2 entry orders help!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

"How to store all live orders for the instrument count into a variable Xa?"

You could add the orders to a list.

In the scope of the class:
private List<Order> myOrders;

In State.DataLoaded (or where ever you want the list to be reset)
myOrders = new List<Orders>();

In OnOrderUpdate():
myOrders.Add(order);

Then the list count would be the number of elements in the list.
Print(myOrders.Count);
for (int index = 0; index < myOrders.Count; index++)
{
}

If you wanted to add up the quantities of each order:
Print(myOrders.Sum(item => item.Quantity));

You could also choose to increment an integer each time an order is filled.

[PaulMohn]

Hello Chelsea and thanks for the counter suggestion.

I added a counter and the counter works (after the 2nd order it prints 4 contracts vs the 2 with the list):

Buy
2
multiOrdersTargets : 1
multiOrdersTargets : 2
Buy
2
multiOrdersTargets : 3
multiOrdersTargets : 4

I tested using it in the loop but it's not working, despite the counter working.

Class level variable:
private int multiOrdersTargets;

In the initial Target loop action block:
++multiOrdersTargets;

Move target loop:
for (int index = 0; index < (multiOrdersTargets + quantitySelector.Value); index++)


OnBarUpdate reset:
protected override void OnBarUpdate()
{
if (myAccount != null && myAccount.Positions.Where(o => o.Instrument == Instrument).Count() > 0)
accountPosition = myAccount.Positions.Where(o => o.Instrument == Instrument).Last();
else
accountPosition = null;

if (accountPosition == null)
{
multiOrdersTargets = 0;



it throws an index error.


But it works when move target loop is
Move target loop:
for (int index = 0; index < quantitySelector.Value; index++)

Why doesn't it work with the counter variable? Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

quantitySelector is likely a UI item right? Are you using a dispatcher invokeasync to access this?

What is the invalid index? What collection is it used on? What is the size of the collection?

Why is multiOrdersTargets being added to quantitySelector.Value?

This would not be a counter. You are doing some kind of math I am not understanding.

How is the counter integer not working?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/104533-strategy-builder-syntax?p=812260#post812260

Are you printing this after incrementing it and its not incrementing?

[PaulMohn]

please see below 50 seconds:
Demo
The demo shows that when I press NumPad7 (i.e. the Move order hotkey) after 1st order is submitted the Xa = 2, then after 2nd order Xa = 4, as intended.

here my prints:

Buy
2
multiOrdersTargets : 1
multiOrdersTargets : 2
Xa : 2
Buy
2
multiOrdersTargets : 1
multiOrdersTargets : 2
Xa : 4
Error on triggering custom event for NinjaScript 'ProfitSnipers' on bar 5420: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

As you can see in the demo, the incrementer (multiOrdersTargets) variable does work.
Xa shows 2 on the 1st order, then 4 on the 2nd order.
I used doOncemultiOrdersTargets as bool flag to only set multiOrdersTargets to zero upon 1st order. It works.

Please, pay attention to the bold and Red Highlighted variable in the snippets below

Here the relevant class level variable : multiOrdersTargets / doOncemultiOrdersTargets

public class ProfitSnipers : Indicator
{
   private int multiOrdersTargets;
   private bool doOncemultiOrdersTargets; 

Here the OnStateChange() new bool flag : doOncemultiOrdersTargets

doOncemultiOrdersTargets     = true; 

Here the Initial targets snippet / multiOrdersTargets

   private async void Account_OrderUpdate(object sender, OrderEventArgs orderUpdateArgs)
   {
    #region LONG Orders Initial Target and StopLoss OCO orders

     if (entryBuyMar****rder != null && entryBuyMar****rder == orderUpdateArgs.Order && orderUpdateArgs.Order.OrderState == OrderState.Filled)
     {
      string oco   = Guid.NewGuid().ToString("N");

      submitTargetsOrdersList  = new List<Order>();

       submitStopLossesOrdersList = new List<Order>();


