The name "order" does not exist in current context

[mlprice12]

Hello,
I'm trying to pull out the execution price for specific orders through OnExecutionUpdate and I pulled the code directly from the help guide.

I'm receiving the "name "order" does not exist in current context" error.

private Order entryLongCeilingClose1A = null;

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
if (execution.Order.Name == "entryLongCeilingClose1A" && execution.Order.OrderState == OrderState.Filled)
{
entryLongCeilingClose1A = order; //this is where the error occurs
}

if (entryLongCeilingClose1A != null && entryLongCeilingClose1A == execution.Order)
{
exPriceClose1A = execution.Price;
}
}

Also will my line

 exPriceClose1A = execution.Price;

work for storing the execution price for that specific order?

Thanks

[NinjaTrader_Kate]

Hello mlprice12,

Thank you for your post.

Looks like there might be an error in the example on the Executions page of the help guide that looks like where you got this code from.

The following should work correctly:

private Order entryLongCeilingClose1A = null;

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
if (execution.Order.Name == "entryLongCeilingClose1A" && execution.Order.OrderState == OrderState.Filled)
{
entryLongCeilingClose1A = execution.Order; //there's no "order" available to this method, so you need to access the order stored in the execution with execution.Order

if (entryLongCeilingClose1A != null && entryLongCeilingClose1A == execution.Order)
{
exPriceClose1A = execution.Price;
}

and yes, what you've got there should work for storing the execution.Price, assuming exPriceClose1A is initialized as a double variable somewhere in your script.

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

[mlprice12]

Great, thanks Kate. I'll give this code a try.

[PaulMohn]

Hello Kate,

I'm trying to add a custom Hotkey to change the order of an existing class level scope method.
I'm getting these errors with the following snippet

NinjaScript File Error Code Line Column
myTestb.cs The name 'ChangeOrder' does not exist in the current context CS0103 6402 6

NinjaScript File Error Code Line Column
myTestbcs The name 'newStopLossPrice' does not exist in the current context CS0103 6402 18

NinjaScript File Error Code Line Column
myTestb.cs The name 'newStopLossPrice' does not exist in the current context CS0103 6402 36

At Class Level (outside of the onBarUpdate)

    protected void ChartPanel_KeyDown(object sender, KeyEventArgs e)
{

      TriggerCustomEvent(r =>
      {
        if (Keyboard.IsKeyDown(Key.NumPad1))
        {
             ChangeOrder(newStopLossPrice, newStopLossPrice.Quantity, 0, Position.AveragePrice);
        }
      }, null);
      e.Handled = true;

} 

I don't understand why the ChangeOrder doesn't exist.
I checked the doc and it seems to be correct (save for the class level scope location instead of the OnBarUpdate)
https://ninjatrader.com/support/help...hangeorder.htm

The newStopLossPrice refers to another private bool method also located at class level scope.

What could be the reason and potential fix for these errors? Thanks!

[NinjaTrader_Kate]

Hello PaulMohn,

Thank you for your reply.

I'm not seeing compilation errors with the attached test script using your above code. Would you be able to provide a stripped down compilable example script demonstrating what you're trying that isn't working?

Thanks in advance; I look forward to assisting you further.

[PaulMohn]

Thanks Kate for the request. Here's the complete code

https://drive.google.com/file/d/1sgUlSyqwoZMXzYPh89tlwjRcgxQMzLmz/view?usp=sharing

I commented line 6347 to export. The newStopLossPrice variable is not set at class level but within a method at line 2306.
I see yours is at class level. How would you access it from the method instead? Thanks!

[NinjaTrader_Kate]

Hello PaulMohn,

Thank you for your reply.

ChangeOrder() is specific to the Strategy class. Since you're using an Indicator, ChangeOrder won't work, you need to use Addon code within the context of an indicator to place or change an order, for which you would want to use Change():

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

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

[PaulMohn]

All right thanks I'll try it now.

[PaulMohn]

I've just checked the Change() doc and Addon doc and some related threads.
What's the Add On need about? How would I make use of it in my context (what's needed about it)?
How could I get the same result (changing the order) in an indicator without the Add On process (if possible I'd prefer not use an AddOn as I don't need it)? Thanks!

[NinjaTrader_Kate]

Hello PaulMohn,

Thank you for your reply.

Indicators do not have the concept of an order in their class. You can use the add-on approach within the context of an indicator to access the account as you've already done and submit orders using Account.Submit() but you can't use Strategy specific methods like ChangeOrder(). There would not be a way around this, you're already using Add-on code within your indicator to create and submit orders. You have to use Change().

