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Catching orders with OnExecutionUpdate and OnOrderUpdate

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    Catching orders with OnExecutionUpdate and OnOrderUpdate

    Hello,

    I'm wanting to catch a complete trade, that is price when entry order is filled, and price when target limit is filled (or stop loss).

    It's also for other purposes, not just for price.

    I have on Entry:
    EnterLongLimit(ContractQuantity, Close[0], "EnterLong");

    OnExecutionUpdate:
    Code:
    Print("OnExecutionUpdate: Name " + execution.Name + ". " + execution.Price);
    OnOrderUpdate:
    Code:
    case OrderState.Filled:
    {
    Print("OnOrderUpdate: Name " + order.FromEntrySignal + ". Order is completely filled ");
    break;
    }

    The .Name and order.FromEntrySignal both print out blank.

    Many Thanks, Caesar.

    #2
    Hi Caesar, thanks for posting. The OnOrderUpdate method should be used for this. The order object properties are documented here:



    The Name parameter will be used to identify the order, not the fromEntrySignal. This is the "EntrySignal" that you use in the order entry method, fromEntrySignal is used for Exit orders only. There is a full example of advanced order management here:


    Kind regards,
    -ChrisL

    Comment


      #3
      Many Thanks Chris!

      Comment

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