      await ChartControl.Dispatcher.InvokeAsync((Action) (() =>
      {
       if (UseProfitTarget)
       {
        currentPTPrice = orderUpdateArgs.AverageFillPrice + ProfitTargetDistance * TickSize;

         for (int index = 0; index < quantitySelector.Value; index++)
         {
          profitTargetOrder = myAccount.CreateOrder(
            orderUpdateArgs.Order.Instrument,
            OrderAction.Sell,
            OrderType.Limit,
            OrderEntry.Automated,
            TimeInForce.Day,
            orderUpdateArgs.Quantity,
            currentPTPrice,
            0,
            oco+index,
            "Profit Target",
            Core.Globals.MaxDate,
            null);

          submitTargetsOrdersList.Add(profitTarget Order);

          ++multiOrdersTargets;
          Print(" multiOrdersTargets : " + multiOrdersTargets);

         }
       } 

Here my loop action block / Xa / multiOrdersTargets / doOncemultiOrdersTargets

{
 currentPTPrice = profitTargetOrder.LimitPrice + (ProfitTargetMove * TickSize);

 if (doOncemultiOrdersTargets)
 {
  multiOrdersTargets    = 0;
  doOncemultiOrdersTargets = false;
 }

 int Xa = (multiOrdersTargets +quantitySelector.Value);
 Print("Xa : " + Xa);

 for (int index = 0; index < Xa; index++)
 {
  submitTargetsOrdersList[index].LimitPriceChanged = currentPTPrice;
 }

 myAccount.Change(submitTargetsOrdersList);
} 

Here the OnBarUpdate incrementer variable reset / multiOrdersTargets

   protected override void OnBarUpdate()
   {
    if (myAccount != null && myAccount.Positions.Where(o => o.Instrument == Instrument).Count() > 0)
     accountPosition = myAccount.Positions.Where(o => o.Instrument == Instrument).Last();
    else
     accountPosition = null;

    if (accountPosition == null)
    {
     multiOrdersTargets = 0;

    } 

How to fix the error? Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

What is the invalid index?

Print this. Print the index.

Print the size of the collection.

What is submitTargetsOrdersList.Count?

Is Xa less than submitTargetsOrdersList.Count?

Why is multiOrdersTargets being added to quantitySelector.Value? This doesn't make sense for an index.

[PaulMohn]

Demo

index reaches 1 max

submitTargetsOrdersList.Count : 2 (after 1st order executed)

Xa is more than submitTargetsOrdersList.Count

Buy
2
multiOrdersTargets : 1
multiOrdersTargets : 2
Xa : 2
index : 0
index : 1
submitTargetsOrdersList.Count : 2
Buy
2
multiOrdersTargets : 1
multiOrdersTargets : 2
Xa : 4
index : 0
index : 1
Error on triggering custom event for NinjaScript 'ProfitSnipers' on bar 5444: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

multiOrdersTargets is the added value I need to make the Targets orders loop submit the total number of existing orders (4) instead of the resetting to 0 one at each new order (2).
submitTargetsOrdersList[index].LimitPriceChanged = currentPTPrice;

as

1st order
submitTargetsOrdersList[2].LimitPriceChanged = currentPTPrice;

2nd order
submitTargetsOrdersList[4].LimitPriceChanged = currentPTPrice;

isn't it right? Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

submitTargetsOrdersList has a count of 2. Meaning there are only two elements (orders) added to the list. You cannot ask for more elements than are in the list.

Either add 4 elements to the list, or don't ask for more than 2.

PaulMohn an index cannot be larger than the size of the collection.

Why is multiOrdersTargets being added to quantitySelector.Value? This is what is causing your error.

What are you trying to do?

If you are using a counter then why are you using a list?

If you have a list, you don't need counter. To loop through the list, loop from 0 to the list.Count.

[PaulMohn]

Thanks Chelsea for the list count vs counter observation.
I think the counter doesn't help as it's the list that defines the targets available to be moved, regardless of the loop upper limit.
So I think I'll abandon the counter use idea.

