders. Thus, there is no reference back from a position to the orders which built the position.

Hi,

So are u saying that it is the sum of all orders with the same symbol? eg. for EURUSD:

EnterLongLimit(100000,1.5810); when the 1st one is triggered,
Position.AvgPrice /* = 1.5810 */
Position.GetProfitLoss
Position.MarketPosition
Position.Quantity /* = 100000 */

EnterLongLimit(200000,1.5800); when the 2nd one is triggered, Position.AvgPrice /* = 1.5805, ave of 1.5800/1.5810 */
Position.GetProfitLoss
Position.MarketPosition
Position.Quantity /* = 300000, sum of 100k+200k */

If this is the case. Then you are right that the Position cannot be referenced to order.

Is there a command to find the current order property (back to my question) that I want to check it in OnBarUpdate()?

Regards,
Toyogo

[NinjaTrader_Dierk]

Please make sure you understand the concept of orders/executions/positions:
- an order could yield multiple executions (partial fills)
- a position could be built from multiple executions/orders

Thus there is no concept of an "order property" at the position. If you want to track order fills, then you could monitor the OnOrderStatus() event.

[toyogo00]

Hi,

I've got you!

Thanks
Toyogo