OptimizationFitnesses, Limit Orders

[spottysallrite]

I'd like to write an OptimizationFitness that shows how many trades were closed by a limit order. How do I do that (ie, is there a way to count the number of trades that were opened / closed by a particular limit order?)

(I've written several OptimizationFitnesses (and they work well, thank you), so writing them isn't a challenge. My challenge here is to get to that particular data. In looking thru the Help Guide, I don't see how this is done. eg, I don't see this is an option in "strategy.SystemPerformance.AllTrades.
TradesPerformance".)

[NinjaTrader_Jesse]

Hello spottysallrite,

You can use the following to select all trades where a exit limit order was used:

List<Trade> limitExits = strategy.SystemPerformance.AllTrades.Where(o => o.Exit.Order.OrderType == Cbi.OrderType.Limit).ToList();
int count = limitExits.Count;

[spottysallrite]

Nice! Works ! Thx !!!