ExecutionPrice - OrderPrice

[tonynt]

Hello,

from the NT-samples I know how I can get the Execution Price (in OnExecution with "exprice=execution.Order.AverageFillPrice) but I can´t find how I can get the "Order Price" before it is executed. (not in the sampleOnOrderUpdate nor in another sample). I need the value of a working short or long entrylimit.

Thank you!
Tony

[NinjaTrader_Kate]

Hello tonynt,

Thank you for your post.

The limit price of an order can be retrieved using Order.LimitPrice:

private Order entryOrder = null;

protected override void OnBarUpdate()
{
  if (entryOrder == null && Close[0] > Open[0])
      EnterLong("myEntryOrder");
}

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
  // Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
  // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately        after submitting
  if (order.Name == "myEntryOrder")
      entryOrder = order;

  if (entryOrder != null && entryOrder == order)
  {
      Print(order.LimitPrice);
      if (order.OrderState == OrderState.Filled)
          entryOrder = null;
  }
}

If you assign the order to a variable, as we've done in the example above, you can then access that during OnBarUpdate using the variable - just make sure to check that it's not null before printing:

        protected override void OnBarUpdate()
        {
            // other code omitted

            if(entryOrder != null)
            {
                Print(entryOrder.LimitPrice);
            }
        }

Here's a link to our help guide on the Order object:

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

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