My problem is that the list RESETS itself when this is true

else if ((profitTargetOrder != null && (profitTargetOrder.OrderState == OrderState.Filled
              || profitTargetOrder.OrderState == OrderState.Rejected
              || profitTargetOrder.OrderState == OrderState.Cancelled))
      || (stopLossOrder != null && (stopLossOrder.OrderState == OrderState.Filled
              || stopLossOrder.OrderState == OrderState.Rejected
              || stopLossOrder.OrderState == OrderState.Cancelled)))
{
     entryBuyMar****rder  = null;
     entrySellMar****rder = null;

       profitTargetOrder  = null;
       stopLossOrder   = null;
    } 

I think because of
profitTargetOrder = null;
stopLossOrder = null;

because profitTargetOrder and stopLossOrder are the orders variables for the submitTargetsOrdersList in the Targets Snippet below

submitTargetsOrdersList.Add(profitTargetOrder);

  #region Initial Target & StopLoss Snippets

   private async void Account_OrderUpdate(object sender, OrderEventArgs orderUpdateArgs)
   {
    #region LONG Orders Initial Target and StopLoss OCO orders

     if (entryBuyMar****rder != null && entryBuyMar****rder == orderUpdateArgs.Order && orderUpdateArgs.Order.OrderState == OrderState.Filled)
     {
      string oco   = Guid.NewGuid().ToString("N");

      submitTargetsOrdersList  = new List<Order>();

       submitStopLossesOrdersList = new List<Order>();

      await ChartControl.Dispatcher.InvokeAsync((Action) (() =>
      {
       if (UseProfitTarget)
       {
        currentPTPrice = orderUpdateArgs.AverageFillPrice + ProfitTargetDistance * TickSize;

         for (int index = 0; index < quantitySelector.Value; index++)
         {
          profitTargetOrder = myAccount.CreateOrder(
            orderUpdateArgs.Order.Instrument,
            OrderAction.Sell,
            OrderType.Limit,
            OrderEntry.Automated,
            TimeInForce.Day,
            orderUpdateArgs.Quantity,
            currentPTPrice,
            0,
            oco+index,
            "Profit Target",
            Core.Globals.MaxDate,
            null);

          submitTargetsOrdersList.Add(profitTargetOrder);

         }
       } 

What I need is a way to get the TOTAL running count of the profitTargetOrder value upon multiple simultaneous orders.

I just tried to reset the profitTargetOrder and stopLossOrder variables in the OnBarUpdate instead as

   #region OnBarUpdate Prints Snippets

   protected override void OnBarUpdate()
   {
    if (myAccount != null && myAccount.Positions.Where(o => o.Instrument == Instrument).Count() > 0)
     accountPosition = myAccount.Positions.Where(o => o.Instrument == Instrument).Last();
    else
     accountPosition = null;

    if (accountPosition == null)
    {
     profitTargetOrder  = null;
     stopLossOrder   = null;

    } 

And commenting them out in the previous snippet as

else if ((profitTargetOrder != null && (profitTargetOrder.OrderState == OrderState.Filled
              || profitTargetOrder.OrderState == OrderState.Rejected
              || profitTargetOrder.OrderState == OrderState.Cancelled))
      || (stopLossOrder != null && (stopLossOrder.OrderState == OrderState.Filled
              || stopLossOrder.OrderState == OrderState.Rejected
              || stopLossOrder.OrderState == OrderState.Cancelled)))
{
     entryBuyMar****rder  = null;
     entrySellMar****rder = null;

//       profitTargetOrder  = null;
//       stopLossOrder   = null;
    } 

To only reset the list to zero once the position account is null (not as soon as the profitTargetOrder is Filled or Rejected or Cancelled)

but it's still only printing 2 for the submitTargetsOrdersList.Count value after 2nd order.

accountPosition == null : True
accountPosition == null : True
Buy
2
initial: submitTargetsOrdersList.Count : 1
initial: submitTargetsOrdersList.Count : 2
Move : submitTargetsOrdersList.Count : 2
Buy
2
initial: submitTargetsOrdersList.Count : 1
initial: submitTargetsOrdersList.Count : 2
Move : submitTargetsOrdersList.Count : 2
Move : submitTargetsOrdersList.Count : 2
Move : submitTargetsOrdersList.Count : 2 

How can I get ALL the running profitTargetOrder orders added to the submitTargetsOrdersList list without RESSETING TO ZERO after each new order submission (i.e. upon new numPad7 presses) ?

