Two Contracts instead of One

[felixolmo]

Hi all - I am using the SampleOnOrderUpdate to add to my strategy. However, I am having issues when I switch to two or more contracts. Looks like I am buying the two contracts, however, my stops and targets are getting submitted with just 1 contract and the other contract is been sold at the EOD.

Can someone tell me how to update this strategy to work with two or more contracts?

[NinjaTrader_ChelseaB]

Hello felixolmo,

Below is a link to the original reference sample in the help guide.

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

In the modified script you have posted, the entry is using a quantity of 1 on line 80. Try setting this to 2.

The exit will be using the entry Filled amount as the quantity for the exit.

[felixolmo]

Thank you Chelsea. I will be trying that tomorrow morning.

One question I have is, how can I save the average fill price if is fill at different prices? Any guidance on that? At the end I would like to have a list of the average fills on the orders generated by the strategy. for example, if the strategy submits one order for two contracts, I would like to save once the average once both contracts are filled. Not save two times one for each contract.

Any guidance that you can provide would be appreciated.

[NinjaTrader_ChelseaB]

Hello felixolmo,

You could wait until the order.OrderState is OrderState.Filled where all contracts will be filled before taking an action.

The order.AverageFillPrice includes all filled contracts for the order.

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

[felixolmo]

Would this be complete under OnExecutionUpdate?

[NinjaTrader_ChelseaB]

Hello felixolmo,

Eventually.. OnExecutionUpdate() triggers for every execution. So some may be part fills and some may be the final fill.

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

Once the order.OrderState is OrderState.Filled, the order will be filled.