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Old Yesterday, 01:19 AM   #16
Dzammer
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Quote:
Originally Posted by NinjaTrader_JessicaP View Post
If we review your picture in your first post, we can see that 50.12 and 50.11 both happen at 8:39:50 .
I understand all of this stuffs, but problem is not on where execution is shown, but how NT7 terminal have fill my limit order by price 50.12, if market have no this price after 50.11 (where condition was true)?
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Old Yesterday, 07:55 AM   #17
NinjaTrader_JessicaP
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Let's add two more pieces of information, so we can know if, and if so exactly when, the price reached 50.12 after 50.11. Please make the following changes to your code :

Code:

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // OnMarketData will only work with live data
            // If you were backtesting to get this before,
            // please use the Market Replay connection instead
            if (Historical) return;

            // make sure we are using the primary series
            if (BarsInProgress != 0) return;


            // Condition set 1
            if (Close[0] <= MyInput0
                && !entered)
            {
                entered = true;
                Print("OnBarUpdate: Time = " + Times[1][0].ToString("dd MMM yyyy HH:mm:ss.ffff") + " / Close = " + Close[0] + " / Current Bar " + CurrentBar);
                SubmitOrder(0, OrderAction.Sell, OrderType.Limit, 1, 50.12, 0, null, "Entry");
            }
        }


        // This gets triggered once a trade is placed
        protected override void OnExecution(IExecution execution)
        {
                Print(String.Format("OnExecution: Execution Time = {0:dd MMM yyyy HH:mm:ss.ffff} / Execution Price = {1:C} / Close = {2:C} / CurrentBar = {3}",  execution.Time, execution.Price, Close[0], CurrentBar));
                entered = false;
        }


// http://ninjatrader.com/support/helpGuides/nt7/onmarketdata.htm
protected override void OnMarketData(MarketDataEventArgs e)
{
 if (entered && e.MarketDataType == MarketDataType.Last)
 {
   Print("OnMarketData: Time = " + e.Time.ToString("dd MMM yyyy HH:mm:ss.ffff") + " / New price = " + e.Price + " / Current Bar " + CurrentBar);
 }
}
If we do this we will be able to see each tick as it comes in after your trade is placed, and we will also know which bar your trade is filled on.
Last edited by NinjaTrader_JessicaP; Yesterday at 07:58 AM.
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