Looping through strategy Open Orders (not realtime open orders)

[focus333]

For reasons that are not relevant to the example, my account will enter orders with a label (Name) as such:

B-1 | 0.12
B-2 | 0.33
B-2 | 0.10
B-1 | 0.03
B-1 | 0.22
B-1 | 0.15

If a certain condition is met, for example Close[0] > EMA(9)[0] I want to ExitLong on all the B-1**** for example.

I got as far as this code:

OnBarUpdate() ....
if (condition) {
foreach (Order order in Account.Orders){
Print("\n\nORDER NAME: " + order.Name);
if (order.Name.Contains("B-1") ) {
ExitLong(order.Name);
}
}
.......

I only get over and over:
ORDER NAME: B-1 | 0.12

Just as I finished typing this I had a hunch and went to look into my accounts tab and I see that there is a rejected order in there called B-1 | 0.12! So obviously this is what I am looping through but for backtesting purposes, I'd need to be able to get the "open orders on each bar update rather than realtime" hope this is making sense.

So, the question is with the Lifetime license: How can I program my strategy to ExitLong("B-1*") on each tick or bar update but leave open all B-2*, B-3*, A^, etc, etc ...if you know what I mean? I need to access the strategy order list and NOT the "current" orders.

Any help on this would be extremely appreciated and if you could provide a complete working example I'd be forever grateful!

[NinjaTrader_Jesse]

Hello focus333,

Thank you for the post.

If you are referring to an order which was submitted in historical processing the strategy will only be aware of the order by the order events from OnOrderUpdate or OnExecutionUpdate. If the order was submitted in realtime while the strategy is running it will see the order in the Account.Orders collection as well because that is now a real order. The Orders collection will otherwise not contain historical orders that were submitted in the strategies backtest, those are not part of the Account.

https://ninjatrader.com/support/helpGuides/nt8/onorderupdate.htm?zoom_highlightsub=onorder

So, the question is with the Lifetime license: How can I program my strategy to ExitLong("B-1*") on each tick or bar update but leave open all B-2*, B-3*, A^, etc, etc ...if you know what I mean? I need to access the strategy order list and NOT the "current" orders.

The ExitLong command will exit whatever FromEntrySignal name you pass it. if B-1 was the signal name for the entry then this exit would exit that part of the position. This would be how you scale in or out using the managed appraoch, you can use multiple signal names to create multiple parts to an overall position.

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

Please let me know if I may be of further assistance.