Price of Stop Loss in format double

[YuryBr]

Hello,
Please, tell me:
I need to receive a stop order price in format double in method OnBarUpdate() so that I can conduct mathematical calculations. How can I do it?

Regards,

Yury

[NinjaTrader_ChrisL]

Hello,

Thank you for the note.

You can override OnOrderUpdate() to get the price of your stop. The best way to save it for OnOrderUpdate() would be to make a class variable.

public class MyStrategy : Strategy

{

        private double myStopPrice;

        ....

        protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
        {
    
                	if(order.Name == "Stop loss")
			{
				myStopPrice = order.StopPrice;
			}
        
        }

}

https://ninjatrader.com/support/help...rderupdate.htm - OnOrderUpdate()

https://ninjatrader.com/support/help...-us/?order.htm - Oder object

Please let us know if we may be of any further assistance.

[YuryBr]

Thank you for fast reply.
This way I realize. I need price of stop loss in metod OnBarUpdate() for stop trailing

[NinjaTrader_ChrisL]

Hello,

Thank you for the reply.

To find the current price of an order generated from a Set method, it is necessary to capture the order in OnOrderUpdate and assign this to a variable. Then access the price through the order object from any other methods such as OnBarUpdate. This is why we set up a class variable named myStopOrder. The variable will persist throughout class member method calls. This means you can assign myStopOrder in OnOrderUpdate then use it in OnBarClose. Notice in my example I am looking for the signal name of the stop loss, which is case sensitive. Stop loss orders will always have the signal name "Stop loss". I am also providing a more well rounded example, where I save the entire Stop loss order object in OnOrderUpdate, then I make sure the Stop loss order object is initialized before I use it In OnBarUpdate.

public class MyStrategy : Strategy
	{
		
		private double myStopOrder;
...

protected override void OnBarUpdate()
		{
			...
			
			if(myStopOrder != null)
			{
				Print(myStopOrder.StopPrice.ToString());
			}
		}
		
		protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
		{
			Print(order.StopPrice);
			Print(order.Name);
			if(order.Name == "Stop loss")
			{
				myStopOrder = order;
			}
		}

Here is the documentation on the Order object:

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

Also, keep in mind that we provide the SetTrailStop method for trail stops:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?settrailstop.htm

For more information on C# classes, please see this publicly available link:

https://docs.microsoft.com/en-us/dotnet/csharp/programming-guide/classes-and-structs/classes

Please let us know if we may be of any further assistance.

[YuryBr]

Thank you for fast reply.
This way I realized too. I need price of stop loss in metod in OnBarUpdate() for my logic for stop trailing:
double newPriceStopLoss = LastPriceStop + 2 * TickSize
Your way call string format but I need double

[NinjaTrader_ChrisL]

Hello,

Thank you for the reply.

I am casting the double to a string in my example. The property is a double originally so you would use the double returned as you would normally.

double newPriceStopLoss = myStopOrder.StopPrice + 2 * TickSize;

Please let us know if you have any questions.