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How get a slippage value

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    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

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