Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

How get a slippage value

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How get a slippage value

    Dear Support and others --

    I'd like my script prints me a slippage value in points/dollars when my stop order is executed.

    I think about OnExecution method but what is the sample of the code that gives me the sippage value?

    execution.Price gives me price of the order executed, where\how can I get initional stop order price.

    Thank you in advance.

    #2
    You can use the IOrder objects to track order properties. This can be done routinely directly from the the OnOrderUpdate method as well:



    Code:
            protected override void OnOrderUpdate(IOrder order)
            {
    			
    			Print(order.StopPrice);
    			Print(order.LimitPrice)
             }
    MatthewNinjaTrader Product Management

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by trilliantrader, Yesterday, 03:01 PM
    3 responses
    29 views
    0 likes
    Last Post NinjaTrader_Clayton  
    Started by cmtjoancolmenero, Yesterday, 03:58 PM
    4 responses
    26 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by Brevo, Today, 01:45 AM
    1 response
    14 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by rjbtrade1, 11-30-2023, 04:38 PM
    2 responses
    74 views
    0 likes
    Last Post DavidHP
    by DavidHP
     
    Started by suroot, 04-10-2017, 02:18 AM
    5 responses
    3,022 views
    0 likes
    Last Post NinjaTrader_Gaby  
    Working...
    X