Note that add-on methods can be used within other script types so you don't have to create a whole add-on, you can use account.Change() within the indicator. You're already using Add-on methods to submit your orders initially:

 if (Keyboard.IsKeyDown(Key.NumPad8))
{
sellMktOrder = account.CreateOrder(
Instrument,
OrderAction.Sell,
OrderType.Market,
OrderEntry.Manual,
TimeInForce.Day,
1,
0,
0,
"",
"sellMktOrder"+DateTime.Now.ToString(),
DateTime.MaxValue,
null);
}

account.Submit(new[] { sellMktOrder });

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

[PaulMohn]

Ah, ok good news thanks! I didn't know the AddOn code was already in as the indicator is from the User Apps Share and I'm trying to add Hotkeys functionality (should have started by stating that ). I'll test adding Change(). Thanks again!

[PaulMohn]

Hello Kate,
I've modified the snippet but I'm not sure how to specify the order parameters from the doc example

stopOrder.StopPriceChanged = stopOrder.StopPrice - 4 * stopOrder.Instrument.MasterInstrument.TickSize; 

I don't grasp what the StopPriceChanged and StopPrice refer to (there's no description in the doc)

It's different from the ChangeOrder() strategy one with identifiable parameters
ChangeOrder(Order order, int quantity, double limitPrice, double stopPrice)

ChangeOrder(stopOrder, stopOrder.Quantity, 0, Position.AveragePrice); 

For example, how would you set the Position.AveragePrice as parameter for the stopPrice in the Change() code ?

I've tried this without result (it compiles but no result on the chart)

TriggerCustomEvent(r =>
{
   Order stopOrder = null;

   if (Keyboard.IsKeyDown(Key.NumPad1))
   {
      stopOrder.StopPriceChanged = stopOrder.StopPrice - 4 * stopOrder.Instrument.MasterInstrument.TickSize;
   }

   account.Change(new[] { stopOrder });
}, null);
e.Handled = true; 

How can we refer to the newStopLossPrice variable from an other method?

Would you know a working Change() sample close to my goal I could test and build from? Thanks!

[NinjaTrader_Kate]

Hello PaulMohn,

Thank you for your reply.

I note you're creating a new Order object called stopOrder that you're setting to null before trying to change the stopPrice, but there's no actual order object held in that variable. The script you're trying to modify is extremely complex and I thus far have not seen a place where the actual stop losses are submitted, so I do not know what variable would hold a stop loss order object.

Orders submitted have a parameter called StopPriceChanged that, when updated, tells the system to change the StopPrice parameter to the new price. If the stopOrder variable contained an order and was not null, assigning a new value to the StopPriceChanged parameter then submitting the order using account.Change would change that price.

AddOn Framework NinjaScript Basic demonstrates changing an order price.

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

[PaulMohn]

Hello Kate and thanks for your advice (sorry for my late response, I was busy with some other project with Chelsea very helpful input).

So I've studied the Addon Framework Ninjascript Basic script you shared
and modified my snippet as

TriggerCustomEvent(r =>
{
   Order stopOrder = null;

   if (Keyboard.IsKeyDown(Key.NumPad1)
   && newStopLossPrice != null)
   {
      // stopOrder.StopPriceChanged = stopOrder.StopPrice - 4 * stopOrder.Instrument.MasterInstrument.TickSize;
      // moveOrder.StopPriceChanged = moveOrder.newStopLossPrice - 4 * moveOrder.Instrument.MasterInstrument.TickSize;
      stopOrder.StopPriceChanged = r.BarsSeries.GetClose() - 4 * Instrument.MasterInstrument.TickSize;
      // stopOrder.Account.Change(new[] { stopOrder });
}

account.Change(new[] { stopOrder });
}, null);
e.Handled = true; 

which I get the errors

The name 'newStopLossPrice' does not exist in the current context CS0103 6377 9

'object' does not contain a definition for 'BarsSeries' and no extension method 'BarsSeries' accepting a first argument of type 'object' could be found (are you missing a using directive or an assembly reference?) CS1061 6382 37

I note you're creating a new Order object called stopOrder that you're setting to null before trying to change the stopPrice, but there's no actual order object held in that variable.

With

//    Order stopOrder = null; 

I get the error

The name 'stopOrder' does not exist in the current context CS0103 6382 6

The script you're trying to modify is extremely complex and I thus far have not seen a place where the actual stop losses are submitted, so I do not know what variable would hold a stop loss order object.

Ok. I found 2 hits for the stopOrder at lines 5484 and 5486.



The control method starts at line 2302.

the newStopLossPrice declaration line and hits



Why are the errors thrown/it doesn't recognizes newStopLossPrice and stopOrder in spite of them being in the same class? Thanks for your insights!

[NinjaTrader_Kate]

Hello PaulMohn,

Thank you for your reply.

I will need to speak with my team leads about how best to proceed here. They are both out of the office today, so I will consult with them on Monday when they return.

Thanks in advance for your patience.