Entry Price on NinjaScript

[Eddie De Meira]

How do I get the entry price on ninja script?

For instance, if you look at the picture below:



My strategy entered the trade at 09:45 am at the price of $1.2120 and exited at $1.2125.
I know how to get the exit price but no matter what I do, I can't get the entry price.
If I try:
- Close[0], it will get me $1.2125 (Closing of last red bar)
- Open[0], it will get me $1.2130 (Opening of last red bar)
- execution.Price, it will get me $1.2125

How do I get the entry price of every entry?

Thanks a lot

[cincai]

Here you go

protected override void OnExecutionUpdate(Cbi.Execution execution, string executionId, double price, int quantity, Cbi.MarketPosition marketPosition, string orderId, DateTime time)
{
if (entryLong != null && entryLong == execution.Order)
{

if (entryLong.OrderState == OrderState.Filled || entryLong.OrderState == OrderState.PartFilled || (entryLong.OrderState == OrderState.Cancelled && entryLong.Filled > 0) )
{
Print(" entrt price = " + entryLong.LimitPrice);
}

}

}

[cincai]

There are limitprice, stopprice.

Please check what are you used.

[Eddie De Meira]

Hi cincai
thanks a lot for the reply...
I tried your solution but it didn't work, I keep getting entry price = 0;
this is because I am not looking for an entry limit price, I didn't set one... I do have a limit price for exit though, but this I already know how to get.

[NT-Roland]

Hi Eddie DeMeira,
Try this.

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
Print(price.ToString("N2"));
}

"N2" is optional and nicely formats the price point.
NT-Roland

[NinjaTrader_PaulH]

Hello Eddie De Meira,

Thanks for your post.

You can access Position.AveragePrice in OnBarUpdate() as the actual entry price, when the MarketPosition is not flat.
Reference: https://ninjatrader.com/support/help...erageprice.htm

Alternately, you can check Order.AverageFillPrice in OnExecutionUpdate()
References:

https://ninjatrader.com/support/helpGuides/nt8/?onexecutionupdate.htm

https://ninjatrader.com/support/helpGuides/nt8/?order.htm

[Eddie De Meira]

NT-Roland

Thank you so much! This was very helpful, actually, it solved my problem
I noticed you can also format the number of decimals displayed by changing "N2" to "N4" to see four decimals on the price...
Very, very helpful, thanks again!

@Paul H.
Thanks for the help Paul, I had already looked into all of those links you posted but I was having a hard time to determine what to do to get the result I needed.
It's good to have all those links altogether for the record though.
cheers,

Eddie

[Apm123]

If I have created a series of entries.... @"EntryShortA" + EntryNO........

EntryShortA1
EntryShortA2
EntryShortA3
...etc

How do I call on each entry price individually? (Can Position.AveragePrice include reference to this? Or di i need to store each entry price as a variable when entered?)

Further, what is the best loop to use within the OnBarUpdate area of code? (Is it this one? https://ninjatrader.com/support/help...g_commands.htm)

[NinjaTrader_Gaby]

Hello Apm123,

Thank you for your post.

You could save them to variables or access the averageFillPrice for a specific order from OnOrderUpdate().

https://ninjatrader.com/support/helpguides/nt8/onorderupdate.htm

There is no "best loop" we can recommend - all those are options you can use. The 'best loop' would depend on your specific use case as to which one would make the most sense for what you are trying to accomplish.