OnExecutionUpdate throws error I can't trap

[daqu40]

Hello Forum,

I'm trying to use OnExecutionUpdate to add target and stop orders to my strategy once the entry is filled.

However, when I execute the event below it throws an Object not found error I can only find by looking at the trace file.

protected void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
// set up the target and stop orders associated with the order being filled that triggered this execution
try
{
if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
{
Print(execution.ToString());

// Print(Time[0] + " Order filled with name: " + execution.Order.Name);
// if(execution.Order.IsLong)
// {
// TargetOrder = ExitLongLimit(0, true, 1, GetCurrentBid() + TargetTicks * TickSize, "LTarget", execution.Order.Name);
// StopOrder = ExitLongStopMarket(0, true, 1, GetCurrentBid() - StopTicks * TickSize, "LStop", execution.Order.Name);
// }
// if(execution.Order.IsShort)
// {
// TargetOrder = ExitLongLimit(0, true, 1, GetCurrentBid() + TargetTicks * TickSize, "LTarget", execution.Order.Name);
// StopOrder = ExitLongStopMarket(0, true, 1, GetCurrentBid() - StopTicks * TickSize, "LStop", execution.Order.Name);
// }
}
}
catch (Exception ex) {Print("OnExecutionUpdate: " + ex.Message.ToString());}
}

Any help on this is greatly appreciated.

[sledge]

Hello Forum,

I'm trying to use OnExecutionUpdate to add target and stop orders to my strategy once the entry is filled.

However, when I execute the event below it throws an Object not found error I can only find by looking at the trace file.

Any help on this is greatly appreciated.

I don't think you can do it there. I can't say I've seen an example that does that in there.

Do that in OnBarUpdate.

[bltdavid]

I don't think you can do it there. I can't say I've seen an example that does that in there.

Do that in OnBarUpdate.

Huh? What about this example?

http://ninjatrader.com/support/forum/showthread.php?t=7499

[bltdavid]

However, when I execute the event below it throws an Object not found error I can only find by looking at the trace file.

That's cause (presumably) what you're doing is wrong.

Look at the attached screenshot, which shows the code form the NinjaTrader example I provided in the above post.

[sledge]

Huh? What about this example?

http://ninjatrader.com/support/forum...ead.php?t=7499

Thanks Never done that.

The documentation is lagging.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_methods.htm

[bltdavid]

Thanks Never done that.

The documentation is lagging.

https://ninjatrader.com/support/help...er_methods.htm

Maybe, but NT7 docs are about the same, I think.

OnBarUpdate() is for entry and (perhaps some) exit orders, but protective stoploss and profit target orders are of a different kind of "exit" order -- and are always best submitted from OnExecution.

Study the NT examples very carefully, they are well worth your time.

[daqu40]

What next

Thanks for all the input Folks.

This says I'm on the right track using OnExecutionUpdate to put in my stop and target orders.

However, there is still the fact that my code; which only checks the if the execution != null and then the Order.State of the Order attached to that Execution, is creating an object not found error that only shows in the trace file despite my try catch trap.

[bltdavid]

Thanks for all the input Folks.

This says I'm on the right track using OnExecutionUpdate to put in my stop and target orders.

However, there is still the fact that my code; which only checks the if the execution != null and then the Order.State of the Order attached to that Execution, is creating an object not found error that only shows in the trace file despite my try catch trap.

Well, if you're not going to follow the example, which automatically filters out cases where the Execution reference is null, perhaps you should explicitly check for that?

Despite what you imply above, your original post does not check execution != null.

[daqu40]

Actually, it does check for null condition first. I also just tested it with the only condition being execution.Order != null. Still throws the following error: "2017-01-06 07:49:22:851 Gui.ChartBars.OnExecutionUpdateEvent: Object reference not set to an instance of an object." which I find in the trace file. Even though this error trapped nothing shows in my output window.

[bltdavid]

Actually, it does check for null condition first. I also just tested it with the only condition being execution.Order != null.

No, it doesn't.

Why do you think these two are the same thing?

execution.Order != null

execution != null <-- Add this one to your code

[NinjaTrader_JessicaP]

Thank you for your report daqu40. Could you run the below modifications to your code sample? If any FAIL messages show up in your output, could you then attach a complete code sample (a C# file with the .cs extension from either your (My) Documents\NinjaTrader 8\bin\Custom\Indicators or (My) Documents\NinjaTrader 8\bin\Custom\Strategies folder) to a reply so that we may test on our end?

[FONT=Courier New]protected void OnExecutionUpdate (
    Execution execution, string executionId, double price, int quantity,
    MarketPosition marketPosition, string orderId, DateTime time
    )
{
  Print("TEST1: " + (null == execution ? "FAIL" : "PASS"));
  Print("TEST2: " + (null == execution.Order ? "FAIL" : "PASS"));
  Print("TEST3: " + (OrderState.Filled == execution.Order.OrderState ? "FAIL" : "PASS"));

  if (execution != null && && execution.Order != null && execution.Order.OrderState == OrderState.Filled)
  {
    Print(execution.ToString());
  }
}[/FONT]

[daqu40]

Ah, Thanks bltdavid!

With proper the condition, it's not throwing the error, but I'm still not getting the even to do anything. It's as if the execution always == null.

I'm seeing the same thing with the OnOrderUpdate event.

I'll try a few more things and report back what I find.

[daqu40]

Hi Jessica,

I tried this with your code and it doesn't produce anything in the output window. No errors in the trace file either.

I'll submit the whole thing via email with a reference to this thread.

Thanks

[NinjaTrader_JessicaP]

Thank you for sending us that code, daqu40. As I mentioned in my direct reply, there are many things that can cause a null value to be passed in to this method. I believe the sample author's intent was to intentionally trigger an error in this circumstance, as a null execution object is a signal that the way trades are being placed should be reviewed. However, in order to improve the experience of yourself and other customers, I have requested that the code sample in the help guide be updated to include the null check for the passed-in execution object. Please let us know if there are any other ways we can help.

[NinjaTrader_JessicaP]

Thank you for the additional code demonstrating OrderState.Filled events triggering inside of OnOrderUpdate with OnExecutionUpdate never being called. I will be investigating this on our end, and will return to this thread with my results.