Trade Performance and OnOrderUpdate

[johnok]

Hello,

I'm trying to record my trade information(MAE / MFE) from an AddOn with OnOrderUpdate event but sometimes, when market is volatile, the OnOrderUpdate event do not trigger and i lost ticks/data.

I can confirm that when i compare my data with trade performance data (see picture).

Can you help me to understand where is the problem ?

Sincerely.

Sebastien

[NinjaTrader_Kate]

Hello johnok,

Thank you for your post.

Who is your data provider? Some providers do not guarantee the order in which order/execution/position events arrive and in some cases updates may be entirely missing.

Are you scaling out of a position during this trade?

Can you provide a test script that demonstrates?

Thanks in advance; I look forward to assisting you further.