Need help in collecting orders data

[gsapir]

Hi.

I'm trying to collect data on my trades in the strategy ...(during run-time)

So I want that every time an order is closed (due to close order or SL/TP):
I'll be able to collect data about the trade:
1. what is the PNL
2. how many bars ago was the order entry.

I tried to play with the "OnExecutionUpdate" and "OnPositionUpdate"
but without success,

please advice
thanks
Gil

[gsapir]

this is the (ugly) solution I found so far:
protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
// Remember to check the underlying Order object for null before trying to access its properties
if (execution.Order.OrderAction == OrderAction.BuyToCover || execution.Order.OrderAction == OrderAction.Sell || execution.Order.OrderType ==OrderType.Limit || execution.Order.OrderType ==OrderType.StopMarket)
{
Print("Exit, Entry price="+Close[BarsSinceEntryExecution()+1]);

return;
}

if(execution.MarketPosition == MarketPosition.Long){
Print("long close="+Close[0]);
}
if(execution.MarketPosition == MarketPosition.Short){
Print("short close="+Close[0]);
}

}

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

Yes, in general, this should work, you could also store the CurrentBar when you submit the Entry, and then subtract that value from the CurrentBar at the time of the Execution to get a BarsAgo. While you are in a position, it would be suggested to use BarsSinceEntryExecution.

Regarding the PnL, you could calculate this yourself using the entry and exit information or you could also review the trade performance collections: http://ninjatrader.com/support/forum...ead.php?t=4084

I look forward to being of further assistance.