My end goal it to be able to move ALL profitTargetOrder orders upon multiple simultaneous orders are live,
NOT just the most recent profitTargetOrder orders of the last LONG order sumbitted (what the submitTargetsOrdersList currently does). Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

You can use list.Clear() to clear a list.
https://docs.microsoft.com/en-us/dot...r?view=net-6.0

Your code appears to be making a new list object every time entryBuyMar****rder is the order updating.

If you want multiple orders in here, don't make a new list object here. Continue to add to the existing list object.

Move submitTargetsOrdersList = new List<Order>(); to State.DataLoaded.

[PaulMohn]

Thanks Chelsea, I'll test that next.
In the meantime I found this working way

Class level variable

private List<Order>  testr; 

Code in the NumPad7 Hotkey Action Block

testr = new List <Order>();

 foreach(Account acct in Account.All)
 {
  if (acct.Positions != null)
  {
   foreach(Position pos in acct.Positions)
   {
    if (pos.MarketPosition == MarketPosition.Long)
    {
     lock(myAccount.Orders) {
      foreach(Order moveTPOrders in myAccount.Orders)
      {
       testr.Add(moveTPOrders);
      }
      for (int index = 0; index < testr.Count; index++)
      {
       testr[index].LimitPriceChanged = currentPTPrice;
      }

     }
    }
   }
  }
 }
 myAccount.Change(testr);
} 

From previous solution

Any tip on simplifying the multiple loops above?

Any tip on how to get the orders by the groups they were entered in? Thanks!

[PaulMohn]

Hello PaulMohn,

You can use list.Clear() to clear a list.
https://docs.microsoft.com/en-us/dot...r?view=net-6.0

Your code appears to be making a new list object every time entryBuyMar****rder is the order updating.

If you want multiple orders in here, don't make a new list object here. Continue to add to the existing list object.

Move submitTargetsOrdersList = new List<Order>(); to State.DataLoaded.

Hello Chelsea and thanks for the suggestion.

Why would I need to clear the list? and where?

I've moved the 3 lists to OnDataLoaded action block (and commented them out in the OnPreviewKeyDown() and Account_OrderUpdate() methods)

multiOrders = new List<Order>();

submitTargetsOrdersList = new List<Order>();

submitStopLossesOrdersList = new List<Order>(); 

But it's not working. Please would you clarify what you wanted me to infer? Thanks!


Also, I noticed you use a kind of array from a list, line 126
submissionAccount.Submit(new[] { entryBuyMar****rder });

in your ProfitChaseStopTrailIndicatorExample script.

Why did you transform the list into an array and didn't just use a list? Are there benefits? What are they if any? Thanks!


Also, how would you restrict simplify and restrict the multi-loops solution to the instrument the indicator is loaded on?
I'd privilege you solution as it seems to be simpler and less resource intensive if I can make it work. Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

You were previously creating a new list in the Account_OrderUpdate method.
submitTargetsOrdersList = new List<Order>();
Why are you creating new list here?
If you don't need to reset the list, then don't make a new list or clear it. If you need to reset it, clear it.

When should you clear it? When you want to reset it.
Don't clear it if you don't want to reset it.


"OnDataLoaded" is this your own custom method? Where is this method triggered from?
Is this custom method triggered from OnStateChange when State is State.DataLoaded?

submissionAccount.Submit() requires a collection. entryBuyMar****rder is not a collection. This is a single Order variable. I did not transform any list into any array.


What isn't working?
You have declared a new list and have you added an element to the list and then printed the list count and the element is not there?


