How to count many times a SL has been triggered consecutively in a backtest?

[Vincere]

Hi,

In the OnBarUpdate method, I need to know how many times a SL order has been consecutively triggered.

When a position is exited differently (TP or time based) the counter should be reset to 0.

Apparently, the OnExecutionUpdate doesn't work in a backtest.

What would you suggest?

Thanks

[NinjaTrader_PaulH]

Hello Vincere,

Thanks for your post.

OnExecution() is used in a backtest. I would suggest just printing out the execution name as a test, for example:

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

This would show an output similar to:
Execution: Buy
Execution: Stop loss
Execution: Sell short
Execution: Profit target
Execution: Buy
Execution: Profit target
Execution: Sell short
Execution: Profit target
Execution: Buy
Execution: Stop loss
Execution: Sell short
Execution: Stop loss

[Vincere]

Hi PaulH,

That worked, thanks.