OnExecutionUpdate provides null FromEntrySignal on Stops

[MarketAlly]

When a stop is hit in a strategy, the order name will be "Close position" which is fine but the execution.Order.FromEntrySignal will be null even when we only use Entry Signals for every order. I feel this should be set to the orginal entry signal so that we can capture the applicable order record.

execution.Order.Name.ToLower() == "close position" always produces null execution.Order.FromEntrySignal

Either that - or give us some way to relate the ticket back to the original entry signal. I have looked at the object in detail - I see no reference to it.

[MarketAlly]

I am also seeing the same issue with "profit target", "exit on close", and "stop loss". It would be extremely helpful for NT to provide the previous associated signal name.

[NinjaTrader_PatrickH]

Hello MarketAlly,

Thank you for your note.

In each of the methods you use to exit do you list the string fromEntrySignal?

For example:

ExitLongStopMarket(Position.AveragePrice - 8 * TickSize, "exit", [B]"enter"[/B]);

[MarketAlly]

Yes - the first item is the fromEntrySignal and it is always passed.

SetProfitTarget(newMarker.Id.ToString(), CalculationMode.Price, execution.Order.AverageFillPrice + (double)newMarker.TimeFrame.scalpAmount, thePosition.scalpMIT);

SetStopLoss(newMarker.Id.ToString(), CalculationMode.Price, (double)newMarker.stopPrice, thePosition.simStops);

I never call the Exit routine - when Close Position is called or another of the listed events, it is done by NT.

[NinjaTrader_PatrickH]

Hello MarketAlly,

Thank you for your response.

Can you provide the full code used to test this?

[MarketAlly]

I cannot give you my code - it is not a simply strategy and uses DLLs/SQL Server to encapsulate the logic but the OnExecute and OnBarUpdate have basic calls using the following commands with fromEntrySignal for all operations. I only use these 4 with fromEntrySignal since my system only creates orders with relating marker ids.

EnterLong
EnterShort
SetProfitTarget
SetStopLoss

If you create a strategy and have the NT issue a Close Position for the execution.Order.Name - you will see the fromEntrySignal is empty.

[NinjaTrader_PatrickH]

Hello MarketAlly,

Is this a reversal strategy? The use of 'Close position' is only seen in the case of a close position to reverse the current position. I am surprised the Stop Loss and Profit Target are returning the fromEntrySignal as null. Can you provide the code used to verify this on your end and the output?