You can check the instrument an order is placed to. <Order>.Instrument.
https://ninjatrader.com/support/help.../nt8/order.htm

[PaulMohn]

What's the use of "new[] {}" in
submissionAccount.Submit(new[] { entryBuyMar****rder });
?
Isn't that an empty array? If not what is it? Thanks!


I added the list clearing methods to the OnBarUpdate method
(the idea is the list should be reset only when no open orders remain)

   protected override void OnBarUpdate()
   {
    if (myAccount != null && myAccount.Positions.Where(o => o.Instrument == Instrument).Count() > 0)
     accountPosition = myAccount.Positions.Where(o => o.Instrument == Instrument).Last();
    else
     accountPosition = null;

    if (accountPosition == null)
    {
     multiOrders.Clear();

     submitTargetsOrdersList.Clear();

     submitStopLossesOrdersList.Clear();

    } 

And prints statement in the NumPad7 Hotkeys Move Target loop method

{
   currentPTPrice = profitTargetOrder.LimitPrice + (ProfitTargetMove * TickSize);

   for (int index = 0; index < quantitySelector.Value; index++)
   {
      submitTargetsOrdersList[index].LimitPriceChanged = currentPTPrice;
      Print("submitTargetsOrdersList.Count : " + submitTargetsOrdersList.Count);
   }

   myAccount.Change(submitTargetsOrdersList);
} 

and it prints the right value

Buy
submitTargetsOrdersList.Count : 2
submitTargetsOrdersList.Count : 2
Buy
submitTargetsOrdersList.Count : 4
submitTargetsOrdersList.Count : 4

But it's not working. It still only moves 1 order. And now it moves it only once upon multiple NumPad7 key presses
(whereas before it moved it as many times as there were key presses, as it was correct that way).

Do you need a demo?

What else is not working? Thanks!

[NinjaTrader_ChelseaB]

Hello PaulMohn,

This is an array with one Order element.

Account.Submit() requires a collection. This means if you have one order to send, you need to wrap it in a collection like an array.

See the help guide.
https://ninjatrader.com/support/help...nt8/submit.htm

You will need to debug your code.

Previously you were asking about adding orders to a list.

What was moved? What line of code does the moving? Is this line of being triggered? Is this being triggered with the expected values?

Use prints to understand behavior.


You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our NinjaTrader Ecosystem team follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request or provide one on one educational services.

[PaulMohn]

I used those prints but it's not helping

       {
        currentPTPrice = profitTargetOrder.LimitPrice + (ProfitTargetMove * TickSize);

         Print("1. currentPTPrice : " + currentPTPrice);
        for (int index = 0; index < quantitySelector.Value; index++)
        {
         submitTargetsOrdersList[index].LimitPriceChanged = currentPTPrice;
         Print("1. submitTargetsOrdersList.Count : " + submitTargetsOrdersList.Count);
         Print("2. currentPTPrice : " + currentPTPrice);

        }

         Print("2. submitTargetsOrdersList.Count : " + submitTargetsOrdersList.Count);
        myAccount.Change(submitTargetsOrdersList);
         Print("3. submitTargetsOrdersList.Count : " + submitTargetsOrdersList.Count);
       } 

Buy
1. currentPTPrice : 110.91
1. submitTargetsOrdersList.Count : 2
2. currentPTPrice : 110.91
1. submitTargetsOrdersList.Count : 2
2. currentPTPrice : 110.91
2. submitTargetsOrdersList.Count : 2
3. submitTargetsOrdersList.Count : 2
Buy
1. currentPTPrice : 110.9
1. submitTargetsOrdersList.Count : 4
2. currentPTPrice : 110.9
1. submitTargetsOrdersList.Count : 4
2. currentPTPrice : 110.9
2. submitTargetsOrdersList.Count : 4
3. submitTargetsOrdersList.Count : 4

What was moved?

The Targets OCO orders moved.

What line of code does the moving?

myAccount.Change(submitTargetsOrdersList);

Is this line of being triggered?

Yes (please see prints above).

Is this being triggered with the expected values? 

Yes (please see prints above).


Did you have other prints in mind? Thanks!