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    Entry price

    I want to know what the price at which my Order was filled is. I am trying with OnOrderUpdate, IOrder. I'm not very familiar with that interface, so I cannot find the method/function to get to it... assuming that this is how you get to it. Is there an implementation of that IOrder interface? What's the name of it? Order?

    #2
    Originally posted by lgarcia3 View Post
    I want to know what the price at which my Order was filled is. I am trying with OnOrderUpdate, IOrder. I'm not very familiar with that interface, so I cannot find the method/function to get to it... assuming that this is how you get to it. Is there an implementation of that IOrder interface? What's the name of it? Order?
    IOrder myorder;

    you can check

    myorder.AvgFillPrice

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      #3
      Thanks. Was wondering, Is that the same as:

      Position.AvgPrice

      Thanks again

      Comment


        #4
        This would depend what you're trying to code. The IOrder one refers to a specific order, while Position.AvgPrice returns the average fill for the full position. For simpler strategies the Position.AvgPrice would do it, for more complex ones the IOrder interface offers much more granular options for you.
        BertrandNinjaTrader Customer Service

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          #5
          Originally posted by lgarcia3 View Post
          Thanks. Was wondering, Is that the same as:

          Position.AvgPrice

          Thanks again
          You might have several entries in your strategy.
          For example you enter 1 contract long at 900 and the other at 910.
          Position.AvgPrice will show you 905 while with IOrder you can have both values if programed corectly.

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