Multiple entries per direction, only the favorable buys

[jerblaster23]

In my strategy I've enabled multiple entries per direction (up to 5). Every time a buy signal is triggered my strategy buys long than when a sell is triggered it sells long all held share. Some buy signals are better than others in relationship to the previous buy price. Any way to say only buy again if the price has dropped lower than the 1st buy price? I'd like to skip buying a second share if the price is higher on the 2nd, 3rd, 4th or 5th buy trigger.

Also if the buy price has dropped since the first buy I'd like to buy double.

For example:

there are 3 buy signals

1st buy trigger at $2 = buy long 1 share
2nd buy trigger at $1 = buy long 2 shares
3rd buy trigger at $3 = skip buying

1st sell trigger = sell long all held shares and reset buy triggers

Any way to do this or something like this? Thanks

[NinjaTrader_ChelseaB]

Hello jerblaster23,

Welcome to the NinjaTrader forums!

You can compare the an order's AverageFillPrice from an order that is assigned to a variable in OnOrderUpdate().

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

For example:

if (myOrder != null && myOrder.OrderState == OrderState.Filled && Close[0] < myOrder.AverageFillPrice)
{
EnterLong(myOrder.Quantity * 2);
}

Below I am providing a link to a forum post with helpful information about getting started with NinjaScript and C#.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040