How to Get the Filled Price of a Position

[GoodBro]

Hi Folks,

How can I retrieve the filled price of a specific position in a multiple positions strategy?

For instance:

EnterLong("Entry 1");
EnterLong("Entry 2");
EnterLong("Entry 3");

How can I get the filled price of these 3 positions individually? Please don't pay attention as to why would I open 3 positions at the same time, this is just for the purpose of the example.

Thank you very much

[NinjaTrader_BrandonH]

Hello GoodBro,

Thanks for your post.

You could track the order objects in OnExecutionUpdate() to get the price of the order.

To do so, you would track the order objects, check if the order object is not null, check that the oder object is equal to execution.Order, and check if the execution.Order.OrderState is equal to OrderState.Filled followed by printing the price.

See the help guide documentation and reference sample below for more information.

OnExecutionUpdate(): https://ninjatrader.com/support/help...tionupdate.htm
Reference Sample: https://ninjatrader.com/support/help...and_onexec.htm

[bltdavid]

How can I retrieve the filled price of a specific position in a multiple positions strategy?

For instance:

EnterLong("Entry 1");
EnterLong("Entry 2");
EnterLong("Entry 3");

How can I get the filled price of these 3 positions individually? Please don't pay attention as to why would I open 3 positions at the same time, this is just for the purpose of the example.

In the name of education, let's address the words used
in your description. I'll try to be gentle, but direct.

Those 3 buy orders do not represent 3 different positions.

If you think that way, you're in a different world.

I'd bet my left that NinjaTrader will not show these 3 orders
as 3 positions in the Positions tab. The NinjaTrader Desktop
software sees all Buy orders dealing with one instrument as
a single Long position.

There is nothing wrong with what you're doing. Far from it.

What I'm addressing is your use of the 'multiple positions'
characterization -- this language is imprecise, and arguably,
it is incorrect. Thinking in those terms can work against you.

-=o=-

The better description is 'scaling-in'. Scaling basically means
adding or removing units from your original open position.

You've simply added to the existing position with your two
extra Buy orders via the 2nd and 3rd calls to EnterLong.

Well, that's the definition of 'scaling-in'.

This single position has an average fill price, which takes
into account your scaling-in technique using 3 separate
fill prices from 3 separate entry orders.

-=o=-

That being said, you can still find the fill price for each
entry order separately using OnExecutionUpdate, or
even using OnOrderUpdate.

Chelsea gave some good info with links to get you
started.

Just my 2˘.

[PaulMohn]

AveragePriceList.zip

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1122399-strategy-s-average-position-price-per-direction?p=1122519#post1122519

ScaleOutBuilderExample_NT8.zip

ScaleOutStopLimitExitOrdersBuilderExample_NT8.zip

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1058762-how-do-you-set-strategy-builder-to-scale-out-at-profit-targets?p=1077380#post1077380

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1127586-multiple-entry-orders-with-separate-takeprofit-and-stoploss-for-each-entry?p=1130102#post1130102