Quantity in trade ?

spottysallrite

Senior Member

Join Date: Jun 2014

Posts: 327
#1

Quantity in trade ?

09-05-2023, 02:39 PM

As soon as possible after an "EnterLong()" order has been filled, I'd like to submit an "ExitLongLimit()" order. So, where is the best place to put that limit order? In "OnBarUpdate()", "OnOrderUpdate", "OnExecutionUpdate()", someplace else? Moreso, I want its quantity to be for all of the contracts that were filled as a result of that "EnterLong()" order (eg, this should be flexible regarding partial fills). So, where is the best place to find that quantity, in "OnBarUpdate()", "OnOrderUpdate", "OnExecutionUpdate()", someplace else?
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25068
#2

09-05-2023, 02:54 PM

Hello spottysallrite,

OnExecutionUpdate() would be the method that runs the moment the entry order fills and would be an appropriate place to submit exit orders.

OnExecutionUpdate()

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

OnExecutionUpdate() - Strategy

Below are links to examples.

PriceOs.cs expecting "," - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/97419-priceos-cs-expecting?p=802269#post802269

General platform technical support for NinjaTrader 8.

Ninja Trader V8.0.26 Rithmic issues fixed - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1199112-ninja-trader-v8-0-26-rithmic-issues-fixed#post1206372

Hello, I see in the documentation you have fixed: 15048 Added Adapter, Rithmic Updated Rithmic API to version 11.3.0.0 Can you elaborate on that please? Will OnOrderUpdate() OnExecutionUpdate() and OnPositionUpdate() be called in the expected order?

The execution.Quantity would be the amount filled for this execution.

Chelsea B.NinjaTrader Customer Service
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Quantity in trade ?

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